Calendar
The 11th BI-ShoF Conference on Asset Pricing and Financial Econometrics
Each paper has 45 minutes, which are divided as follows:
- 25 minutes for the presentation
- 10 minutes for the discussion,
- 10 minutes for the presenter to reply to the discussant and take questions from the audience. Presenters and discussants are kindly asked to upload their slides on the computer before the start of their session.
Programme
- Time
- Title
-
Session 1
Chair: Lovisa Reiche
09:00-09:45:
- Yuliy Sannikov (Stanford GBS)
- Discussant: Francesco Nicolai (BI)
09:45-10:30:
- Peter Feldhütter (Copenhagen Business School)
- Discussant: Thomas Poulsen (BI)
-
Coffee break
-
Session 2
Chair: Paul Ehling
- Jerome Detemple (BU Questrom)
- Discussant: Adam Winegar (BI)
-
Lunch
-
Session 3
Chair: Francesco Nicolai
13:00-13:45:
- Yifan Zhu (BI)
- Discussant: Lorenzo Brescher (University of Lausanne)
13:45-14:30:
- Nicolas Crouzet (Northwestern Kellogg)
- Discussant: Yifan Zhu (BI)
-
Coffee break
-
Session 4
Chair: Tobias Sichert
15:00-15:45: The Term Structure of Return Expectations
- Cameron Peng (London School of Economics)
- Discussant: Lovisa Reiche (BI)
15:45-16:30:
- Raman Uppal (EDHEC Business School)
- Discussant: Stig Lundeby (BI)
-
Dinner