Conferences

The Rodney L. White Center for Financial Research hosts an annual conference, typically held during the spring semester, inviting academics to present their current research on topical issues in finance relevant to academics, practitioners and regulators.  The conference participants include academicians and practitioners.  The majority of papers include empirical work. The format of the conference includes the presentation of four or five papers with one academic and one practitioner discussant for each paper. Participation is by invitation only.

The conference is organized by Rodney White Center Director, Donald B. Keim, in collaboration with select members of the Wharton Finance Department faculty.

The Rodney L. White Center also sponsors and/or hosts, typically in the fall semester, special topical workshops and conferences for academic research groups such as the NBER, Micro Finance Theory Group and the Macro Finance Society.

 

Conference on Financial Decisions and Asset Markets

 

Organized by Professors Jules van Binsbergen and Nick Roussanov

Wharton School, University of Pennsylvania
8th floor, Jon M. Huntsman Hall

 

Friday March 27, 2020

8:30 – 9:00

Continental Breakfast

9:00 – 10:10

Five Facts about Beliefs and Portfolios
Stefano Giglio (Yale University)
Matteo Maggiori (Harvard University)
Johannes Stroebel (New York University)
Stephen Utkus (Vanguard)

Discussants:
Jonathan Parker (MIT)
Marina Niessner (AQR)

10:20 – 11:30

Realized Semibetas:  Signs of Things to Come
Tim Bollerslev  (Duke University)
Andrew J. Patton (Duke University)
Rogier Quaedvlieg (Erasmus University Rotterdam)

Discussants:
TBD
Ray Iwanowski (SECOR Asset Management)

11:45 -1:45

Lunch

Keynote Address:  Lawrence Summers, Harvard University
For more information on Professor Summers, please click here.

2:00-3:10

Is There too Much Benchmarking in Asset Management?
Anil Kashyap (University of Chicago)
Natalia Kovrijnkh (Arizona State University)
Jian Li (University of Chicago)
Anna Pavlova (London Business School)
 

Discussants:
Malcom Baker (Harvard University)
Raife Giovinazzo (Fuller & Thaler Asset Management)

3:20 – 4:30

Time-Series Efficient Factors
Sina Ehsani
Juhani Linnainmaa

Discussants:
TBD
Marlies Van Boven (FTSE)

4:30

Adjournment

Attendance is by invitation only.