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 16, 2018

8:30 – 9:00

Continental Breakfast

9:00 – 10:10

Short Traders and Short Investors
Jesse Blocher (Vanderbuilt University)
Peter Haslag (Vanderbilt University)
Chi Zhang (University of Massachusetts)

Discussants:
Jules van Binsbergen (Wharton School)
Owen Lamont (Wellington)

10:20 – 11:30

The Leading Premium
M. Max Croce (University of North Carolina)
Tatyana Marchuk (Norwegian Business School)
Christian Schlag (Goethe University, Frankfurt)

Discussants:
Pavel Savor (Temple University)
Amora Elsaify (Citadel)

11:45 – 12:45

Keynote Address:  Colin Camerer, California Institute of Technology
Why Do We Make Bad Stock Decisions?   (article by Knowledge@Wharton)

12:45 – 1:45

Lunch

The Sound of Many Funds Rebalancing
Alex Chinco
(University of Illinois)
Vyacheslav Fos (Boston College)

Discussants:
Chaojun Wang (Wharton School)
Gus Sauter (Vanguard)

2:00 – 3:10

What you See is Not What You Get:  The Costs of Trading Market Anomalies
Andrew J. Patton (Duke University)
Brian M. Weller (Duke University)

Discussants:
Ronnie Sadka (Boston College)
Mark Carhart (Kepos Capital)

3:20 – 4:30

Factor Momentum
Rob Arnott, Mark Clements and Vitali Kalesnik (Research Affiliates)
Juhani Linnainmaa (University of Southern California)

Discussants:
Lars Lochstoer (UCLA)
Josephine Smith (BlackRock)

4:30

Adjournment

Attendance is by invitation only.