Program
Tuesday, June 11
08:30-09:00 Registration and welcome address
09:00-10:30 Session 1.
Chair: Paul Ehling (BI)
09:00-09:45 The Impact of Pensions and Insurance on Global Yield Curves
Speaker: Robin Greenwood (Harvard)
Discussant: Sven Klingler (BI)
09:45-10:30 Default Risk and the Pricing of U.S. Sovereign Bonds
Speaker: Robert Dittmar (Michigan)
Discussant: Espen Henriksen (BI)
10:30-11:00 Coffee break
11:00-12:30 Session 2.
Chair: Ben Yang (BI)
11:00-11:45 The Benchmark Inclusion Subsidy
Speaker: Anna Pavlova (LBS)
Discussant: Costas Xiouros (BI)
11:45-12:30 Shorting in Speculative Markets
Speaker: José A. Scheinkman (Columbia)
Discussant: Patrick Konermann (BI)
12:30-14:00 Lunch
14:00-15:30 Session 3.
Chair: Samuli Knüpfer (BI)
14:00-14:45 Technological Innovation and the Distribution of Labor Income Growth
Speaker: Leonid Kogan (MIT)
Discussant: Rui Silva (LBS)
14:45-15:30 Risk Exposure to Investment Shocks: A New Approach Based on Investment Data
Speaker: Lorenzo Garlappi (UBC)
Discussant: Alessandro Graniero (BI)
15:30-16:00 Coffee break
16:00-16:45 Session 4.
Chair: Ilan Cooper (BI)
16:00-16:45 Estimating The Anomaly Base rate
Speaker: Michael Weber (Chicago)
Discussant: Andrea Tamoni (LSE)
18:45- Conference dinner (by invitation only)
Departure from the lobby of the Thon Hotel Storo. For those going on their own, please be at Ekebergrestauranten before 19:30.
Wednesday, June 12
08:45-09:00 Coffee
09:45-10:30 Session 5.
Chair: Dagfinn Rime (BI)
09:00-09:45 Granular Instrumental Variables
Speaker: Ralph Koijen (Chicago)
Discussant: Jens Kværner (Tilburg)
09:45-10:30 Fundraising in the Hedge Fund Industry
Speaker: Olga Obizhaeva (Stockholm)
Discussant: Daniel Schmidt (HEC Paris)
10:30-11:00 Coffee break
11:00-12:30 Session 6.
Chair: Øyvind Norli (BI)
11:00-11:45 Uncertainty-Induced Reallocations and Growth
Speaker: Max Croce (Bocconi)
Discussant: Iván Alfaro (BI)
11:45-12:30 Size Premium Waves
Speaker: Howard Kung (LBS)
Discussant: Tatyana Marchuk (BI)
12:30-14:00 Lunch