April 23, 2021
UCLA Anderson
An Afternoon of Research at UCLA Anderson
FRIDAY, APRIL 23
10:00 AM – 2:30 PM PDT
1:00 – 5:30 PM EDT
10:00 - 10:05 am PDT
1:00 – 1:05 pm EDT
Welcome
10:05 - 10:45 am PDT
1:05 - 1:45 pm EDT
“Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility”
Jules Van Binsbergen, University of Pennsylvania
Presented by Jules Van Binsbergen, University of Pennsylvania
Discussant: Greg Duffee, Johns Hopkins University
10:45 - 11:25 am PDT
1:45 – 2:25 pm EDT
“Capital Commitment”
Elise Gourier, ESSEC Business School
Ludovic Phalippou, Oxford University
Mark M. Westerfield, University of Washington
Presented by Ludovic Phalippou, Oxford University
Discussant: Giorgia Piacentino, Columbia University
11:25 - 11:40 am PDT
2:25 – 2:40 pm EDT
Break
11:40 - 12:20 pm PDT
2:40 - 3:20 pm EDT
“Necessary Evidence for A Risk Factor’s Relevance”
Alexander M. Chinco, University of Chicago
Samuel M. Hartzmark, University of Chicago
Abigail Sussman, University of Chicago
Presented by Samuel M. Hartzmark, University of Chicago
Discussant: Harrison Hong, Columbia University
12:20 - 1:00 pm PDT
3:20 – 4:00 pm EDT
“Model Complexity, Expectations, and Asset Prices”
Pooya Molavi, Northwestern University
Alireza Tahbaz-Salehi, Northwestern University
Andrea Vedolin, Boston University
Presented by Andrea Vedolin, Boston University
Discussant: Lars Peter Hansen, University of Chicago
1:00 - 1:15 pm PDT
4:00 – 4:15 pm EDT
Break
1:15 - 1:55 pm PDT
4:15 – 4:55 pm EDT
“How Green is Unconventional Monetary Policy?”
Melina Papoutsi, European Central Bank
Monika Piazzesi, Stanford University
Martin Schneider, Stanford University
Presented by Monika Piazzesi, Stanford University
Discussant: Motohiro Yogo, Princeton University
1:55 - 2:30 pm PDT
4:55 – 5:30 pm EDT
Virtual Final Reception
| Keynote Address | |
 John Y. Campbell Harvard University |
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| Keynote Discussion | |
 Larry Fink BlackRock |
 David G. Booth Dimensional |
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TUESDAY, MAY 14, 2019 |
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11:45 am – 12:45 pm |
Lunch |
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12:45 – 2:00 pm |
KEYNOTE DISCUSSION
David G. Booth, Founder and Executive Chairman, Dimensional In a private conversation moderated by Andrea Eisfeldt, UCLA |
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2:15 – 3:15 pm |
Conditional Dynamics and the Multi-horizon Risk-return Trade-off Mikhail Chernov, UCLA Presented by Lars Lochstoer, UCLA |
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3:30 – 4:30 pm |
Understanding Global Equity Valuations Ralph Koijen, University of Chicago Presented by Robert J. Richmond, New York University |
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4:45 – 6:00 pm |
KEYNOTE ADDRESS John Y. Campbell, Harvard University |
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6:00 – 7:00 pm |
Reception |
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WEDNESDAY, MAY 15, 2019 |
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8:00 – 8:15 am |
Breakfast |
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8:15 – 9:15 am |
The Impact of Pensions and Insurance on Global Yield Curves Robin Greenwood, Harvard University Presented by Annette Vissing-Jorgensen, UC Berkeley |
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9:30 – 10:30 am |
Active and Passive Investing Nicolae B. Gârleanu, UC Berkeley Presented by Nicolae B. Gârleanu, UC Berkeley |
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10:45 – 11:45 am |
Blockchain Economics Joseph Abadi, Princeton University Presented by Markus K. Brunnermeier, Princeton University |
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12:00 – 1:00 pm |
Money Market Fund Reform and Arbitrage Capital Alyssa Anderson, Board of Governors of the Federal Reserve System Presented by Wenxin Du, University of Chicago |
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1:00 pm |
Lunch |
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