Agenda-at-a-Glance

Sunday, October 15, 2017

5:30–7:30 pm
Welcome Reception and Dinner

Monday, October 16, 2017

7:30–9:00 am
Continental Breakfast

Participants’ Perspective
Each Q Group Participants’ Perspective puts forward an honest and intelligent impression of what a speaker said that has relevance to the average participant in the audience. The focus of this review is on [1] practical significance to practitioners; [2] appropriateness and rigor of quantitative methods; and [3] novelty of results.

Download the full Fall 2017 Participants’ Perspective here.

9:00–10:15 am
Precautionary Savings in Stocks and Bonds
Prof. Carolin Pflueger, University of British Columbia
Speaker Presentation
 
Read the Participants’ Perspective
 
10:15–10:45 am
Morning Break

10:45 am–12 noon
Dividend Disconnect
Prof. Samuel M. Hartzmark, University of Chicago Booth School of Business
Speaker Presentation
 
Read the Participants’ Perspective
 
12 noon–4:00 pm
Lunch Break and One-on-One Time

2:30–3:30 pm
Tutorial: Eventually Probably Approximately Correct: An Intro to Machine Learning for Quants
Walter Alden Tackett, NxE12 LLC
Speaker Presentation
 
Read the Participants’ Perspective
 
4:00–5:15 pm
Predicting Elections with Social Media
Bradley Betts, BlackRock and Ronald N. Kahn, BlackRock
Speaker Presentation
 
Read the Participants’ Perspective
 
5:15–5:45 pm
Afternoon Break

5:45–7:00 pm
What is Meta-Machine Learning? Automatic Programming of Trading Strategies?
David Andre, Cerebellum Capital
Speaker Presentation
 
Read the Participants’ Perspective
 
7:00–7:30 pm
Reception 

7:30–9:30 pm
Dinner Presentation: Artificial Intelligence Goes All-In
Prof. Michael Bowling, University of Alberta

Tuesday, October 17, 2017

7:30–9:00 am
Continental Breakfast

9:00–10:15 am
Borrowing to Save? Unintended Consequences of Automatic Enrollment
Prof. Brigitte Madrian, Harvard Kennedy School
Speaker Presentation
 
Read the Participants’ Perspective
 
10:15–10:45 am
Morning Break

10:45 am–12 noon
Equity Duration: A Puzzle on High Dividend Stocks
Prof. Zheng Sun, The Paul Merage School of Business, UC Irvine
Speaker Presentation
 
Read the Participants’ Perspective
 
12 noon–12:30 pm
Business Meeting
(Q Group members only, please)

12 noon–4:00 pm
Lunch Break and One-on-One Time

2:30–3:15 pm
Steve Ross and Jim Scott: A Rememberance
Led by Andrew Ang and Brett Hammond
Stephen Ross Collection
Jim Scott Collection
 
4:00–5:15 pm
Factor Risk Premiums and Invested Capital
Sara Shores, BlackRock
Speaker Presentation
 
Read the Participants’ Perspective
 
5:15–5:45 pm
Afternoon Break

5:45–7:00 pm
Lifetime Incomes in the U.S. Over Six Decades
Prof. Fatih Guvenen, University of Minnesota
Speaker Presentation
 
Read the Participants’ Perspective
 
7:00–9:30 pm
Reception & Buffet Dinner

Wednesday, October 18, 2017

7:00–8:00 am
Continental Breakfast

8:00–9:15 am
Mispriced Index Stock Option Portfolios
Prof. George M. Constantinides, University of Chicago Booth School of Business
Speaker Presentation
 
Read the Participants’ Perspective
 
9:15–9:45 am
Morning Break

9:45–11:00 am
What’s in Your Wallet? Improving Manager Selection with Institutional Factors
Brett Hammond, The Capital Group
Speaker Presentation
 
Read the Participants’ Perspective
 
11:00 am
Meeting Adjourned