Agenda-at-a-Glance

Sunday, October 14, 2018

7:00–9:00 pm
Welcome Reception and Dinner

Monday, October 15, 2018

7:00–8:45 am
Program Committee Meeting
(committee members only, please)

7:30–9:00 am
Administrative Committee Meeting
(committee members only, please)

7:30–9:00 am
Continental Breakfast

8:00–9:00 am
Membership Committee Meeting
(committee members only, please)

9:00–10:15 am
Price/Earnings Ratios, Risk Premiums and the g* Adjustment
Martin L. Leibowitz, Vice Chairman, Morgan Stanley
Anthony Bova, Executive Director, Morgan Stanley
Speaker Presentation

 

10:15–10:45 am
Morning Break

10:45 am–12 noon
Equity Premiums in the Presidential Cycle
Terry Marsh, Quantal International
Speaker Presentation

 

12 noon–2:00 pm
Research Committee Meeting
(committee members only, please)

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

4:00–5:15 pm
Trading and Arbitrage in Cryptocurrency Markets
Antoinette Schoar, Professor of Entrepreneurship, MIT Sloan School of Management
Speaker Presentation

 

5:15–5:45 pm
Afternoon Break

5:45–7:00 pm
Do Stocks Outperform Treasury Bills
Hendrik Bessembinder, Francis J. and Mary B. Labriola Endowed Chair Professor in Competitive Business, Arizona State University
Speaker Presentation

 

7:00–7:30 pm
Reception 

7:30–9:30 pm
Dinner Presentation—The Mind of the Market: Neural Activity during Simple Experimental Stock Trading and Bubble Formation
Colin F. Camerer, Robert Kirby Professor of Behavioral Economics, Caltech
Speaker Presentation

 

Tuesday, October 16, 2018

7:30–9:00 am
Continental Breakfast

7:30–9:00 am
Board Meeting
(board members only, please)

9:00–10:15 am
Man vs. Machine: Quantitative and Discretionary Equity Management
Simona Abis, Assistant Professor of Finance, Columbia Business School
Speaker Presentation

 

10:15–10:45 am
Morning Break

10:45 am–12 noon
Empirical Asset Pricing via Machine Learning
Bryan T. Kelly, Professor of Finance, Yale School of Management

12 noon–12:30 pm
Business Meeting
(Q Group members only, please)

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

4:00–5:15 pm
Fin Tech and the Market for Financial Analysts
Jillian (Popadak) Grennan, Assistant Professor of Finance, Fuqua School of Business, Duke University
Speaker Presentation

 

5:15–5:45 pm
Afternoon Break

5:45–7:00 pm
Factor Timing
David Turkington, Senior Vice President, State Street Global Exchange
Panel: Andrew Ang, Head of Factor Investing, Blackrock; Jennifer Bender, Senior Managing Director, State Street Global Advisors; Antti Ilmanen, Principal, AQR
Speaker Presentation

 

7:00–9:30 pm
Reception & Buffet Dinner

Wednesday, October 17, 2018

7:00–8:00 am
Continental Breakfast

8:00–9:15 am
Expected Inflation and Other Determinants of Treasury Yields
Greg Duffee, Carl Christ Professor of Economics, Johns Hopkins University
Speaker Presentation

 

9:15–9:45 am
Morning Break

9:45–11:00 am
Free Cashflow Disclosure in Earnings Announcements
Jennifer Koski, Associate Professor of Finance, Foster School of Business, University of Washington
Speaker Presentation

 

11:00 am
Meeting Adjourned

11:00–2:00 pm
Prize Committee Meeting
(committee members only, please)