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2015 Fall Seminar

Q Group Fall Seminar was held October 18-21 at the Fairmont Scottsdale Princess, Scottsdale, Arizona. With over 10 hours of presentations and commentary, the 2015 fall seminar continued Q’s 50-year tradition of offering high-quality presentations on the latest innovative investment research by both academics and practitioners in a forum that promotes critical dialogue and meaningful interaction. Q Group Seminars are open to members of the organization and invited guests only. For information about membership, click here.

Participant 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 Fall 2015 Seminar Review here.
Download the Fall 2015 Participants’ Perspective¬†here.

Inflation, Real Interest Rates, And The Shiller PE |
Robert Arnott, Chairman & CEO, Research Affiliates, LLC
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Cross Section Asset Pricing with Individual Stocks | Tarun Chordia, Emory University
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The Equilibrium Real Funds Rate: Past, Present and Future |
Kenneth D. West, University of Wisconsin
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The Return on Your Money or The Return of Your Money: Investing in a World of Negative Rates | Vineer Bhansali, Managing Director, PIMCO
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The College Earnings Premium, The Higher Ed Scorecard and Student “Sorting:” Myths, Realities And Explanations | Eleanor Wiske Dillon, Assistant Professor, Department of Economics, W.P. Carey School of Business, Arizona State University
Speaker Presentation

 

Deflation Risk | Francis Longstaff, UCLA
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Forced Liquidations, Fire Sales And The Cost Of Illiquidity |
Richard R. Lindsey and Andrew B. Weisman, Janus Liquid Alternative Investments
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Target Date Funds: Characteristics And Performance |
Edwin J. Elton and, Martin Gruber, NYU
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Assessing Asset Pricing Models Using Revealed Preference |
Jonathan Berk, Stanford
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Systemic Risk and the Macroeconomy | Bryan Kelly, University of Chicago
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Monetary Policy Drivers of Bond and Equity Risks |
Caroline E. Pflueger, University of British Columbia
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