Agenda-at-a-Glance

Sunday, May 6, 2018

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

Monday, May 7, 2018

7:00–9:00 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
Bubbles for Fama
Prof. Robin Greenwood, Harvard University
Speaker Presentation

 

10:15–10:45 am
Morning Break

10:45 am–12 noon
Fund Tradeoffs
Prof. Lubos Pastor, University of Chicago Booth School of Business
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
Performance Isn’t Everything
Prof. Anna Scherbina, University of California, Davis
Speaker Presentation

 

5:15–5:45 pm
Afternoon Break

5:45–7:00 pm
Do Hedge Funds Profit from Public Information?
Prof. Tarik Umar, Rice University
Speaker Presentation

 

7:00–7:30 pm
Reception 

7:30–9:30 pm
Anticipatory Regret: The New Nudge to Enhance Individual Responsibility for Retirement Savings
Punam A. Keller, Dartmouth College

Tuesday, May 8, 2018

7:30–9:00 am
Continental Breakfast

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

9:00–10:15 am
Defined Contribution Plans Should Look and Feel More Like Defined Benefit Plans
Laurence Siegel, CFA Institute Research Foundation

10:15–10:45 am
Morning Break

10:45 am–12 noon
Technology Links and Predictable Returns
Prof. Charles M.C. Lee, Stanford University
Speaker Presentation

 

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

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

2:30–3:30 pm
Optional Discussion Session: Short Vol Strategies
Vineer Bhansali, LongTail Alpha, LLC and Prof. Larry Harris, USC Marshall School of Business

4:00–5:15 pm
How News and Its Context Drive Risk and Returns Around the World
Prof. Harry Mamaysky, Columbia Business School

5:15–5:45 pm
Afternoon Break

5:45–7:00 pm
ESG Shareholder Engagement and Downside Risk
Prof. Laura Starks, University of Texas at Austin

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

Wednesday, May 9, 2018

7:00–8:00 am
Continental Breakfast

8:00–9:15 am
Foundations of ESG Research
Linda-Eling Lee, MSCI

9:15–9:45 am
Morning Break

9:45–11:00 am
Which Index Options Should You Sell?
Roni Israelov

11:00 am
Meeting Adjourned

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