7:00–9:00 pm
Welcome Reception and Dinner
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 Spring 2017 Participants’ Perspective here.
9:00–10:15 am
Hacking Reverse Mortgages
Prof. Deborah J. Lucas
Speaker Presentation
Read the Participants’ Perspective
10:15–10:45 am
Morning Break
10:45 am–12 noon
Money Changes Everything
Prof. William N. Goetzmann
Read the Participants’ Perspective
12 noon–4:00 pm
Lunch Break and One-on-One Time
4:00–5:15 pm
Lazy Prices
Prof. Lauren H. Cohen
Read the Participants’ Perspective
5:15–5:45 pm
Afternoon Break
5:45–7:00 pm
What Drives Anomaly Returns?
Prof. Lars A. Lochstoer
Speaker Presentation
Read the Participants’ Perspective
7:00–7:30 pm
Reception
7:30–9:30 pm
Dinner Presentation: Politics and Policy in the Era of Drumpf
Thomas E. Mann + Norman J. Ornstein
7:30–9:00 am
Continental Breakfast
9:00–10:15 am
Betting Against Correlation: Testing Theories of the Low-Risk Effect
Clifford Asness
Speaker Presentation
Read the Participants’ Perspective
10:15–10:45 am
Morning Break
10:45 am–12 noon
Real Anomalies
Prof. Jules van Binsbergen
Speaker Presentation
Read the Participants’ Perspective
12 noon–4:00 pm
Lunch Break and One-on-One Time
4:00–5:15 pm
The Price of Long-Run Temperature Shifts in Capital Markets
Prof. Ravi Bansal
Speaker Presentation
Read the Participants’ Perspective
5:15–5:45 pm
Afternoon Break
5:45–7:00 pm
Climate Risks and Market Efficiency
Prof. Harrison Hong
Speaker Presentation
7:00–9:30 pm
Buffet Dinner
7:00–8:00 am
Continental Breakfast
8:00–9:15 am
News Versus Sentiment: Predicting Stock Returns from News Stories
Prof. Steven L. Heston
Speaker Presentation
Read the Participants’ Perspective
9:15–9:45 am
Morning Break
9:45–11:00 am
Asset Managers: Institutional Performance and Smart Betas
Prof. Joseph J. Gerakos
Speaker Presentation
Read the Participants’ Perspective
11:00 am
Meeting Adjourned