Fall-2021_V_web

Fall 2021 Seminar

October 24-27, 2021

Sunday, October 24, 2021
5:30pm–8:30pm PDT

WELCOME DINNER

Monday, October 25, 2021
7:00am–9:00am PDT

Program Committee Meeting
(Committee members only, please)

7:30am–9:00am PDT

Administrative Committee Meeting
(Committee members only, please)

7:30am–9:00am PDT

CONTINENTAL BREAKFAST

8:00am–9:00am PDT

Membership Committee Meeting
(Committee members only, please)

9:00am–10:15am PDT

Volatility-of-Volatility Risk in Asset Pricing
Presented In-Person by: Tarun Chordia

10:15am–10:45am PDT

MORNING BREAK

10:45am–12:00pm

Question & Answer Session
Presented Virtually with: Eugene Fama

12:00pm–4:00pm PDT

LUNCH BREAK AND ONE-ON-ONE TIME

4:00pm–5:15pm PDT

Is Automatic Enrollment Consistent with a Life Cycle Model?
Presented In-Person by: Sita Slavov

5:15pm–5:45pm PDT

AFTERNOON BREAK

5:45pm–7:00pm PDT

Recovering Heterogeneous Beliefs and Preferences From Asset Prices
Presented In-Person by: Anisha Ghosh

7:00pm–9:30pm PDT

RECEPTION & DINNER

Tuesday, October 26, 2021
7:30am–9:00am PDT

Board Meeting
(Board members only, please)

7:30am–9:00am PDT

DELEGATE BREAKFAST

9:00am–10:15am PDT

Question & Answer Session
Presented Virtually with: John Cochrane

10:15am–10:45am PDT

MORNING BREAK

10:45am–11:25am

Sustainable Investing in Equilibrium
Presented In-Person by: Lucien “Luke” Taylor

12:00pm–12:30pm PDT

Business Meeting
(Q Group members only, please)

12:00pm–4:00pm PDT

LUNCH BREAK AND ONE-ON-ONE TIME

4:00pm–5:15pm PDT

The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think
Presented In-Person by: Russ Wermers

5:15pm–5:45pm PDT

AFTERNOON BREAK

5:45pm–7:00pm PDT

Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing
Presented In-Person by: Lu Zheng

7:00pm–9:30pm PDT

RECEPTION & DINNER

Wednesday, October 27, 2021
7:00am–8:00am PDT

DELEGATE BREAKFAST

8:00am–9:15am PDT

Duration Based Stock Valuation: Reassessing Stock Market Performance and Volatility
Presented In-Person by: Jules Van Binsbergen

9:15am–9:45am PDT

MORNING BREAK

9:45am–11:00am PDT

Neglected Information: What is in the Shape of Return Distribution?
Presented In-Person by: Maryam Farboodi

11:00am

MEETING ADJOURNED

11:00am–2:00pm PDT

Prize Committee Meeting
(Committee members only, please)

If you have any questions, please contact
Courtney at [email protected]