Fall-2021_V_web

Fall 2021 Seminar

Due to the progression of the COVID-19 Delta variant and the increased hospitalizations, Q Group has made the decision to require full vaccination to attend the Fall 2021 conference in person. In order to attend in person, you will be required to submit proof of vaccination by October 15 to the Q Group staff, Jenna Ayala at [email protected] no later than October 15, 2021. If you have any questions, please contact 212.744.6825

Q Group will follow all State and venue protocols for COVID-19. Masking guidance will be provided closer to the date of the event, however, all attendees are free to wear a mask at all times, if preferred. Your registration indicates and you agree to adhere to all guidelines.

Thank you for helping to ensure a COVID-19 healthy and safe experience for all.

October 24-27, 2021

Sunday, October 24, 2021
6:00pm–8:00pm 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–8:45am 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
Speaker Presentation

 

10:15am–10:45am PDT

MORNING BREAK

10:45am–12:00pm

Question & Answer Session
Presented Virtually with: Eugene Fama

12:00pm–2:00pm PDT

Research Committee Meeting
(Committee members only, please)

Nominating Committee Meeting
(Committee members only, please)

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
Speaker Presentation

 

5:15pm–5:45pm PDT

AFTERNOON BREAK

5:45pm–7:00pm PDT

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

 

7:00pm–9:00pm 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

Portfolios for Long-Term Investors
Presented Virtually with: John Cochrane
Speaker Presentation

 

10:15am–10:45am PDT

MORNING BREAK

10:45am–11:25am

Sustainable Investing in Equilibrium
Presented In-Person by: Lucian “Luke” Taylor
Speaker Presentation

 

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

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

 

5:15pm–5:45pm PDT

AFTERNOON BREAK

5:45pm–7:00pm PDT

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

 

7:00pm–9:00pm PDT

RECEPTION & DINNER

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

DELEGATE BREAKFAST

8:00am–9:15am PDT

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

 

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
Speaker Presentation

 

11:00am

MEETING ADJOURNED

11:00am–2:00pm PDT

Prize Committee Meeting
(Committee members only, please)

If you have any questions, please contact 212.744.6825