October 24-27, 2021
WELCOME DINNER
Program Committee Meeting
(Committee members only, please)
Administrative Committee Meeting
(Committee members only, please)
CONTINENTAL BREAKFAST
Membership Committee Meeting
(Committee members only, please)
Volatility-of-Volatility Risk in Asset Pricing
Presented In-Person by: Tarun Chordia
MORNING BREAK
Question & Answer Session
Presented Virtually with: Eugene Fama
LUNCH BREAK AND ONE-ON-ONE TIME
Is Automatic Enrollment Consistent with a Life Cycle Model?
Presented In-Person by: Sita Slavov
AFTERNOON BREAK
Recovering Heterogeneous Beliefs and Preferences From Asset Prices
Presented In-Person by: Anisha Ghosh
RECEPTION & DINNER
Board Meeting
(Board members only, please)
DELEGATE BREAKFAST
Question & Answer Session
Presented Virtually with: John Cochrane
MORNING BREAK
Sustainable Investing in Equilibrium
Presented In-Person by: Lucien “Luke” Taylor
Business Meeting
(Q Group members only, please)
LUNCH BREAK AND ONE-ON-ONE TIME
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think
Presented In-Person by: Russ Wermers
AFTERNOON BREAK
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing
Presented In-Person by: Lu Zheng
RECEPTION & DINNER
DELEGATE BREAKFAST
Duration Based Stock Valuation: Reassessing Stock Market Performance and Volatility
Presented In-Person by: Jules Van Binsbergen
MORNING BREAK
Neglected Information: What is in the Shape of Return Distribution?
Presented In-Person by: Maryam Farboodi
MEETING ADJOURNED
Prize Committee Meeting
(Committee members only, please)
If you have any questions, please contact
Courtney at [email protected]