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
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
Speaker Presentation
MORNING BREAK
Question & Answer Session
Presented Virtually with: Eugene Fama
Research Committee Meeting
(Committee members only, please)
Nominating Committee Meeting
(Committee members only, please)
LUNCH BREAK AND ONE-ON-ONE TIME
Is Automatic Enrollment Consistent with a Life Cycle Model?
Presented In-Person by: Sita Slavov
Speaker Presentation
AFTERNOON BREAK
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think
Presented In-Person by: Russ Wermers
Speaker Presentation
RECEPTION & DINNER
Board Meeting
(Board members only, please)
DELEGATE BREAKFAST
Portfolios for Long-Term Investors
Presented Virtually with: John Cochrane
Speaker Presentation
MORNING BREAK
Sustainable Investing in Equilibrium
Presented In-Person by: Lucian “Luke” Taylor
Speaker Presentation
Business Meeting
(Q Group members only, please)
LUNCH BREAK AND ONE-ON-ONE TIME
Recovering Heterogeneous Beliefs and Preferences From Asset Prices
Presented In-Person by: Anisha Ghosh
Speaker Presentation
AFTERNOON BREAK
Duration Based Stock Valuation: Reassessing Stock Market Performance and Volatility
Presented In-Person by: Jules Van Binsbergen
Speaker Presentation
RECEPTION & DINNER
DELEGATE BREAKFAST
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing
Presented In-Person by: Lu Zheng
Speaker Presentation
MORNING BREAK
Neglected Information: What is in the Shape of Return Distribution?
Presented In-Person by: Maryam Farboodi
Speaker Presentation
MEETING ADJOURNED
Prize Committee Meeting
(Committee members only, please)
If you have any questions, please contact 212.744.6825