7:00–9:00 pm
Welcome Reception and Dinner
7:00–9:00 am
Program Committee Meeting
(committee members only, please)
7:30–9:00 am
Administrative Committee Meeting
(committee members only, please)
7:30–9:00 am
Continental Breakfast
8:00–9:00 am
Membership Committee Meeting
(committee members only, please)
9:00–10:15 am
Bubbles for Fama
Prof. Robin Greenwood, Harvard University
Speaker Presentation
10:15–10:45 am
Morning Break
10:45 am–12 noon
Fund Tradeoffs
Prof. Lubos Pastor, University of Chicago Booth School of Business
Speaker Presentation
12 noon–2:00 pm
Research Committee Meeting
(committee members only, please)
12 noon–4:00 pm
Lunch Break and One-on-One Time
4:00–5:15 pm
Performance Isn’t Everything
Prof. Anna Scherbina, University of California, Davis
Speaker Presentation
5:15–5:45 pm
Afternoon Break
5:45–7:00 pm
Do Hedge Funds Profit from Public Information?
Prof. Tarik Umar, Rice University
Speaker Presentation
7:00–7:30 pm
Reception
7:30–9:30 pm
Anticipatory Regret: The New Nudge to Enhance Individual Responsibility for Retirement Savings
Punam A. Keller, Dartmouth College
7:30–9:00 am
Continental Breakfast
7:30–9:00 am
Board Meeting
(board members only, please)
9:00–10:15 am
Defined Contribution Plans Should Look and Feel More Like Defined Benefit Plans
Laurence Siegel, CFA Institute Research Foundation
Speaker Presentation
10:15–10:45 am
Morning Break
10:45 am–12 noon
Technology Links and Predictable Returns
Prof. Charles M.C. Lee, Stanford University
Speaker Presentation
12 noon–12:30 pm
Business Meeting
(Q Group members only, please)
12 noon–4:00 pm
Lunch Break and One-on-One Time
2:30–3:30 pm
Optional Discussion Session: Short Vol Strategies
Vineer Bhansali, LongTail Alpha, LLC and Prof. Larry Harris, USC Marshall School of BusinessSpeaker Presentation
4:00–5:15 pm
How News and Its Context Drive Risk and Returns Around the World
Prof. Harry Mamaysky, Columbia Business School
Speaker Presentation
5:15–5:45 pm
Afternoon Break
5:45–7:00 pm
ESG Shareholder Engagement and Downside Risk
Prof. Laura Starks, University of Texas at Austin
7:00–9:30 pm
Reception & Buffet Dinner
7:00–8:00 am
Continental Breakfast
8:00–9:15 am
Foundations of ESG Research
Linda-Eling Lee, MSCI
Speaker Presentation
9:15–9:45 am
Morning Break
9:45–11:00 am
Which Index Options Should You Sell?
Roni Israelov
11:00 am
Meeting Adjourned
11:00–2:00 pm
Prize Committee Meeting
(committee members only, please)