Program
Friday, June 5, 2015
08:00â08:30 Registration and welcome
Session 1. Chair: Irina Zviadadze (SSE/SHoF)
08:30 â 09:15 Funding Liquidity, Market Liquidity and the CrossâSection of Stock Returns
René Garcia (EDHEC)
Discussant: Dagfinn Rime (BI)
09:15â10:00 Excess Volatility: Beyond Discount Rates
Bryan Kelly (Chicago Booth)
Discussant: Diane Pierret (HEC Lausanne)
10:00 â 10:30 Coffee break
Session 2. Chair: Benjamin Holcblat (BI)
10:30 â 11:15 Trading Fees and SlowâMoving Capital
Bernard Dumas (INSEAD)
Discussant: Roberto Steri (Lausanne)
11:15 â 12:00 Through the Looking Glass: Indirect Inference via Simple Equilibria
Laurent Calvet (HEC Paris)
Discussant: Irina Zviadadze (SSE/SHoF)
12:00 â 13:30 Lunch
Session 3. Chair: Roméo Tédongap (SSE/SHoF)
13:30 â 14:15 A Robust Approach to Risk Aversion
François Le Grand (EMLyon/ETH ZĂŒrich)
Discussant: Stanley Zin (NYU Stern)
14:15 â 15:00 Misspecified Recovery
Jaroslav BoroviÄka (NYU)
Discussant: François Le Grand (EMLyon/ETH ZĂŒrich)
15:00 â 15:30 Coffee break
Session 4. Chair: Chunyu (Ben) Yang (BI)
15:30 â 16:15 Risk and Ambiguity in AssetâPricing Models
Stanley Zin (NYU Stern)
Discussant: Hening Liu (U. of Manchester)
16:15 â 17:00 Volatility Downside Risk
ĂdĂĄm FaragĂł (U. of Gothenburg)
Discussant: Bryan Kelly (Chicago Booth)
18:30 Departure from the lobby of Radisson Blu Hotel Nydalen. For those going on their own, please be at the restaurant at 19:00.
Saturday, June 6, 2015
08:45â09:00 Coffee
Session 5. Chair: HĂ„kon Tretvoll (BI)
09:00 â 09:45 The Volatility of International Capital Flows
Adrien Verdelhan (MIT Sloan)
Discussant: Federico Gavazzoni (INSEAD)
09:45 â 10:30 Fertility, Longevity and Capital Flows
Stéphane Guibaud (SciencesPo)
Discussant: Espen Henriksen (UC Davis)
10:30â11:00 Coffee break
Session 6. Chair: Bernard Dumas (INSEAD)
11:00 â 11:45 Identifying Taylor Rules in MacroâFinance Models
David Backus (NYU Stern)
Discussant: Tommy Sveen (BI)
11:45 â 12:30 Term Structures of Asset Prices and Returns
Mikhail Chernov (UCLA Anderson)
Discussant: Christian HeyerdahlâLarsen (LBS)
12:30 â14:00 Lunch