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Home | Events Archive | Empirical Asset Pricing Meeting
Workshop

Empirical Asset Pricing Meeting


  • Speaker(s)
    Cynthia Balloch (London School of Economics), Michael Johannes (Columbia Business School), Ananth Madhavan (BlackRock), Paul Schneider (University of Lugano), Grigory Vilkov (Frankfurt School of Finance & Management) and Mungo Wilson (University of Oxford)
  • Field
    Finance, Finance
  • Location
    Vrije Universiteit Amsterdam, School of Business and Economics, Agora Rooms (Main Building, 3rd floor)
    Amsterdam
  • Date and time

    May 19, 2023
    09:00 - 17:30

The Empirical Asset Pricing meeting aims in bringing together high-level academic empirical asset pricing researchers and high-level industry professionals to exchange and source ideas, and connect. The meeting will feature a mix of academic research presentations and discussions from industry experts. The event can be followed in person or online. For participation register via the webpage: www.eap-meeting.com (deadline May 9). For further information write to contact@eap-meeting.com

Preliminary Programme

09:00-10:00
Mungo Wilson (Oxford)
The Consumption Risk of the Zip Factor
10:00-11:00
Paul Schneider (Lugano)
Conditional Factor Models: First Order vs. Higher Orders
11:30-12:15
Ananth Madhavan (BlackRock)
What do we know (or
want to) know about Fixed Income ETFs and Index Funds?
12:15-13:15
Mike Johannes (Columbia)
FOMC Announcement Risk
14:15-15:15
Cynthia Balloch (LSE)
Asset Allocation and Returns in the Portfolios of the Wealthy
15:15-16:00
Chris Kaminker (BlackRock)
Biodiversity
16:30-17:30
Grigory Vilkov (Frankfurt School)
Media Narratives and Price Informativeness