Empirical Asset Pricing Meeting
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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)
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FieldFinance, Accounting and Finance
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LocationVrije 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 |