Conference Agenda

Session
A3: Empirical Asset Pricing III
Time:
Friday, 31/Mar/2023:
2:00pm - 3:45pm

Session Chair: Alex Weissensteiner, Free University of Bozen-Bolzano
 Location: Room "Auditorium"

Presentations

Horizon effects in the pricing kernel: How investors price short-term versus long-term risks

Joren Koëter1, Joost Driessen2, Ole Wilms3

1Rotterdam School of Management, Erasmus University, The Netherlands; 2Tilburg University, The Netherlands; 3Hamburg University, Germany

Discussant: Jonas Nygaard Eriksen (Aarhus University)


Is there an Equity Duration Premium?

Dominik Rudolf Walter1, Rüdiger Weber2

1Vienna Graduate School of Finance, Austria; 2Vienna University of Economics and Business, Austria

Discussant: Emmanouil Platanakis (University of Bath)


Subjective expectations and house prices

Jonas Nygaard Eriksen1, Jeppe Bro2

1Aarhus University, Denmark; 2Norges Bank Investment Management, Norway

Discussant: Christoph Meinerding (Deutsche Bundesbank)