Conference Time: 14th May 2024, 03:43:29pm CEST
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B1: Theoretical Asset Pricing
Time:
Friday, 05/Apr/2024:
9:00am - 10:45am
Session Chair: Can Gao , University of St.Gallen
Location: Room "Link"
Presentations
Evaluating the Impact of Portfolio Mandates
Raman Uppal 1 , Jack Favilukis2 , Lorenzo Garlappi2
1 EDHEC Business School, United Kingdom; 2 UBC Sauder School of Business
Discussant: Vitaly Orlov (University of St.Gallen)
Asset Pricing with Disagreement about Climate Risks
Ole Wilms 1 , Karl Schmedders2 , Thomas Lontzek3 , Marco Thalhammer3 , Walter Pohl4
1 Universität Hamburg; 2 IMD Lausanne; 3 RWTH Aachen; 4 NHH Bergen
Discussant: Can Gao (University of St.Gallen)
Quantitative Easing, the Repo Market, and the Term Structure of Interest Rates
Ruggero Jappelli 1 , Loriana Pelizzon1,2 , Marti G. Subrahmanyam3,4
1 Goethe University Frankfurt and Leibniz Institute for Financial Research SAFE; 2 Ca' Foscari University and CEPR; 3 NYU Stern; 4 NYU Shanghai
Discussant: Raman Uppal (EDHEC Business School)