Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

 
 
Session Overview
Session
B1: Theoretical Asset Pricing
Time:
Friday, 05/Apr/2024:
9:00am - 10:45am

Session Chair: Can Gao, University of St.Gallen
Location: Room "Link"


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Presentations

Evaluating the Impact of Portfolio Mandates

Raman Uppal1, Jack Favilukis2, Lorenzo Garlappi2

1EDHEC Business School, United Kingdom; 2UBC Sauder School of Business

Discussant: Vitaly Orlov (University of St.Gallen)



Asset Pricing with Disagreement about Climate Risks

Ole Wilms1, Karl Schmedders2, Thomas Lontzek3, Marco Thalhammer3, Walter Pohl4

1Universität Hamburg; 2IMD Lausanne; 3RWTH Aachen; 4NHH Bergen

Discussant: Can Gao (University of St.Gallen)



Quantitative Easing, the Repo Market, and the Term Structure of Interest Rates

Ruggero Jappelli1, Loriana Pelizzon1,2, Marti G. Subrahmanyam3,4

1Goethe University Frankfurt and Leibniz Institute for Financial Research SAFE; 2Ca' Foscari University and CEPR; 3NYU Stern; 4NYU Shanghai

Discussant: Raman Uppal (EDHEC Business School)



 
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