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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). Please note that this program is work in progress; some speakers and the discussants are not yet confirmed.

Session Overview

Session

B3: Asset Management and Investments

Time:

Friday, 04/Apr/2025:

2:00pm - 3:45pm

Session Chair: Felix Corell

Location: Room "Link"

Presentations

Asset (and Data) Managers

Marco Zanotti

Swiss Finance Institute; USI Lugano, Switzerland

Discussant: Vatsala Shreeti (Bank for International Settlements)

Zanotti-Zanotti_Asset (and Data) Managers_209.pdf

Forecasting Mutual Fund Performance – Combining Return-Based with Portfolio Holdings-Based Predictors

Sebastian Müller², Nikolay Pugachyov¹, Florian Weigert¹

¹University of Neuchatel, Switzerland; ²Technical University of Munich, Germany

Discussant: Aleksi Pitkäjärvi (Vrije Universiteit Amsterdam)

Müller-Pugachyov_Forecasting Mutual Fund Performance – Combining Return-Based with Portfolio_446.pdf

Learning from Holdings: Drivers of Convenience Yield and Policy Implications

Felix Corell¹, Lira Mota², Melina Papoutsi³

¹VU Amsterdam; ²MIT; ³European Central Bank, Germany

Discussant: Yushi Peng (University of Tilburg)

Corell-Corell_Learning from Holdings_252.pdf