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NATIONAL
BUREAU OF ECONOMIC RESEARCH, INC. |
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SUMMER
INSTITUTE 2011 |
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Asset Pricing Workshop |
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Tobias Moskowitz and Pietro Veronesi, Organizers |
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July
14 - 15, 2011 |
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Royal
Sonesta Hotel |
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40
Edwin H. Land Blvd. |
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Cambridge,
Massachusetts |
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PROGRAM |
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Thursday, July 14: |
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8:00 am |
Registration Riverfront Room (East Tower) |
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Coffee and Pastries Ballroom A (West Tower) |
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8:30 am |
Maxim Ulrich, Columbia University |
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Discussant: Greg Duffee,
Johns Hopkins University |
9:30 am |
David Backus, New York University and NBER |
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Mikhail Chernov, London
School of Economics |
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Stanley Zin, New York University
and NBER |
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Discussant: Lars P. Hansen University of
Chicago and NBER |
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10:30 am |
Break |
11:00 am |
Markus K. Brunnermeier,
Princeton University and NBER |
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Yuliy Sannikov,
Princeton University |
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Discussant: John Heaton, University of Chicago and NBER |
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12:00 n |
Xavier Gabaix, New York
University and NBER |
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Discussant: Andy Abel, University of Pennsylvania and
NBER |
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1:00 pm |
Lunch |
2:00 pm |
Carolin E. Pflueger,
Harvard University |
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Luis M. Viceira, Harvard
University and NBER |
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An Empirical
Decomposition of Risk and Liquidity in Nominal and Inflation-Indexed
Government Bonds |
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Discussant: George Pennacchi,
University of Illinois |
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3:00 pm |
Break |
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3:20 pm |
Harjoat S. Bhamra,
University of British Columbia |
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Adlai J. Fisher, University of British Columbia |
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Lars-Alexander Kuehn, Carnegie Mellon University |
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Discussant: Thomas Philippon,
New York University and NBER |
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4:20 pm |
Adjourn |
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6:00 pm |
Group Dinner at the Hotel Marlowe (across the street
from the Royal Sonesta Hotel) |
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Friday, July 15: |
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8:00 am |
Registration Riverfront Room (East Tower) |
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Coffee and Pastries Ballroom A (West Tower) |
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8:30 am |
Paolo Pasquariello,
University of Michigan |
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Discussant: Ralph Koijen,
University Chicago and NBER |
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9:30 am |
Tim Landvoigt, Stanford
University |
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Monika Piazzesi, Stanford University and NBER |
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Martin Schneider, Stanford University and NBER |
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Discussant: John Campbell, Harvard University and NBER |
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10:30 am |
Break |
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11:00 am |
Stefan Nagel, Stanford University and NBER |
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Discussant: Charles Jones, Columbia University |
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12:00 n |
Pavel Savor, University of Pennsylvania |
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Mungo Wilson, Oxford University |
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Discussant: Owen Lamont, Yale University |
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1:00 pm |
Lunch |
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2:00 pm |
Kent Daniel, Columbia University |
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Discussant: Tobias Moskowitz,
University of Chicago and NBER |
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3:00 pm |
Break |
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3:30 pm |
Stavros Panageas, University of Chicago and NBER |
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Discussant: Deborah J. Lucas, Massachusetts Institute
of Technology and NBER |
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4:30 pm |
Adjourn |