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SI 2014 Asset Pricing

Summer Institute 2014

SI 2014 Asset Pricing

DATE July 10-11, 2014

LOCATION The Royal Sonesta Hotel

ORGANIZERS Monika Piazzesi, Markus K. Brunnermeier and Wei Xiong

NBER conferences are by invitation. All participants are expected to comply with the NBER's Conference Code of Conduct.

This conference is supported by NASDAQ OMX Education Foundation

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Participants

Andrew B. Abel, University of Pennsylvania and NBER

Tobias Adrian, International Monetary Fund

Rui Albuquerque, Boston College

Torben G. Andersen, Northwestern University and NBER

Marianne Andries, Sciences Po

Andrew Ang, Columbia University

Andres Ayala, Columbia University

Hang Bai, The Ohio State University

Snehal Banerjee, University of California at San Diego

Nicholas C. Barberis, Yale University and NBER

Robert B. Barsky, Federal Reserve Bank of Chicago

David S. Bates, University of Iowa and NBER

Frederico Belo, INSEAD

Itzhak Ben-David, The Ohio State University and NBER

Marco Bonomo, Insper Institute of Education and Research

Nina Boyarchenko, Federal Reserve Bank of New York

Matthijs Breugem, Frankfurt School of Finance and Management

Markus K. Brunnermeier, Princeton University and NBER

Laurent E. Calvet, EDHEC Business School

Hui Chen, Massachusetts Institute of Technology and NBER

Ing-Haw Cheng, Dartmouth College

Mikhail Chernov, University of California, Los Angeles and NBER

John H. Cochrane, Stanford University and NBER

Lauren Cohen, Harvard University and NBER

Pierre Collin-Dufresne, Ecole Polytechnique Federale de Lausanne

Kent D. Daniel, Columbia University and NBER

Eduardo Dávila, Yale University and NBER

Sebastian Di Tella, Stanford University and NBER

Francis X. Diebold, University of Pennsylvania and NBER

Robert Dittmar, University of Michigan

Itamar Drechsler, University of Pennsylvania and NBER

Gregory Duffee, Johns Hopkins University

Darrell Duffie, Stanford University and NBER

Bernard Dumas, INSEAD (France) and NBER

Janice C. Eberly, Northwestern University and NBER

Thomas M. Eisenbach, Federal Reserve Bank of New York

Andrea L. Eisfeldt, University of California at Los Angeles and NBER

Maryam Farboodi, Massachusetts Institute of Technology and NBER

Roger Farmer, University of California, Los Angeles and NBER

Francesco Franzoni, Swiss Finance Institute

Andrea Frazzini, AQR Capital Management

Kenneth A. Froot, Harvard University and NBER

Xavier Gabaix, Harvard University and NBER

Vito Gala, PIMCO

Nicolae B. Gârleanu, University of California, Berkeley and NBER

Mila Getmansky Sherman, University of Massachusetts Amherst

Stefano Giglio, Yale University and NBER

Francisco Gomes, London Business School

João F. Gomes, University of Pennsylvania

François Gourio, Federal Reserve Bank of Chicago

Brett Green, Washington University in St. Louis

Robin Greenwood, Harvard University and NBER

Valentin Haddad, University of California, Los Angeles and NBER

Thomas Hampton, Howard University

Samuel Hanson, Harvard University and NBER

Tarek Alexander Hassan, Boston University and NBER

Benjamin M. Hébert, Stanford University and NBER

Bernard Herskovic, University of California, Los Angeles and NBER

Lawrence J. Jin, California Institute of Technology

Jakub W. Jurek, University of Pennsylvania

Marcin Kacperczyk, Imperial College London

Ron Kaniel, University of Rochester

Leonid Kogan, Massachusetts Institute of Technology and NBER

Ralph S. J. Koijen, University of Chicago and NBER

Peter Koudijs, University of Rotterdam and NBER

Arvind Krishnamurthy, Stanford University and NBER

Camelia M. Kuhnen, University of North Carolina at Chapel Hill and NBER

Martin Lettau, University of California, Berkeley and NBER

Jonathan Lewellen, Dartmouth College and NBER

Karen K. Lewis, University of Pennsylvania and NBER

Ye Li, Ohio State University

Juhani T. Linnainmaa, Dartmouth College and NBER

Dmitry Livdan, University of California at Berkeley

Andrew W. Lo, Massachusetts Institute of Technology and NBER

Lars A. Lochstoer, University of California, Los Angeles

Katie Low, Bank of England

Sydney C. Ludvigson, New York University and NBER

Christian Lundblad, University of North Carolina

Hanno Lustig, Stanford University and NBER

Matteo Maggiori, Stanford University and NBER

Aytek Malkhozov, Federal Reserve Board

Christopher Malloy, Harvard University and NBER

Ian Martin, London School of Economics

Christopher J. Mayer, Columbia University and NBER

Timothy McQuade, University of Colorado at Boulder

Rajnish Mehra, Arizona State University and NBER

Andrew Metrick, Yale University and NBER

Alexander Michaelides, Imperial College London

Konstantin Milbradt, Northwestern University and NBER

Emanuel Moench, Deutsche Bundesbank

Philippe Mueller, Warwick University

Tyler Muir, University of California, Los Angeles and NBER

Stefan Nagel, University of Chicago and NBER

Charles G. Nathanson, Northwestern University

Robert Novy-Marx, University of Rochester and NBER

Martin Oehmke, London School of Economics

Christian Opp, University of Rochester and NBER

Stavros Panageas, University of California, Los Angeles and NBER

Dimitris Papanikolaou, Northwestern University and NBER

Jonathan A. Parker, Massachusetts Institute of Technology and NBER

Christopher A. Parsons, University of Washington

George Pennacchi, University of Illinois

Carolin Pflueger, University of Chicago and NBER

Thomas Philippon, New York University and NBER

Monika Piazzesi, Stanford University and NBER

James M. Poterba, Massachusetts Institute of Technology and NBER

Nikolai Roussanov, University of Pennsylvania and NBER

Francesco Sangiorgi, Stockholm School of Economics

Alexi Savov, New York University and NBER

José A. Scheinkman, Columbia University and NBER

Martin C. Schmalz, Oxford University

Lukas Schmid, University of Southern California

Martin Schneider, Stanford University and NBER

Or Shachar, Federal Reserve Bank of New York

Sid B. Shenai

Clemens Sialm, University of Texas at Austin and NBER

Alp Simsek, Massachusetts Institute of Technology and NBER

Kenneth J. Singleton, Stanford University and NBER

Paolo Sodini, Stockholm School of Economics

Zhaogang Song, Johns Hopkins University

Chester S. Spatt, Carnegie Mellon University and NBER

Johannes Stroebel, New York University and NBER

Lars E.O. Svensson, Stockholm School of Economics and NBER

Viktor Todorov, Northwestern University

Argyrios Tsiaras, Cambridge University

Jules H. van Binsbergen, University of Pennsylvania and NBER

Stijn Van Nieuwerburgh, Columbia University and NBER

Dimitri Vayanos, London School of Economics and NBER

Andrea Vedolin, Boston University and NBER

Mihail Z. Velikov, Pennsylvania State University

Gyuri Venter, Warwick Business School, University of Warwick

Adrien Verdelhan, Massachusetts Institute of Technology and NBER

Pietro Veronesi, University of Chicago and NBER

Luis M. Viceira, Harvard University and NBER

Annette Vissing-Jorgensen, University of California, Berkeley and NBER

Jessica Wachter, University of Pennsylvania and NBER

Kenneth D. West, University of Wisconsin at Madison and NBER

Mark Westerfield, University of Washington

Robert F. Whitelaw, New York University and NBER

Selwyn Sze Wing Yuen, Northwestern University

Evan H. Wohlmann, Bank of England

Wei Xiong, Princeton University and NBER

Zhikai Xu, AQR Capital Management

Hongjun Yan, DePaul University

Amir Yaron, University of Pennsylvania

Motohiro Yogo, Princeton University and NBER

Yao Zeng, University of Pennsylvania

Guihai Zhao, Bank of Canada

Haoxiang Zhu, Massachusetts Institute of Technology and NBER

Stanley E. Zin, New York University and NBER

Eric Zwick, University of Chicago and NBER

Programs

Asset Pricing

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