Home
Conferences
SI 2018 Asset Pricing

Summer Institute 2018

SI 2018 Asset Pricing

Twitter LinkedIn Email

DATE July 12-13, 2018

ORGANIZERS Urban Jermann and Jessica Wachter

NBER conferences are by invitation. Participants must adhere to the NBER's Conference Code of Conduct.

Royal Sonesta Hotel, 40 Edwin H. Land Blvd., Cambridge, MA

Loading...

Participants

Below is a list of conference attendees.

Torben G. Andersen, Northwestern University and NBER

Daniel Andrei, McGill University

Samuel Antill, Harvard Business School

Markus Baldauf, University of British Columbia

Nicholas C. Barberis, Yale University and NBER

Juliane Begenau, Stanford University and NBER

Frederico Belo, INSEAD

Luca Benzoni, Federal Reserve Bank of Chicago

Jaroslav Borovička, New York University and NBER

Nina Boyarchenko, Federal Reserve Bank of New York

Markus K. Brunnermeier, Princeton University and NBER

Andrea Buraschi, University of Chicago

John Y. Campbell, Harvard University and NBER

David Chapman, University of Virginia

Hui Chen, Massachusetts Institute of Technology and NBER

Yixin Chen, University of Rochester

Mikhail Chernov, University of California, Los Angeles and NBER

Alexander M. Chinco, The University of Chicago, Booth School of Business

Pierre Collin-Dufresne, Ecole Polytechnique Federale de Lausanne

George M. Constantinides, University of Chicago and NBER

Antonio Coppola, Harvard University

Mariano Max Croce, Bocconi University

Julien Cujean, University of Bern

Kent D. Daniel, Columbia University and NBER

Eduardo Dávila, Yale University and NBER

Yao Deng, University of Connecticut

Zaki Dernaoui, Massachusetts Institute of Technology

Francis X. Diebold, University of Pennsylvania and NBER

Winston Wei Dou, University of Pennsylvania

Itamar Drechsler, University of Pennsylvania and NBER

Gregory Duffee, Johns Hopkins University

Darrell Duffie, Stanford University and NBER

Bernard Dumas, INSEAD (France) and NBER

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

Maryam Farboodi, Massachusetts Institute of Technology and NBER

Wayne E. Ferson, University of Southern California and NBER

Andrea Frazzini, AQR Capital Management

Kenneth R. French, Dartmouth College and NBER

Xavier Gabaix, Harvard University and NBER

Vito Gala, PIMCO

Lorenzo Garlappi, University of British Columbia

Maria Gelrud, University of Pennsylvania

Stefano Giglio, Yale University and NBER

Vincent Glode, University of Pennsylvania

Robert Goldstein, University of Minnesota and NBER

Francisco Gomes, London Business School

João F. Gomes, University of Pennsylvania

Matthieu Gomez, Columbia University

Daniel Green, Harvard University

Hongye Guo, University of Pennsylvania

Valentin Haddad, University of California, Los Angeles and NBER

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 at Los Angeles

Sabrina T. Howell, New York University and NBER

Kristy A.E. Jansen, De Nederlandsche Bank

Urban Jermann, University of Pennsylvania and NBER

Lawrence J. Jin, California Institute of Technology

Marcin Kacperczyk, Imperial College London

Ron Kaniel, University of Rochester

Mahyar Kargar, University of Illinois at Urbana-Champaign

Bryan T. Kelly, Yale University and NBER

Amir Kermani, University of California, Berkeley and NBER

Narayana R. Kocherlakota, University of Rochester and NBER

Leonid Kogan, Massachusetts Institute of Technology and NBER

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

Péter Kondor, London School of Economics

Alexandr Kopytov, University of Hong Kong

Peter Koudijs, University of Rotterdam and NBER

Serhiy Kozak, University of Maryland

Arvind Krishnamurthy, Stanford University and NBER

Howard Kung, London Business School

Rafael La Porta, Brown University and NBER

Owen Lamont, Wellington Asset Management

Tim Landvoigt, University of Pennsylvania and NBER

Eben Lazarus, Massachusetts Institute of Technology

Moritz Lenel, Princeton University

Caterina Lepore, Bank of England

Martin Lettau, University of California, Berkeley and NBER

Jonathan Lewellen, Dartmouth College and NBER

Karen K. Lewis, University of Pennsylvania and NBER

Andrew W. Lo, Massachusetts Institute of Technology and NBER

Lars A. Lochstoer, University of California, Los Angeles

Erik Loualiche, University of Minnesota

David Lucca, Federal Reserve Bank of New York

Sydney C. Ludvigson, New York University and NBER

Hanno Lustig, Stanford University and NBER

Matteo Maggiori, Stanford University and NBER

Asaf Manela, Washington University in St. Louis

Timothy McQuade, University of Colorado at Boulder

Maarten Meeuwis, Washington University in St. Louis

Thomas Mertens, Federal Reserve Bank of San Francisco

Alexander Michaelides, Imperial College London

Konstantin Milbradt, Northwestern University and NBER

Indrajit Mitra, Federal Reserve Bank of Atlanta

Alan Moreira, University of Rochester

Lira Mota, Columbia University

Tyler Muir, University of California, Los Angeles and NBER

Stefan Nagel, University of Chicago and NBER

Charles G. Nathanson, Northwestern University

Christian Opp, University of Rochester and NBER

Michaela Pagel, Columbia University and NBER

Emiliano Pagnotta, Imperial College London

Stavros Panageas, University of California, Los Angeles and NBER

Jonathan A. Parker, Massachusetts Institute of Technology and NBER

Cecilia Parlatore, New York University and NBER

Diego Perez, New York University and NBER

Carolin Pflueger, University of Chicago and NBER

Thomas Philippon, New York University and NBER

Monika Piazzesi, Stanford University and NBER

Tomasz Piskorski, Columbia University and NBER

Christopher Polk, London School of Economics

Lionel Potier, Banque de France

Pavol Povala, Norges Bank Investment Management

Sriram Rajan, U.S. Department of the Treasury

Tarun Ramadorai, Imperial College London

Hélène Rey, London Business School and NBER

Robert J. Richmond, New York University

Nikolai Roussanov, University of Pennsylvania and NBER

Juliana Salomao, University of Minnesota

Shrihari Santosh, CU Boulder

Alexi Savov, New York University and NBER

José A. Scheinkman, Columbia University and NBER

Martin C. Schmalz, Oxford University

Lawrence Schmidt, Massachusetts Institute of Technology

Emil Siriwardane, Harvard University

Michael Sockin, University of Texas at Austin

Dongho Song, Johns Hopkins University

Chester S. Spatt, Carnegie Mellon University and NBER

James H. Stock, Harvard University and NBER

Pengfei Sui, California Institute of Technology

Savitar Sundaresan, Imperial College London

Suresh Sundaresan, Columbia University

Adi Sunderam, Harvard University and NBER

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

Paul Tetlock, Columbia University

Christopher Tonetti, Stanford University and NBER

Argyrios Tsiaras, Cambridge University

Jules H. van Binsbergen, University of Pennsylvania and NBER

Stijn Van Nieuwerburgh, Columbia University and NBER

Laura Veldkamp, Columbia University and NBER

Luis M. Viceira, Harvard University and NBER

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

Tuomo Vuolteenaho, Arrowstreet Capital

Jessica Wachter, University of Pennsylvania and NBER

Jonathan L. Wallen, Stanford University

Chen Wang, University of Notre Dame

Brian Weller, Duke University

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

Toni Whited, University of Michigan and NBER

Wei Xiong, Princeton University and NBER

Amir Yaron, University of Pennsylvania

Mao Ye, University of Illinois at Urbana-Champaign and NBER

Yao Zeng, University of Pennsylvania

Alexander K. Zentefis, Yale University

Geoffery X. Zheng, NYU Shanghai

Haoxiang Zhu, Massachusetts Institute of Technology and NBER

Yicheng Zhu, University of Pennsylvania

Stanley E. Zin, New York University and NBER

Programs

Asset Pricing

Papers

Heterogeneity and Asset Prices: A Different Approach
Text Selection
Decomposing Firm Value

More from NBER

In addition to working papers, the NBER disseminates affiliates’ latest findings through a range of free periodicals — the NBER Reporter, the NBER Digest, the Bulletin on Retirement and Disability, and the Bulletin on Health — as well as online conference reports, video lectures, and interviews.

The Economics of Digitization

Article

Author: Shane Greenstein

The NBER Economics of Digitization Project, established in 2010 with support from the Alfred P. Sloan Foundation,...

The 2020 Martin Feldstein Lecture: Journey Across a Century of Women

Lecture

Claudia Goldin, the Henry Lee Professor of Economics at Harvard University and a past president of the American...

Summer Institute 2020 Methods Lectures: Differential Privacy for Economists

Lecture

The extent to which individual responses to household surveys are protected from discovery by outside parties depends...