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Festschrift 2016
Conference in Honor of the 70th Birthday of
Marti G. Subrahmanyam
NYU Stern School of Business
44 W 4th Street
New York, New York
KEYNOTE LECTURE BY ROBERT C. MERTON
MIT SLOAN SCHOOL OF MANAGEMENT
Friday, September 16, 2016
Conference in Honor of the 70th Birthday of
Marti G. Subrahmanyam
NYU Stern School of Business
44 W 4th Street
New York, New York
KEYNOTE LECTURE BY ROBERT C. MERTON
MIT SLOAN SCHOOL OF MANAGEMENT
| 5:30 p.m. | Reception* NYU Stern, Henry Kaufman Management Building 11th Floor, Abbe-Bogen/Cantor Faculty Lounge, 44 W. 4th Street Welcome Address: Peter Henry, Dean, NYU Stern School of Business Speaker: Edward Altman, NYU Stern School of Business |
| 7:30 p.m. | Dinner* Rosenthal Pavillon, NYU Kimmel Center 10th Floor, 60 Washington Square South Master of Ceremonies: Viral Acharya, NYU Stern School of Business |
| 8:30 p.m. | Keynote Addresses Robert C. Merton, Nobel Laureate in Economics and School of Management Distinguished Professor of Finance, MIT Sloan School of Management “Marti Subrahmanyam, the Early Years, at the Inflection Point of Modern Finance” |
| 9:30 p.m. | Speakers Menachem Brenner, NYU Stern School of Business Narayanan Vaghul, Former Chairman, ICICI Bank N.R. Narayana Murthy, Founder and Former Chairman, Infosys Atsushi Yoshikawa, Senior Advisor and Former President & COO, Nomura Holdings Chanda Kochhar, Managing Director & CEO, ICICI Bank Sang Yong Park, Yonsei University Marthi Venkatesh Mannar, Founder and Former President, Micronutrient Initiative Marti G. Subrahmanyam, NYU Stern School of Business |
Saturday, September 17, 2016
Master of Ceremonies: Ingo Walter, NYU Stern School of Business
Venue: Gitlow Amphitheater, NYU Stern, Henry Kaufman Management Building, 44 W. 4th Street
| SESSION I: MARTI'S PHD STUDENTS | |
| 9:00 a.m. | Chair: Jun Uno, Waseda University Risk-Sharing and the Creation of Systemic Risk by Viral Acharya, Aaditya Iyer, and Rangarajan K Sundaram Viral Acharya, NYU Stern School of Business Discussant: Stewart Myers, MIT Sloan School of Management |
| 9:45 a.m. | Chair: Loriana Pelizzon, Goethe University Credit Risk Hedging by Nina Boyarchenko and Or Shachar. Or Shachar, Federal Reserve Bank of New York Discussant: Dragon Tang, University of Hong Kong |
| 10:30 a.m. | Coffee Break* |
| 11:00 a.m. | Chair: Robert Whitelaw, NYU Stern School of Business Margin Credit and Stock Return Predictability by Prachi Deuskar, Nitin Kumar, and Jeramia Allan Poland Prachi Deuskar, Indian School of Business Discussant: Rainer Jankowitsch, Vienna University of Economics and Business |
| SESSION II: MARTI'S CO-AUTHORS I | |
| 11:45 a.m. | Chair: Raghu Sundaram, NYU Stern School of Business Belief Dispersion in the Stock Market by Adem Atmaz and Suleyman Basak Suleyman Basak, London Business School Discussant: Michael Brennan, UCLA Anderson School of Management |
| Lunch Break Venue: 11th Floor, Cantor Boardroom, 44 W. 4th Street |
|
| 12:30 p.m. | Lunch and Storytelling* Welcome Address: Elizabeth Morrison, NYU Stern School of Business Speaker: Gunter Franke, University of Konstanz |
| SESSION III: MARTI'S CO-AUTHORS II | |
| 2:00 p.m. | Chair: Wolfgang Bühler, University of Mannheim Multi-Market Trading and Cross-Asset Integration by P. Augustin, F. Jiao, S. Sarkissian, and M. Schill Patrick Augustin, McGill University Discussant: Sreedhar Bharath, Arizona State University |
| 2:45 p.m. | Chair: Anthony Saunders, NYU Stern School of Business Interbank Intermediation by Marcel Bluhm, Ci-Pierre Georg, and Jan-Pieter Krahnen, Jan-Pieter Krahnen, Goethe University and Frankfurt House of Finance Discussant: Thomas Chemmanur, Boston College |
| 3:30 p.m. | Coffee Break |
| SESSION IV: MARTI'S CO-AUTHORS III | |
| 4:00 p.m. | Chair: Paolo Pasquariello, University of Michigan Risk Management with Supply Contracts by Heitor Almeida, Kristine Watson Hankins, and Ryan Williams Heitor Almeida, University of Illinois Discussant: Anurag Gupta, Case Western Reserve University |
| 5:45 p.m. | Closing Remarks: Marti G. Subrahmanyam, NYU Stern School of Business |
Festschrift Booklet
Photographs of the Event
Video of the Event
Scientific and Organizing Committee:
Viral Acharya, Patrick Augustin, Uttara Marti, Usha
Subrahmanyam, Davide Tomio, David Yermack
*Sponsored by NYU Stern School of Business