2015 Five-Star Conference on Research in Finance
This conference brings together finance researchers from several northeastern universities. We invite colleagues at all schools in the northeast, and others interested in current finance research, to a day of research presentations in finance. Faculty from each of the program's participant schools will present one of the papers on the program.
| Sponsored by | |
 |
Date:
Friday, December 4, 2015
Location:
New York University
Stern School of Business
Kaufman Management Center, Room 2-60
44 West Fourth Street
New York, NY 10012
Organizers:
Yakov Amihud, NYU School of Business
Kose John, NYU Stern School of Business
Registration:
To register for the conference and reserve your luncheon ticket, please send an email to salomon@stern.nyu.edu by November 27. Indicate your name, university/affiliation, and email address in your response.
Special Request from Organizers:
Last year there was a large number of people who registered and did not show up. Please understand that this creates difficulties in organization and catering. We would like to ask you to register only if you are reasonably sure of being able to attend. And, if after having registered you find out that you are unable to attend, please let us know by November 27.
Program
| 9:00 | Registration and Continental Breakfast |
| 9:30 | Introduction Peter Blair Henry Dean, NYU Stern School of Business |
| 9:45 | Chair: Robert Hodrick, Columbia Business School Ralph S.J. Koijen, London Business School Motohiro Yogo, Princeton University An Equilibrium Model of Institutional Demand and Asset Prices Discussant: Michael Johannes, Columbia Business School |
| 10:45 | Refreshment Break |
| 11:00 | Chair: Charles Jones, Columbia Business School Sabrina T. Howell, NYU Stern School of Business Relaxing Constraints on Risk Management: Evidence from a Natural Experiment Discussant: Adrien Matray, Princeton University |
| 12:00 | Refreshment Break |
| 12:15 | Chair: Xavier Gabaix, NYU Stern School of Business Paolo Guasoni, Boston University Gur Huberman, Columbia Business School Asset Pricing for the Shortfall Averse [Presentation] Discussant: Nicholas Barberis, Yale University |
| 1:15 | Lunch Speaker: Sumon Mazumdar, Lead Director of the Securities & Finance Practice at Navigant Economics, LLC "Reinterpreting Lessons from History: CDOs, Fair Value Accounting, and the 2007-2009 Global Financial Crisis” |
| 2:15 | Chair: Francis Diebold, University of Pennsylvania Alan Moreira, Yale School of Management Tyler Muir, Yale School of Management Volatility Managed Portfolios Discussant: Ivan Shaliastovich, University of Pennsylvania |
| 3:15 | Refreshment Break |
| 3:30 | Chair: Zhiwu Chen, Yale School of Management Jonathan Berk, Stanford University Jules H. Van Binsbergen, University of Pennsylvania Binying Liu, Northwestern University Matching Capital and Labor Discussant: Stephen Brown, NYU Stern |
| 4:30 | Cocktail Reception |