Virtual Finance Workshop

Past Workshops

Demand-based Asset Pricing (6/07/2021)

(full video here )

Ralph Koijen (Chicago Booth)

Introductory remarks

Tarun Ramadorai (Imperial College)

Who Owns What? A Factor Model for Direct Stockholding
Slides from the presentation
Discussion by Jonathan Parker (MIT Sloan)

Valentin Haddad (UCLA)

How Competitive is the Stock Market?
Slides from the presentation
Discussion by Harrison Hong (Columbia University)

International Portfolios (3/22/2021)

(full video here )

Matteo Maggiori (Stanford)

Introductory remarks

Hélène Rey (LBS)

Global Portfolio Rebalancing and Exchange Rates
Slides from the presentation
Discussion by Oleg Itskhoki (UCLA)

Robert Richmond (NYU)

A Portfolio Approach to Global Imbalances
Slides from the presentation
Discussion by Adrien Verdelhan (MIT)

Expectation Formation (3/8/2021)

(full video here )

Andrei Shleifer (Harvard)

Introductory remarks

Ulrike Malmendier (Berkeley)

Gender Roles and the Gender Expectations Gap
Slides from the presentation
Discussion by Ilyana Kuziemko (Princeton)

David Thesmar (MIT Sloan)

New Experimental Evidence on Expectation Formation
Slides from the presentation
Discussion by Martin Schneider (Stanford)

Finance Views of Money (12/7/2020)

(full video here)

Raghuram Rajan (Chicago Booth)

Introductory remarks

Markus Brunnermeier (Princeton)

Debt as Safe Asset: Mining the Bubble
Slides from the presentation
Discussion by Stijn Van Nieuwerburgh (Columbia)

Philipp Schnabl (NYU)

The Financial Origins of the Rise and Fall of American Inflation
Slides from the presentation
Discussion by Joseph Vavra (Chicago Booth)

New Perspectives on Liquidity (11/9/2020)

(full video here)

Ricardo Reis (LSE)

Introductory remarks

Monika Piazzesi (Stanford)

Credit Lines, bank deposits or CBDC? Competition and efficiency in modern payment systems
Slides from the presentation
Discussion by Andrew Atkeson (UCLA)

Stefan Nagel (Chicago Booth)

Treasury Inconvenience Yields During the COVID-19 Crisis
Slides from the presentation
Discussion by Nina Boyarchenko (FRB New York)

Mutual Funds (10/19/2020)

(full video here)

Robert Stambaugh (Wharton)

Introductory remarks

Michael Brandt (Duke)

Mutual Fund Performance: Using Bespoke Benchmarks to Disentangle Mandates, Constraints and Skill
Slides from the presentation
Discussion by Clemens Sialm (UT Austin)

Leonid Kogan (MIT Sloan)

Common Fund Flows: Flow Hedging and Factor Pricing
Slides from the presentation
Discussion by Sydney Ludvigson (NYU)

Summer 2020

9/11/2020: Yueran Ma (Chicago Booth)

Two Tales of Debt
Slides from the presentation
Introduction and discussion by Andrea Eisfeldt (UCLA Anderson)

9/4/2020: Daniel Greenwald (MIT Sloan)

The Credit Line Channel
Slides from the presentation
Introduction and discussion by Toni Whited (Michigan Ross)

8/28/2020: Eric Zwick (Chicago Booth)

Top Wealth in America: New Estimates and Implications for Taxing the Rich
Slides from the presentation
Introduction and discussion by Emmanuel Saez (Berkeley)

8/21/2020: Bernard Herskovic (UCLA Anderson)

Hedging Risk Factors
Slides from the presentation
Introduction and discussion by Greg Duffee (Johns Hopkins)

8/14/2020: Svetlana Bryzgalova (London Business School)

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Slides from the presentation
Introduction and discussion by Bryan Kelly (Yale SOM)

8/7/2020: Moritz Lenel (Princeton)

The Dollar and the Global Price of Risk
Slides from the presentation
Introduction and discussion by Itamar Drechsler (Wharton)

7/31/2020: Matthieu Gomez (Columbia)

A Q-theory of Inequality
Slides from the presentation
Introduction and discussion by Nicolae Garleanu (Berkeley Haas)

7/24/2020: Wenxin Du (Chicago Booth)

U.S. Banks and Global Liquidity
Slides from the presentation
Introduction and discussion by Hanno Lustig (Stanford GSB)

Spring 2020

6/26/2020: Pierre Collin-Dufresne (EPFL)

6/19/2020: Sydney Ludvigson (NYU)

6/12/2020: Wei Xiong (Princeton)

6/5/2020: John Campbell (Harvard)

5/29/2020: Lars Hansen (Chicago)

Impact of Geoscientific and Economic Uncertainty on Social Valuation
- Pricing uncertainty induced by climate change
- Aversion to ambiguity and model misspecification in dynamic stochastic environments
Slides from the presentation

5/22/2020: Laura Veldkamp (Columbia)

5/15/2020: Annette Vissing-Jorgensen (Berkeley Haas)

5/8/2020: Xavier Gabaix (Harvard)

In Search of the Origins of Financial Fluctuations
Slides from the presentation

5/1/2020: Arvind Krishnamurthy (Stanford GSB)

4/24/2020: Hanno Lustig (Stanford GSB)

4/17/2020: Ralph Koijen (Chicago Booth)

4/8/2020: Darrell Duffie (Stanford GSB)

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