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Conference

The 5th BI-SHoF Conference

The Centre for Asset Pricing Research (CAPR) at BI Norwegian Business School is hosting the 5th BI-SHoF conference in asset pricing and financial econometrics in Oslo.

Tuesday to Wednesday
11-12
June
  • Starts:08:30, 11 June 2019
  • Ends:14:00, 12 June 2019
  • Location:BI Norwegian Business School. Campus Oslo, Auditorium A2-080
  • Price:There is no participation fee

BI Norwegian Business School is hosting the 5th BI-SHoF conference on asset pricing and financial econometrics in Oslo. The organizer is the Center for Asset Pricing Research (CAPR) at the Department of Finance. The BI-SHoF conference is a collaboration between BI and the Swedish House of Finance alternating between Oslo or Stockholm.

Organizers: Tatyana Marchuk, Adrien d’Avernas, Alessandro Graniero, Patrick Konermann, and Riccardo Sabbatucci.

Programme

  • Time
  • Title

  • Tuesday, June 11

  • Registration and welcome address

  • Session 1.

    Chair: Paul Ehling (BI)

  • The Impact of Pensions and Insurance on Global Yield Curves

    See paper here.

    Speaker: Robin Greenwood (Harvard)

    Discussant: Sven Klingler (BI)

  • Default Risk and the Pricing of U.S. Sovereign Bonds

    See paper here.

    Speaker: Robert Dittmar (Michigan)

    Discussant: Espen Henriksen (BI)

  • Coffee break

  • Session 2.

    Chair: Ben Yang (BI)

  • The Benchmark Inclusion Subsidy

    See paper here.

    Speaker: Anna Pavlova (LBS)

    Discussant: Costas Xiouros (BI)

  • Shorting in Speculative Markets

    See paper here.

    Speaker: José A. Scheinkman (Columbia)

    Discussant: Patrick Konermann (BI)

  • Lunch

  • Session 3.

    Chair: Samuli Knüpfer (BI)

  • Technological Innovation and the Distribution of Labor Income Growth

    Speaker: Leonid Kogan (MIT)

    Discussant: Rui Silva (LBS)

  • Risk Exposure to Investment Shocks: A New Approach Based on Investment Data

    See paper here.

    Speaker: Lorenzo Garlappi (UBC)

    Discussant: Alessandro Graniero (BI)

  • Coffee break

  • Session 4.

    Chair: Ilan Cooper (BI)

  • Estimating The Anomaly Base rate

    See paper here.

    Speaker: Michael Weber (Chicago)

    Discussant: Andrea Tamoni (LSE)

  • Conference dinner (by invitation only)

    Departure from the lobby of the Thon Hotel Storo. For those going on their own, please be at Ekebergrestauranten before 19:30.

  • Wednesday, June 12

  • Coffee

  • Session 5.

    Chair: Dagfinn Rime (BI)

  • Granular Instrumental Variables

    See paper here.

    Speaker: Ralph Koijen (Chicago)

    Discussant: Jens Kværner (Tilburg)

  • Fundraising in the Hedge Fund Industry

    See paper here.

    Speaker: Olga Obizhaeva (Stockholm)

    Discussant: Daniel Schmidt (HEC Paris)

  • Coffee break

  • Session 6.

    Chair: Øyvind Norli (BI)

  • Uncertainty-Induced Reallocations and Growth

    See paper here.

    Speaker: Max Croce (Bocconi)

    Discussant: Iván Alfaro (BI)

  • Size Premium Waves

    See paper here.

    Speaker: Howard Kung (LBS)

    Discussant: Tatyana Marchuk (BI)

  • Lunch