NATIONAL BUREAU OF ECONOMIC
RESEARCH, INC. |
|
SUMMER INSTITUTE 2007 |
|
Asset Pricing Workshop |
|
Stefan Nagel and Kenneth
Singleton, Organizers |
|
Royal
Sonesta Hotel |
|
|
|
|
July 12 - 13, 2007 |
|
PROGRAM |
THURSDAY, JULY 12: |
|
|
|
12:00 n |
Lunch |
|
|
1:00 pm |
MARK BROADIE, |
|
MIKHAIL CHERNOV, |
|
MICHAEL JOHANNES, |
|
|
|
|
|
Discussant: DAVID BATES, |
|
|
2:00 pm |
Break |
|
|
2:15 pm |
TIM BOLLERSLEV, |
|
HAO ZHOU, Federal Reserve Board |
|
|
|
|
|
Discussant: MOTOHIRO YOGO, University of Pennsylvania and NBER |
|
|
3:15 pm |
Break |
|
|
3:30 pm |
JOSHUA COVAL, |
|
JAKUB JUREK and ERIK STAFFORD, |
|
|
|
|
|
Discussant: PIERRE COLLIN-DUFRESNE, UC, Berkeley and NBER |
|
|
4:30 pm |
Adjourn |
|
|
6:00 pm |
Group Dinner |
|
|
FRIDAY, JULY 13: |
|
|
|
8:00 am |
Coffee and Pastries |
|
|
8:30 am |
NICOLAE GARLEANU, |
|
STAVROS PANAGEAS, |
|
|
|
|
|
Discussant: JOHN HEATON, |
|
|
9:30 am |
Break |
|
|
9:45 am |
GEORG KALTENBRUNNER and LARS LOCHSTOER |
|
|
|
|
|
|
|
Discussant: LEONID KOGAN, MIT and NBER |
|
|
10:45 am |
Break |
|
|
11:00 am |
GUILLAUME PLANTIN, |
|
HYUN SONG SHIN, |
|
|
|
|
|
Discussant: LASSE
PEDERSEN, |
|
|
12:00 n |
Lunch |
|
|
1:00 pm |
GERARD HOBERG, |
|
IVO WELCH, |
|
|
|
|
|
Discussant: JONATHAN LEWELLEN, |
|
|
2:00 pm |
Break |
|
|
2:15 pm |
LAUREN COHEN, |
|
ANDREA FRAZZINI, |
|
CHRISTOPHER MALLOY, |
|
The Small World of Investing: Board Connections and
Mutual Fund Returns |
|
|
|
Discussant: JEREMY STEIN, |
|
|
3:15 pm |
Break |
|
|
3:30 pm |
RALPH KOIJEN, |
|
OTTO VAN HEMERT, |
|
STIJN VAN NIEUWERBURGH, |
|
|
|
|
|
Discussant: JOHN CAMPBELL, |
|
|
4:30 pm |
Adjourn |
|
|
|
|
|
|
6/18/07 |
|