Sponsored by
Workshop on Asset Management
22 May 2017
Programme
| 9.30- 10:00 | Registration | |
| 10:00 – 11:15 | Pierre Colin-Dufresne (École Polytechnique Fédérale de Lausanne) Dynamic Asset Allocation with Predictable Returns and Transaction Costs (with Kent Daniel, Ciamac Moallemi and Mehmet Saglam) Discussant: Andrea Vedolin (London School of Economics) |
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| 11:15 – 11:45 | Coffee |
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| 11:45 – 13:00 | Dimitri Vayanos (London School of Economics) Asset Management Contracts and Equilibrium Prices (with Andrea Buffa and Paul Woolley) Discussant: Paolo Porchia (IE Business School) |
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| 13:00 – 14:00 | Lunch |
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| 14:00 – 15:15 |
Joseph Gerakos (Tuck School of Business) Asset managers: Institutional Performance and Smart Betas (with Juhani Linnainmaa and Adair Morse) Discussant: Miguel Ferreira (Universidade Nova de Lisboa) |
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| 15:15 – 15:45 | Coffee |
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| 15:45 – 17:00 |
Luis Viceira (Harvard Business School) Global Portfolio Diversification for Long-Horizon Investors (with Kevin Wang and John Zhou) Discussant: Gonzalo Rubio (Universidad CEU Cardenal Herrera) |
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| 17:00 – 18:00 | Keynote presentation: Angel Serrat (Capula Investment Management, LLP) |
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| 19:30 | Dinner (by invitation) |
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Click here to download the programme.