Selected discussions

• Identifying Preference for Early Resolution from Asset Prices
  (by Hengjie Ai, Ravi Bansal, Hongye Guo, and Amir Yaron)
  CICF Conference, Shanghai, July 2023
• Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice and Asset Pricing
  (by Anne G. Balter, Pascal J. Maenhout, and Hao Xing)
  INSEAD Finance Symposium, Fontainebleau, June 2023
• Who Bears the Cost of Aggregate Fluctuations and Why?
  (by Maarten Meeuwis, Dimitris Papanikolaou, Jonathan Rothbaum, and Lawrence D. W. Schmidt)
  21st Macro Finance Society Workshop, Atlanta, May 2023
• Asset Pricing with Consumption Frictions
  (by Kyoung Jin Choi, Junkee Jeon, and Hyeng Keun Koo)
  CICF conference, June 2021
• The Composition of Market Participants and Asset Dynamics
  (by Redouane Elkamhi and Chanik Jo)
  SFS Cavalcade, May 2021
• Sentiment and Speculation in a Market with Heterogenous Beliefs
  (by Ian Martin and Dimitris Papadimitriou)
  Adam Smith Workshop, April 2021
• Sentimental Recovery
  (by Altan Pazarbasi, Paul Schneider, and Grigory Vilkov)
  EFA Annual Meeting, Helsinki [online], August 2020
• Uncertainty is More Than Risk – Survey Evidence on Knightian and Bayesian Firms
  (by Rüdiger Bachmann, Kai Carstensen, Stefan Lautenbacher, and Martin Schneider)
  Expectations in Macroeconomic and Financial Models, University of Chicago, April 2020
• Functional Ross Recovery: Theoretical Results and Empirical Tests
  (by Yannick Dillschneider and Raimond Maurer)
  CDI 2019 – Eighth Conference on Derivatives, Montréal, September 2019
• The Market Cost of Business Cycle Fluctuations
  (by Anisha Ghosh, Christian Julliard, and Michael J. Stutzer)
  NBER Summer Institute, Asset Pricing Meeting, July 2019
• Identifying Preference for Early Resolution from Asset Prices
  (by Hengjie Ai, Ravi Bansal, Hongye Guo, and Amir Yaron)
  Minnesota Macro-Asset Pricing Conference, Minneapolis, May 2019
• Ups and Downs: How Idiosyncratic Volatility Drives Top Wealth Inequality
  (by Matthieu Gomez)
  12th Macro Finance Society Workshop, Austin, November 2018
• Restrictions on Asset-Price Movements Under Rational Expectations: Theory and Evidence
  (by Ned Augenblick, and Eben Lazarus)
  NBER Summer Institute, Asset Pricing Meeting, July 2018
• Term Structure of Risk in Expected Returns
  (by Irina Zviadadze)
  Adam Smith Workshop, LBS, March 2018
• A Theory of Dissimilarity Between Stochastic Discount Factors
  (by Gurdip Bakshi, Xiaohui Gao, and George Panayotov)
  AEA/AFA Annual Meeting, Philadelphia, January 2018
• A Risk-Centric Model of Demand Recessions and Macroprudential Policy
  (by Ricardo Caballero, and Alp Simsek)
  AEA/AFA Annual Meeting, Philadelphia, January 2018
• Recovering the Variance Premium
  (by Steven Heston)
  FMA Conference on Derivatives and Volatility, CBOE, November 2017
• Asset Pricing with Heterogeneous Agents and Long-Run Risk
  (by Walter Pohl, Karl Schmedders, and Ole Wilms)
  AEA/AFA Annual Meeting, Chicago, January 2017
• Winners and Losers: Creative Destruction and the Stock Market
  (by Leonid Kogan, Dimitris Papanikolaou, and Noah Stoffman)
  AEA/AFA Annual Meeting, Chicago, January 2017
• Estimating the Value of Information
  (by Ohad Kadan, and Asaf Manela)
  FMA Conference on Derivatives and Volatility, CBOE, November 2016
• Informed Trading and Intertemporal Substitution: The Limits of the No-Trade Theorem
  (by Yizhou Xiao)
  SFS Cavalcade, Toronto, May 2016
• Capital Requirements and Asset Prices
  (by Georgy Chabakauri, and Brandon Yueyang Han)
  SFS Cavalcade, Toronto, May 2016
• Risk-Taking Dynamics
  (by Anton Korinek, and Martin Nowak)
  Columbia INET Workshop, April 2016
• Gresham's Law of Model Averaging
  (by In-Koo Cho, and Kenneth Kasa)
  NYU Conference on Multiple Equilibria and Financial Crises, February 2016
• A Theory of Rational Short-Termism with Uncertain Betas
  (by Christian Gollier)
  Financial Econometrics Conference, Toulouse, May 2014
• Unemployment and Business Cycles
  (by Lawrence J. Christiano, Martin S. Eichenbaum, and Mathias Trabandt)
  38th Annual Federal Reserve Bank of St. Louis Fall Conference, October 2013
• Disagreement, Speculation, and Aggregate Investment
  (by Steven D. Baker, Burton Hollifield, and Emilio Osambela)
  NBER Summer Institute, Asset Pricing Meeting, July 2013
• Asset Pricing in the Frequency Domain: Theory and Empirics
  (by Ian Dew-Becker, and Stefano Giglio)
  ITAM Finance Conference, June 2013