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Home | Events Archive | Empirical Asset Pricing Meeting

Empirical Asset Pricing Meeting

  • Speakers
    Cynthia Balloch (London School of Economics), Michael Johannes (Columbia Business School), Ananth Madhavan (BlackRock), Paul Schneider (University of Lugano), Grigory Vilkov (Frankfurt School of Finance & Management) and Mungo Wilson (University of Oxford)
  • Field
    Finance, Finance
  • Location
    Vrije Universiteit Amsterdam, School of Business and Economics, Agora Rooms (Main Building, 3rd floor)
  • Date and time

    May 19, 2023
    09:00 - 17:30

The Empirical Asset Pricing meeting aims in bringing together high-level academic empirical asset pricing researchers and high-level industry professionals to exchange and source ideas, and connect. The meeting will feature a mix of academic research presentations and discussions from industry experts. The event can be followed in person or online. For participation register via the webpage: www.eap-meeting.com (deadline May 9). For further information write to contact@eap-meeting.com

Preliminary Programme

Mungo Wilson (Oxford)
The Consumption Risk of the Zip Factor
Paul Schneider (Lugano)
Conditional Factor Models: First Order vs. Higher Orders
Ananth Madhavan (BlackRock)
What do we know (or
want to) know about Fixed Income ETFs and Index Funds?
Mike Johannes (Columbia)
FOMC Announcement Risk
Cynthia Balloch (LSE)
Asset Allocation and Returns in the Portfolios of the Wealthy
Chris Kaminker (BlackRock)
Grigory Vilkov (Frankfurt School)
Media Narratives and Price Informativeness