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NATIONAL BUREAU OF ECONOMIC
RESEARCH, INC. |
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SUMMER INSTITUTE 2008 |
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Asset Pricing Workshop |
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Jonathan Berk
and Robert Novy-Marx, Organizers |
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Royal Sonesta
Hotel |
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Ballroom A |
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July 10 - 11, 2008 |
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PROGRAM |
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THURSDAY, JULY 10: |
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12:00 n |
Lunch |
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1:00 pm |
JESSICA
WACHTER, |
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Can Time-Varying Risk of Rare Disasters Explain
Aggregate Stock Market Volatility? |
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Discussant: CHRISTIAN JULLIARD, |
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2:00 pm |
Break |
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2:15 pm |
CHRISTIAN JULLIARD and ANISHA GHOSH, |
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Discussant: JESSICA WACHTER, |
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3:15 pm |
Break |
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3:30 pm |
XAVIER GABAIX, |
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EMMANUEL FARHI, |
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Discussant: BENRNARD DUMAS, HEC |
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4:30 pm |
Adjourn |
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6:00 pm |
Group Dinner – |
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FRIDAY, JULY 11: |
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8:00 am |
Coffee and Pastries |
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8:30 am |
HAN OZSOYLEV, |
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JOHAN WALDEN, UC, Berkeley |
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Discussant: SANJIV
DAS, |
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9:30 am |
Break |
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9:45 am |
ULRIKE MALMENDIER, UC, Berkeley and NBER |
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STEFAN NAGEL, |
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Depression Babies: Do Macroeconomic Experiences
Affect Risk-Taking? |
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Discussant: BRAD BARBER, UC ,Davis |
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10:45 am |
Break |
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11:00 am |
JOAO GOMES, |
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LEONID KOGAN, MIT
and NBER |
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MOTOHIRO YOGO, |
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Discussant: LU ZHANG, |
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12:00 n |
Lunch |
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1:00 pm |
GREG DUFFEE, Johns Hopkins University |
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Discussant: SCOTT JOSLIN, MIT |
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2:00 pm |
Break |
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2:15 pm |
HANNO LUSTIG, UC, |
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STIJN VAN NIEUWERBURGH, |
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ADRIEN VERDELHAN, |
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Discussant: ROBERT GOLDSTEIN, |
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3:15 pm |
Break |
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3:30 pm |
CLIFF ASNESS, AQR Capital Management, LLC |
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TOBY MOSKOWITZ, |
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LASSE PEDERSEN, New York University and NBER |
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Discussant: KENT
DANIEL, GSAM and NBER |
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4:30 pm |
Adjourn |
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5/28/08 |
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