Presentations and Slides
Spring JOIM Conference
March 26 – 28, 2023 / UC San Diego
Finance Research Symposium in Honor of Bruce N. Lehmann
Sunday, March 26th / Rady School of Management, UCSD
Diego Kaenzig, Northwestern University (contact speaker for paper) slides
The Unequal Economic Consequences of Carbon Pricing
Discussants: Ravi Bansal, Duke University and Allan Timmermann, UC San Diego
Thomas Ernst, University of Maryland paper slides
Payment for Order Flow And Asset Choice
Discussants: Pete Kyle, University of Maryland and Matthew Spiegel, Yale University
Alejandro Lopez-Lira, University of Florida paper slides
Do Common Factors Really Explain the Cross-Section of Stock Returns?
Discussants: David Modest, Allostery Investments and Richard Roll, Caltech
Tjeerd de Vries, University of California, San Diego paper slides
A Quantile Approach to Evaluating Asset Pricing Models
Discussants: Rob Engle, New York University and Andrew W. Lo, MIT
Monday, March 27th – Tuesday, March 28th
The Ida & Cecil Green Faculty Club, UCSD
Atkinson Pavilion
Monday, March 27th
The Ida & Cecil Green Faculty Club, UCSD
Atkinson Pavilion, Faculty Club
Andrew Lo, Massachusetts Institute of Technology, Keynote (contact speaker for slides)
Healthcare Finance
Robert Engle, New York University (contact speaker for paper)
Have Capital Markets Forgotten Sustainability: Portfolios, Greenwashing, Stress Testing, and Long Run Risk?
Discussant: David Turkington, State Street slides
Seoyoung Kim, Santa Clara University (contact speaker for slides)
The Past, Present, and Future of Decentralized Finance
Discussant: Andreas Neuhierl, Washington University in St. Louis
Jay Raol, Invesco
Diversification with Macro Factors: A Case Study of Canadian Pension Plan Investments
Discussant: Vineer Bhansali, LongTail Alpha slides
Tuesday, March 28th
Lisa Goldberg, BlackRock slides
Is Index Concentration an Inevitable Consequence of Market-Capitalization Weighting? (forthcoming: JOIM, 2Q-2023)
Discussant: Cel Kulasekaran, Windham Capital Management slides
Ben Meng, Franklin Templeton and Anna Snider, Bank Of America slides
A Capital Solution to Climate Change
Discussant: Yingshan Zhao, Alpha Simplex Group slides
A very special thanks to the Advisory Council:
