Agenda
Climate Change: Investment Management Implications
October 12 – 14, 2021 / Virtual Conference
co-sponsored with Georgia Tech Scheller College of Business
This conference will cover topics from how the biggest pension fund in the world is dealing with this issue to comments from a lead author of the recent authoritative UN Report to quantitative analytics which are useful in managing climate change and other ESG portfolios. Included are practical strategies to cope with climate change mandates. This event is co-sponsored with Georgia Tech Scheller College of Business and Invesco.
Tuesday, October 12th
Pacific Time
8:00am
Moderator: Sanjiv Das, Santa Clara University Opening Remarks
8:05 – 8:30am
Masataka Miyazono, Government Pension Investment Fund (GPIF), Keynote Speaker
Translator: Jeffrey Bohn, U.C. Berkeley and One Concern
8:30 – 9:00am Break
9:00 – 10:00am
Kim Cobb, Georgia Tech
Discussant: Lukasz Pomorski, AQR Capital Management / Yale School of Management
10:00 – 10:30am Break
10:30 – 11:30am Quantifying the Impact of Impact Investing
Andrew Lo, MIT Sloan School of Management
Discussant: Mike Chen, Panagora Asset Management
Wednesday, October 13th
Pacific Time
8:00 – 9:00am
Moderator:
Measuring Comprehensive Carbon Prices of National Climate Policies
Robert Litterman, Kepos Capital
Discussant: Alison Li, CalPERS
9:00 – 9:30am Break
9:30 – 10:30am Climate Financial Risk: Portfolios and Stress Tests
Robert Engle, NYU Stern School of Business
Discussant: Sam Peters, Clear Bridge Investments
10:30 – 11:00am Break
11:00 – 12:00pm Do Managers Walk the Talk on Environmental and Social Issues?
Sudheer Chava, Georgia Tech Scheller College of Business
Discussant: Divya Mankikar, S&P Gobal
Thursday, October 14th
Pacific Time
8:00 – 9:00am The Norway Model in Perspective
Elroy Dimson, University of Cambridge
Discussant: Jay Raol, Invesco
9:00 – 9:30am Break
9:30 – 10:30am The End of ESG
Stephen Horan, UNC Wilmington
Discussant: Jeff Hales with Sustainability Standards Board (SASB) / UT Austin
10:30 – 11:00am Break
11:00 – 12:00pm Factor Investing in Paris: Managing Climate Change Risk
Carsten Rother, Invesco
Discussant: Jennifer Bender, State Street Global
Presentation abstracts can be found, click
