Agenda

Fall JOIM Conference Series (in-person event)
October 17 – 18, 2022 / UCSD campus
UC San Diego, Rady School of Management
Otterson Hall,  Second Floor
Multipurpose Room MPR2 / 2S117

Monday, October 17th
Otterson Hall, Multipurpose Room MPR2 / 2S117
8:00am – 9:00am  – Breakfast
General Sessions 

9:00am  – opening remarks:  Gifford Fong

9:15am -10:15am  – Sanjiv Das, Santa Clara University, Keynote Speaker
Multimodal Machine Learning in Finance

10:15am – 10:45am  – Refreshment Break

10:45am – 12:00am
Stefano Cavaglia, State of Wisconsin Investment Board
Portable Beta and Total Portfolio Management
Discussant: Caio Natividade w/Deutsche Bank

12:00pm – 1:00pm  – Lunch

1:00pm – 2:15pm
Johannes Wieland UCSD /NBER
Housing Demand and Remote Work
Discussant:  Mark Kritzman, Windham Capital Management

2:15pm – 2:45pm  – Refreshment Break

2:45pm -4:00pm
Michael Melvin, UCSD Rady School of Management
How useful is a Prospectus in Identifying Greenwashing Versus True ESG Funds?
Discussant: Ked Hogan, BlackRock

4:10pm Reception – Sky Pavilion,  5W115

Tuesday, October 18th
Otterson Hall, Multipurpose Room MPR2 / 2S117
7:30am – 8:30am  – Breakfast
General Sessions
Moderator:  Michael Melvin, UCSD Rady School of Management

8:30am -9:45am
Will Kinlaw, State Street
The Determinants of Inflation
Discussant:  Vineer Bhansali, LongTail Alpha

9:45am – 10:15am  -Refreshment Break

10:15m – 11:30am
Allan Timmermann, UCSD Rady School of Management
Search and Predictability of Prices in the Housing Market
Discussant: Todd Mattina, Mackenzie Investments

11:30pm – 12:30pm  – Lunch

12:30pm – 1:45pm
Alessio de Longis, Invesco
Tactical Asset Allocation, Risk Premia, and the Business Cycle: A Macro Regime Approach
Discussant:  Michael Reher, UCSD Rady School of Management

1:45pm – 2:15pm  – Refreshment Break

2:15pm -3:30pm
Ananth Madhavan, BlackRock
How Many Active Funds Should You Hold?
Discussant:  Feliz Xu, Vanguard

UCSD COVID-19 current policies and information:
https://returntolearn.ucsd.edu/