Agenda
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
Otterson Hall, Second Floor, MPR2
8:30am–9:30am Breakfast
General Sessions
9:30am Opening Remarks, Gifford Fong
Moderator: Andrew Lo, MIT
9:45am–10:45am – Diego Kaenzig, Northwestern University
The Unequal Economic Consequences of Carbon Pricing
Discussants: Ravi Bansal, Duke University and Allan Timmermann, UC San Diego
10:45am–11:00am Break
11:00am–12:00pm – Thomas Ernst, University of Maryland
Payment for Order Flow And Asset Choice
Discussants: Pete Kyle, University of Maryland and Matthew Spiegel, Yale University
12:00pm–1:00pm Lunch
1:00pm–2:00pm – Alejandro Lopez-Lira, University of Florida
Do Common Factors Really Explain the Cross-Section of Stock Returns?
Discussants: David Modest, Allostery Investments and Richard Roll, Caltech
2:00pm–2:15pm Break
2:15pm–3:15pm – Tjeerd de Vries, University of California, San Diego
A Quantile Approach to Evaluating Asset Pricing Models
Discussants: Rob Engle, New York University and Andrew W. Lo, MIT
3:15pm–3:30pm Break
3:30pm–4:30pm – Celebration of Life for Bruce Lehmann
4:30pm–5:30pm Reception
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
8:00am – 9:00am Breakfast
General Sessions
9:00am – opening remarks: Gifford Fong
Moderator: Sanjiv Das, Santa Clara University
9:15am -10:15am – Andrew Lo, Massachusetts Institute of Technology, Keynote
Healthcare Finance
10:15am – 10:45am – Break
10:45am – 12:00am
Robert Engle, New York University
Have Capital Markets Forgotten Sustainability: Portfolios, Greenwashing, Stress Testing, and Long Run Risk?
Discussant: David Turkington, State Street
12:00pm – 1:00pm – Lunch
1:00pm – 2:15pm
Seoyoung Kim, Santa Clara University
The Past, Present, and Future of Decentralized Finance
Discussant: Andreas Neuhierl, Washington University in St. Louis
2:15pm – 2:45pm – Break
2:45pm -4:00pm
Jay Raol, Invesco
Diversification with Macro Factors: A Case Study of Canadian Pension Plan Investments
Discussant: Vineer Bhansali, LongTail Alpha, LLC
4:10pm – Reception
Tuesday, March 28th
7:30am – 8:30am – Breakfast
General Sessions
Moderator: Seoyoung Kim, Santa Clara University
8:30am – Harry Markowitz Award Announcement
8:45am -10:00am
Lisa Goldberg, BlackRock
Is Index Concentration an Inevitable Consequence of Market-Capitalization Weighting?
Discussant: Cel Kulasekaran, Windham Capital Management
10:00am – 10:15am – Break
10:15m – 11:30am
Ben Meng, Franklin Templeton and Anna Snider, Bank Of America
A Capital Solution to Climate Change
Discussant: Yingshan Zhao, AlphaSimplex Group
11:45am – closing remarks