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5th Asset Pricing Conference by LTI@UniTO

11 October 2022 @ 09:50 - 17:50


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11 October 2022
09:50 - 17:50
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Academic Events

5th Asset Pricing Conference by LTI@UniTo

This one-day conference on Tuesday, October 11th, 2022 hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars.

Call for Job Market Paper

One presentation slot is devoted to the PhD candidate for the best paper in Asset Pricing. The winner of this slot for this year is Heiner Beckmeyer from the University of Muenster. He will receive a discussion of Bernard Dumas (INSEAD) during the conference and will be awarded a prize of €500.

Conference Program

09:50 – 10:00. Welcome
Speaker: Pietro Garibaldi (CCA)

10:00 – 10:50. Manoeuvring and Investing in Yield Farms
Speaker: Lorenzo Schoenleber (CCA), Discussant: Fabio Moneta (University of Ottawa)

10:50 – 11:10. Coffee Break

11:10 – 11:50. Nonparametric Stochastic Volatility
Speaker: Roberto Renò (University of Verona and ESSEC), Discussant: Fabio Trojani (University of Geneva, SFI, Uni. Torino)

11:50 – 12:40. Concealed Carry
Speaker: Federico Gavazzoni (BI Oslo), Discussant: Philippe Mueller (Warwick Business School)

12:40 – 14:00. Lunch Break

14:00 – 14:50. Supply Chain Finance and Firm Capital Structure
Speaker: Claudio Tebaldi (Bocconi), Discussant: Olivier Scaillet (University of Geneva, SFI)

14:50 – 15:40. The Implied Equity Term Structure
Speaker: Joost Driessen (Tilburg University), Discussant: Christian Julliard (London School of Economics)

15:40 – 16:10. Coffee Break

16:10 – 17:00. Asset pricing with clustered, controllable disasters
Speaker: Claus Munk (Copenhagen Business School), Discussant: Ruediger Weber (WU Vienna)

17:00 – 17:50. Job Market Paper Award: Recovering missing firm characteristics with attention-based machine learning
Speaker: Heiner Beckmeyer (University of Muenster), Discussant: Bernard Dumas (INSEAD)