8th Asset Pricing Conference by LTI@UniTO

8th Asset Pricing Conference by LTI@UniTO

This one-day conference on Tuesday, September 23rd, 2025, 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.

Prize for best paper in Asset Pricing

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 Sina Seyfi from the Aalto University. He will receive a discussion by Fabio Trojani (University of Geneva, Swiss Finance Institute and University of Torino) during the conference and will be awarded a prize of €500.

Program

10:15 | Welcome Pietro Garibaldi (LTI@UniTO and Collegio Carlo Alberto)

10:30 Session #1 | Corporate Policies and the Term Structure of Risk
Speaker: Matthijs Breugem (Collegio Carlo Alberto)
Discussant: Roberto Steri (University of Luxembourg)

11:30 Session #2 | The Variety Effect in Times of Uncertainty
Speaker: Francesco Saverio Gaudio (Sapienza University of Rome)
Discussant: Adrian Buss (Frankfurt School of Finance & Management)

12:30 | Lunch

13:30 Session #3 | Option-Implied Risk Premia with Intertemporal Hedging
Speaker: Elise Gourier (ESSEC Business School Paris)
Discussant: Pasquale Della Corte (Imperial College Business School London)

14:30 Session #4 | Futureproofing Companies and Valuation Ratios
Speaker: Willem Schramade (Nyenrode Business School)
Discussant: Alberta Di Giuli (ESCP Business School)

15:30 | Coffee

16:30 Session #5 | The Impact of Active Managers on the Pricing of Underlying Assets in ETFs
Speaker: Ziwei Zhao (Swiss Finance Institute Lausanne)
Discussant: Laurent Barras (University of Luxembourg)

17:30 Session #6 | Essence of the Cross Section
Speaker: Sina Seyfi (Aalto University)
Discussant: Fabio Trojani (University of Geneva, SFI, University of Torino)