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LTI@Unito 3rd Asset Pricing Conference

6 October 2020 @ 13:50 - 18:30


  • Past event


6 October 2020
13:50 - 18:30
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Academic Events

This one-day online conference on October 6, 2020 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. The current edition devotes particular attention to the impact of the Covid-19 pandemic on the financial markets and industry.

Conference Program

13:50 Welcome

14:00 E. Luciano (UniTo/CCA) “Risk aversion of insurance companies and Covid-19 effects”
Discussant: I. Cooper (LBS)

14:40 P. Meanhout (INSEAD) “Generalized Robustness and Dynamic Pessimism”
Discussant: P. Guasoni (Dublin)

15:30 C. Schlag (Goethe) “Non-substitutable consumption growth risk”
Discussant: F. Trojani (Geneva/SFI)

16:10 J. Penasse (Luxembourg) “Understanding Alpha Decay”
Discussant: G. Vilkov (Frankfurt School)

Short break

17:00 J. Detemple (Boston) “Asset Prices and Pandemics”
Discussant: B. Dumas (INSEAD)

17:40 M. Croce (Bocconi) “When the Markets Get CO.V.I.D: COntagion, Viruses, and Information Diffusion”
Discussant: A. Mele (USI/SFI)

18:20 Farewell

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