Conference EPGE-SOFIE - Asset Pricing and Portfolio Allocation in the Long Run

The Event

The conference "Asset Pricing and Portfolio Allocation in the Long Run" will discuss and propose solutions to some of the main problems involving the characterization of long-run risks affecting consumption and their implications for asset pricing and portfolio choice. Those risks are originated from different sources, such as those affecting global warming, housing, financial system stability and health. The agenda involves research on different aspects of the general theme.

December 13-14, 2012

Program Committee

Caio Almeida, Marco Bonomo, Max Croce, Frank Diebold, Robert Dittmar, Rob Engle, Marcelo Fernandes, René Garcia, Eric Ghysels, Dana Kiku, Nour Meddahi,  Marcel Rindisbacher, Ross Valkanov, Stijn Van Nieuwerburgh, and Motohiro Yogo

Invited Speakers

• » Ravi Bansal, the Fuqua School at Duke University
• » Frank Diebold, the Wharton School at University of Pennsylvania
• » Darrell Duffie, Stanford Graduate School of Business
• » Lubos Pastor, Chicago Booth School of Business

Mais um conferência com o estado da arte em finanças organizada pela EPGE e pela SOFIE. Com essa correria no final do ano não poderei assistir, mas gostaria muito de ir.