EDHEC-Princeton Institutional Money Management Conference 2015

Academia meets Practice

In the face of a number of key paradigm changes that are currently affecting the investment industry, this one-day conference is intended to provide a selected number of invited investment professionals with the latest academic insights related to new frontiers in institutional money management.

The format of the conference is meant to facilitate the exchanges of views between academicians and practitioners; it involves presentations by a member of the faculty of Princeton University or EDHEC-Risk Institute, followed by a discussion with the audience.

Program

Morning Sessions (8:30am-12:30pm)

8:30am-9:00am: Introductory Comments
Jianqing Fan, Frederick L. Moore '18 Professor of Finance, Professor of Statistics, and Chairman of the Department of Operations Research and Financial Engineering (ORFE), Princeton University
Lionel Martellini, Professor of Finance, EDHEC Business School, and Scientific Director, EDHEC-Risk Institute

9:00am-10:00am: Equity Portfolios with Improved Liability-Hedging Benefits
Lionel Martellini, Professor of Finance, EDHEC Business School, and Scientific Director, EDHEC-Risk Institute

10:00am-11:00am: When Everyone Misses on the Same Side: Debiased Earnings Surprises and Stock Returns
Jianqing Fan, Frederick L. Moore '18 Professor of Finance, Professor of Statistics, and Chairman of the Department of Operations Research and Financial Engineering (ORFE), Princeton University

11:00am-11:30am: Morning Break

11:30am-12:30pm: Synthetic Diversification: The Theory and Practice of Creating Diversification via Randomization?
John Mulvey, Professor of Operations Research and Financial Engineering, ORFE Department, Princeton University

12:30pm-1:30pm: Lunch Break

Afternoon Sessions (1:30pm-5:00pm)

1:30pm-2:30pm: Portfolio Choice and Asset Pricing with Illiquid Assets
Raman Uppal, Professor of Finance, EDHEC-Risk Institute

2:30pm-3:30pm: Funding Liquidity Risk and the Cross-Section of Stock Returns
René Garcia, Dean of Graduate Studies, EDHEC Business School, and Professor of Finance, EDHEC-Risk Institute

3:30pm-4:00pm: Afternoon Break

4:00pm-5:00pm: The Banking View of Bond Risk Premia
Valentin Haddad, Assistant Professor, Department of Economics, Princeton University

5:30pm-6:30pm: Drinks Reception

Download the full programme of the EDHEC-Princeton Institutional Money Management Conference 2015

Date

Thursday 23/04/2015 - Thursday 23/04/2015

Place

The Princeton Club of New York, 15 West 43rd Street, New York, NY 10036, United States

About EDHEC

Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.

About EDHEC-Risk Climate Impact Institute

Marking the priority assigned by the School to sustainability issues and building on its research programmes exploring the relationships between climate change and finance, EDHEC-Risk Institute became EDHEC-Risk Climate Impact Institute in October 2022. The Institute's mission is to help private and public decision-makers manage climate-related financial risks and make the best use of the financial tools available to transition to low-emission and climate-resilient economies. The Institute’s research programmes explore the relationships between climate change and finance and our key ambition is to become a leading academic reference point for long-term investors, helping them to manage the asset-pricing implications of climate change as well as mitigation and adaptation efforts.