Discussions

• "Optimal Index-Linked Rebalancing with Anticipatory Trading" by Stefano Pegoraro, Marco Sammon, and John Shim

2026 Holden Conference in Finance and Real Estate

• "Nonlinear Time Series Momentum" by Tobias Moskowitz, Riccardo Sabbatucci, Andrea Tamoni, and Bjorn Uhl

2026 LTI Asset Pricing Workshop

• "Reaching for Beta" by Egemen Genc, Emanuel Moench, and Altan Pazarbasi

2026 ASSA-IBEFA 

• "Culling the Factor Zoo" by Gurdip Bakshi, Timothy Christensen, John Crosby, and Xiaohui Gao

2025 FMA 

• "Investors' Return Expectations across Assets and Time" by Magnus Dahlquist and Markus Ibert

2025 Spring Finance Workshop 

• "Beyond Arbitrage: Deviations from the Risk-Return Tradeoff " by Benjamin Holcblat, Abraham Lioui, and Michael Weber

2025 MFA 

• "Do Share Repurchases Increase the Value of Non-repurchasing Firms?" by Byungwook Kim

2024 UNSW Asset Pricing Workshop 

• "The Relative Price Premium" by Yun Joo An, Fotis Grigoris, Christian Heyerdahl-Larsen, and Preetesh Kantak

2024 NFA 

• "Demand-Based Expected Returns" by Alessandro Crescentini, Fabio Trojani, and Andrea Vedolin

2024 LUISS Finance Workshop 

• "Timing the Factor Zoo" by Andreas Neuhierl, Otto Randl, Christoph Reschenhofer, and Josef Zechner

2023 NFA 

• "The Cost of ESG Investing" by Laura Lindsey, Seth Pruitt, and Christoph Schiller

2023 SFS Cavalcade 

• "Risk momentum" by Sophia Li, Peixuan Yuan, and Guofu Zhou 

2023 MFA 

• "Long Run Risks in FX Markets: Are They There?" by Sun Yong Kim and Konark Saxena

2022 NZFM