Wharton Conference 2024 (June 13-14, 2024)

Presentations

Ben Knox (FRB):  "A Stock Return Decomposition using Observables"

Ricardo De La O (USC):  "The Cross-Section of Subjective Expectations: Understanding Prices and Anomalies"

Paul Decaire (ASU):  "Valuation Fundamentals"

Sebastian Hillenbrand (HBS):  "The Optimal Stock Valuation Ratio"

Toomas Laarits (NYU):  "Discounting Timing Strategies"

Andrei Goncalves (OSU):  "Institutional Investors' Subjective Risk Premia: Risk Prices vs Risk Quantities" 

Sangmin Simon Oh (Columbia):  "Asset Demand of U.S. Households"

Kristy Jansen (USC):  "Treasury Demand" 

Zhengyang Jiang (Northwestern):  "Quantitative Tightening with Slow-Moving Capital"

Lukas Kremens (UW):  "Long-Horizon Exchange Rate Expectations"

Thummim Cho (Korea University):  "Putting the Price in Asset Pricing"

Organizers: Thummim Cho, Ricardo De La O, Niels Gormsen, Lukas Kremens, and Sean Myers