Philipp Karl
ILLEDITSCH

Discussions

1. 1. Beliefs Heterogeneity and the Equity Term Structure by Hamilton Galindo Gil and Yucheng Zhou (Annual Conference of the SFS Cavalcade North America at the Stevens Institute of Technology, May 2025)

   2. Volatility Disagreement and Asset Prices by Adem Atmaz and Andrea Buffa (Annual Conference of the Midwest Finance Association in Chicago, March 2025)

   3. Asset Pricing with Optimal Underdiversification by Vadim Elenev and Tim Landvoigt (Annual Conference of the Midwest Finance Association in Chicago, March 2024)

   4. Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice and Asset Pricing by Anne Balter, Pascal Maenhout, and Hao Xing (Annual Conference of the American Finance Association in San Antonio, January 2024) 

   5. A p Theory of Government Debt and Taxes by Wei Jiang, Thomas J. Sargent, Neng Wang, and Jinqiang Yang (Annual Conference of the Northern Finance Association in Toronto, September 2023)

   6. Asset Pricing Implications of Heterogeneous Investment Horizons by Idan Hodor and Fernando Zapatero (Annual Conference of the Northern Finance Association in Toronto, September 2023)

   7. Correlated Demand Shocks and Asset Pricing by Byungwook Kim (Annual Conference of the Northern Finance Association in Banff, September 2022)

   8. King U.S. Dollar, Global Risks, and Currency Option Risk Premiums by Gurdip Bakshi and Juan M. Londono (Annual Conference of the Northern Finance Association in Banff, September 2022)

   9. Indexed-Linked Trading and Stock Returns by Shaun William Davies (49th Annual Meeting of the European Finance Association in Barcelona, August 2022)

   10. Dealer Disagreement and Asset Prices in FX Markets by Brandon Yueyang Han, Sophia Zhengzi Li, and Zhaogang Song (Annual Vienna Symposium on Foreign Exchange Markets in Vienna, August 2022)

   11.  Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect by Zhengyang Jiang, Arvind Krishnamurthy, Hanno Lustig, and Jialu Sun (59th Annual Meeting of the Western Finance Association in Portland, June 2022)

   12. Disagreement about Bitcoin by Janko Heineken and Ilja Kantorovitch (2022 Texas A&M Bitcoin Conference presented by the Mays Innovation Research Center, April 2022)

   13.  Uncertainty, Risk, and Capital Growth by Gill Segal and Ivan Shaliastovich (71st Annual Meeting of the Midwest Finance Association in Chicago, March 2022)

   14. The Social Value of Information Uncertainty by Xue-Zhong He, Lei Shi, and Marco Tolotti (2021 Virtual FIRN Annual Conference in Australia, November 2021.) 

   15. Ambiguity and Corporate Yield Spreads by Yehuda Izhakian, Ryan Lewis, and Jaime Zender (2021 Fixed Income and Financial Institutions Conference in South Carolina, October 2021.)

   16. Heterogeneous Beliefs and FOMC Announcements by Chao Ying (Annual Meeting of the Northern Finance Association Virtual from Banff, September 2020) 

   17. Circuit Breakers and Contagion by Hong Lui and Xudong Zeng (Annual Meeting of the European Finance Association Virtual from Helsinki, August 2020)

   18. Choosing to Disagree in Financial Markets by Snehal Banerjee, Jesse Davis, and Naveen Gondhi (Annual Meeting of the Midwest Finance Association Virtual from Chicago, August 2020)

   19. Aggregate Asymmetry in Idiosyncratic Jump Risk by Huidi Lin and Viktor Todorov (Annual Meeting of the Midwest Finance Association Virtual from Chicago, August 2020)

   20. On the Magnification of Small Biases in Decision-Making by Shaun Davies, Ed Van Wesep, and Brian Waters (ASU Sonoran Winter Finance Conference in Scottsdale Arizona, February 2020) 

   21. Learning by Owning in a Lemons Market by Jordan Martel, Kenneth Mirkin, and Brian Waters (Annual Meeting of the Midwest Finance Association in Chicago, March 2019)

   22. Optimal Risk Sharing with Heterogenous Investment Horizons and Recursive Preferences by Zhaneta Tancheva (PhD Session at the Annual Meeting of the Northern Finance Association in Charlevoix, September 2018)

   23. Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency by Matthijs Breugem and Adrian Buss (Annual Meeting of the European Finance Association in Warsaw, August 2018)

   24. Macro Risks and the Term Structure of Interest Rates by Geert Bekaert, Eric Engstrom, and Andrey Ermolov (SFS Cavalcade at Yale, May 2018)

   25. Subjective Bond Risk Premia by Andrea Buraschi, Ilaria Pattia, and Paul Whelan (European Winter Finance Summit in St. Moritz, March 2018) 

   26. Ambiguity, Volatility, and Credit Risk by Patrick Augustin and Yehuda Izhakian (Annual Meeting of the Northern Finance Association in Halifax, September 2017) 

   27. Labor Rigidity and the Dynamics of the Value Premium by Robert Marfe (Annual Meeting of the European Finance Association in Mannheim, August 2017)

   28. Information (and not in) Treasury Options by Hoyong Choi (Annual Meeting of the European Finance Association in Mannheim, August 2017)

   29. The Lost Capital Asset Pricing Model by Daniel Andrei, Julien Cujean, and Mungo Wilson (SFS Cavalcade in Nashville, May 2017)

   30. Why has the Size Effect Disappeared? by Dong-Hyun Ahn, Byoung-Kyu Min, and Bohyun Yoon (Paris Financial Management Conference, December 2016) 

   31. Higher Volatility with Lower Credit Spreads the Puzzle and Its Solution by Aleksey Semenov (Annual Meeting of the Northern Finance Association in Mont Tremblant, September 2016) 

   32. A Portfolio Rebalancing Theory of Disposition Effect by Min Dai, Hong Liu, and Jing Xu (SFS Cavalcade in Toronto, May 2016) 

   33. Measuring Ambiguity Aversion by A. Ronald Gallant, Mohammad R. Jahan-Parvar, and Hening Liu (SFS Cavalcade in Toronto, May 2016)

   34. Correlation Uncertainty, Heterogeneous Beliefs, and Asset Prices by Weidong Tian and Junya Jiang (SFS Cavalcade in Toronto, May 2016)

   35. Belief Dispersion in the Stock Market by Adem Atmaz and Suleyman Basak (Annual Meeting of the European Finance Association in Vienna, August 2015) 

   36. Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets by (Adrian Buss, Raman Uppal, and Grigory Vilkov (8th Private Equity Findings Symposium Coller Institute at the London Business School) 

   37. Investment Decisions under Ambiguity: Evidence from Mutual Fund Investor Behavior by Wei Li, Ashish Tiwari, and Lin Tong (Annual Meeting of the American Finance Association in Philadelphia, January 2014) 

   38. Time-Varying Expected Momentum Profits by Byoung-Kyu Min and Suk-Joon Byun (Paris Finance Meeting, December 2013)

   39. Disappointment Events in Consumption Growth and Equilibrium Asset Prices by Stefanos Delikouras (Fourth Miami Behavioral Finance Conference, December 2013)

   40. Asset Pricing with a Financial Sector by Kai Lee (Annual Meeting of the European Finance Association in Cambridge, August 2013)

   41. Trading, Profits, and Volatility in a Dynamic Information Network Model by Johan Walden (World Finance Conference in Cyprus, July 2013)

   42. Ambiguity in Corporate Finance Real Investment Dynamics by Lorenzo Garlappi, Ron Giammarino, and Ali Lazrak (Annual Conference of the Western Finance Association, June 2013)

   43. The Information Content of the Embedded Deflation Option in TIPS by Olesya V. Grishchenko, Joel M. Vanden, and Jianing Zhang (Annual Fixed Income Conference Darla Moore School of Business in Charleston, April 2013)

   44. Is Consumption Growth Merely a Sideshow in Asset Pricing? by Thomas A. Maurer (Finance Down Under Conference in Melbourne, March 2013)

   45. Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation by David Easley, Maureen O'Hara, Liyan Yang (NBER Market Micro Structure Meeting, November 2012)

   46. The Inefficiency of Diversification in Economies with Endogenous Liquidation Costs by Wolf Wagner (Annual Meeting of the European Finance Association, Bergen 2009)

   47. Uncertainty Aversion and the Term Structure of Interest Rates by Frode Brevik (Annual Meeting of the European Finance Association, Bergen 2009)

   48. Ambiguity and Rational Expectations Equilibria: Dynamics by Scott Condie and Jayant Vivek Ganguli (Cambridge 2009)

   49. Relative Wealth Concerns and Complementarities in Information Acquisition by Diego Garcia and Guenther Strobel (Annual Meeting of the American Finance Association, San Francisco 2009)