Academic Symposium

20 March 2019

View the conference programme.

The following papers were covered:

• Answering the Queen: Online Machine Learning and Financial Crises
  Presenter: Hélène Rey, London Business School
  Discussant: Christian Julliard, London School of Economics
• Estimating The Anomaly Baserate
  Presenter: Michael Weber, Chicago Booth School of Business
  Discussant: Svetlana Bryzgalova, London Business School
• The Cross Section of Risk and Return
  Presenter: Kent Daniel, Columbia Business School
  Discussant: Mikhail Chernov, UCLA, view his presentation
• The Consumption Effects of the Disposition to Sell Winners and Hold on to Losers
  Presenter: Michaela Pagel, Columbia Business School
  Discussant: Cameron Peng, London School of Economics

The event included a presentation of the third AQR Young Researcher Award, recognising exceptional junior faculty in the field of asset management.

Events materials

Download event flyer

22 March 2018

The following papers were discussed:

• Do Intermediaries Matter for Aggregate Asset Prices?
  Presenter: Tyler Muir, UCLA Anderson School of Management
  Discussant: Harald Hau, University of Geneva
• Leverage-Induced Fire Sales and Stock Market Crashes
  Presenter: Kelly Shue, Yale School of Management
  Discussant: Hui Chen, MIT Sloan School of Management
• Brokers and Order Flow Leakage: Evidence from Fire Sales
  Presenter: Marco Di Maggio, Harvard Business School
  Discussant: Thierry Foucault, HEC Paris

The event included presentation of the second AQR Young Researcher Award recognising exceptional junior faculty in the field of asset management.

Event materials

Download the full agenda

Read the abstracts of the papers presented

View the event photos

31 May 2017

The following papers were discussed:

• Bubbles for Fama
  Presenter: Robin Greenwood, Harvard Business School
  Discussant: Francesco Franzoni, University of Lugano
• Man vs. Machine: Quantitative and Discretionary Equity Management
  Presenter: Simona Abis, INSEAD
  Discussant: Marcin Kacperczyk, Imperial College London
• Unpacking Global Capital Flows: A Micro-Data Approach to Macro Facts
  Presenter: Matteo Maggiori, Harvard University
  Discussant: Tarek Hassan, Boston University
• Incentive Constrained Risk Sharing, Segmentation and Asset Pricing
  Presenter: Bruno Biais, Toulouse School of Economics
  Discussant: James Dow, London Business School
• The Regulation of Charlatans in High-Skill Professions
  Presenter: Jules Van Binsbergen, Wharton School, University of Pennsylvania
  Discussant: Peter Kondor, London School of Economics
• Do Banks Pass Through Credit Expansions to Consumers Who Want To Borrow?
  Presenter: Johannes Stroebel, NYU Stern School of Business
  Discussant: Daniel Paravisini, London School of Economics

The event included presentation of the first AQR Asset Management Institute Young Researcher Award recognising exceptional junior faculty in the field of asset management.

Event materials

Download the conference programme

Read abstracts of the papers presented

View the event brochure including speaker biographies