Joint Autumn Seminar 2022
“Recent Advances in Quant Investing”
Hotel Dieu InterContinental Marseille, 2 – 4 October 2022
Sunday, 2 October 2022
| 19.00h | Registration, reception and dinner at InterContinental Hotel Dieu – Marseille, France |
Monday, 3 October 2022
| 7.30 – 8.45h | Breakfast |
| 8.45 – 9.00h | Welcome & Opening Remarks |
| 9.00 – 10.00h | Choosing Investment Managers Amit Goyal*, Sunil Wahal and Deniz Yavuz (University of Lausanne and Swiss Finance Institute) |
| 10.00 – 11.00h | Value versus Glamour Stocks: The Return of Irrational Exuberance? Benoit Bellone* and Raul Leote de Carvalho (BNP Paribas) |
| 11.00 – 11.30h | Coffee break |
| 11.30 – 12.30h | How do Funds Deviate from Benchmarks? Evidence from MSCI’s Inclusion of Chinese A-shares Lennart Dekker*, Jasmin Gider and Frank de Jong (Tilburg University) |
| 12.30 – 14.00h | Inquire Europe Annual General Members Meeting |
| 12.30 – 14.00h | Lunch |
| 14.00 – 15.00h | Institutional Investors and Infrastructure Investing Aleksandar Andonov*, Josh Rauh and Roman Krausl (University of Amsterdam) |
| 15.00 – 16.00h | Safe Asset Carry Trade Benedikt Ballensiefen* and Angelo Ranaldo (University of St. Gallen) |
| 16.00 – 16.30h | Coffee break |
| 16.30 – 17.30h | Empirical Evidence on the Ownerschip and Liquidity of Real Estate Tokens Laurens Swinkels (Robeco and Erasmus University) |
| 18.30 – 23.00h | Social program (t.b.c.) |
Tuesday, 4 October 2022
| 8.00 – 9.00h | Breakfast |
| 9.00 – 10.00h | LTCM Redux? Hedge Fund Treasury Trading and Funding Fragility Sumudu Watugala* (Kelley School of Business, Indiana University), Mathias S. Kruttli, Phillip J. Monin and Lubomir Petrasek (all FED) |
| 10.00 – 11.00h | Pricing currency risks Magnus Dahlquist* (Stockholm School of Economics), Mikhail Chernov and Lars Lochstoer (UCLA) |
| 11.00 – 11.30h | Coffee break |
| 11.30 – 12.30h | Green Sentiment, Stock Returns and Corporate Behavior Marie Briere* (Amundi and Université Libre de Bruxelles) and Stefano Ramelli (University of Zurich) |
| 12.30 – 13.30h | Lunch and closing of the seminar |
| 13.45h | Departure of the coach from the hotel to the airport |
* speaker at the seminar