“Innovation in investing for the long run”

Grandhotel Schloss Bensberg, Bergisch-Gladbach, Cologne, Germany,

24 – 26 September 2023

Sunday, 24 September 2023

19.00h

Registration, reception and dinner Hotel Schloss Bensberg

Monday, 25 September 2023

7.30 – 8.45h	Breakfast
8.45 – 9.00h	Opening Remarks
9.00 – 10.00h	From man versus machine to man plus machine: the art and AI of stock analyses Wei Jiang, Goizueta Business School, Emory University
10.00 – 11.00h	The Virtue of Complexity Brian Kelly, Yale School of Business
11.00 – 11.30h	Coffee break
11.30 – 12.30h	Less is more? Biases and overfitting in cross-sectional machine learning return predictions   Clint Howard, Robeco and University of Technology Sydney
12.30 – 14.00h	Lunch
14.00 – 15.00h	Mutual Fund Analysts as Information Intermediaries Felix Wilke, Nova School of Business & Economics
15.00 – 15.30h	Refreshment break
15.30 – 16.30h	How to deal with missing data Martin Lettau, Haas School of Business at the University of California at Berkeley
16.30 – 17.30h	Alternative data in investment management Petter Kolm,New York University
18.00 – 23.00h	Social program (t.b.c.)

Tuesday, 26 September 2023

8.00 – 9.00h	Breakfast
9.00 – 10.00h	Advances in NLP in Finance: Sentiment, News and BloombergGPT Gary Kazantsev, Head of Quant Technology Strategy Bloomberg L.P. and Adjunct Professor Columbia University
10.00 – 11.00h	Climate Change and Long-Horizon Portfolio Choice: Combining Theory and Empirics * Mathijs Cosemans, Mathijs van Dijk, Xander Hut*, Rotterdam School of Management, Erasmus University
11.00 – 11.30h	Inquire Europe Annual Business Meeting and Coffee break
11.30 – 12.30h	What is Missing in Asset-Pricing Factor Models Irina Zviadadze, Raman Uppal, Paulo Zaffaroni, Imperial College London, HEC Paris and CEPR
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