Theme: Expectations and Asset Prices |
Venue: NH Collection Hotel Prague
Papers
Keynote: Market Memory: Experiences, Expectations, and Asset Prices
Stefan Nagel (University of Chicago)
Keynote: Reflexivity and Froth in Credit Markets
Robin Greenwood (Harvard Business School)
Keynote: Understanding Return Expectations
Antti Ilmanen (AQR)
Disagreement of Disagreement
Hrvoje Kurtović* (HEC Lausanne), Campbell Harvey (Duke University), Christian Goulding (Auburn University)
The Term Structure of Return Expectations
Cameron Peng* (London School of Economics), Federico Bastianello (London Business School and CEPR)
Subjective Beliefs and the Portfolio Allocations of Institutional Investors
Andrei Goncalves* (The Ohio State University), Aleksandar Andonov (University of Amsterdam), Spencer Couts (University of Southern California) Johnathan Loudis (University of Notre Dame), Andrea Rossi (University of Arizona)
Tactical Asset Allocations of Large Asset Managers
Markus Ibert (Copenhagen Business School)
What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts
Clifton Green* (Emory University), Shuaiyu Chen (University of Virginia), Huseyin Gulen (Purdue University), Dexin Zhou (Baruch College)
Reviving Anomalies
Florian Berg* (Massachusetts Institute of Technology), Heiner Beckmeyer, Timo Wiedemann, Jonas Wortmann (University of Münster)
Artificial Intelligence–Powered (Finance) Scholarship
Mihail Velikov* (Pennsylvania State University), Robert Novy-Marx (University of Rochester and NBER)