Leading academics from Europe and the US share and discuss their research on topics important to the study and practice of asset management.
The following papers were discussed:
Man vs. Machine: Quantitative and Discretionary Equity Management
Presenter: Simona Abis, INSEAD
Discussant: Marcin Kacperczyk, Imperial College London
Incentive Constrained Risk Sharing, Segmentation and Asset Pricing
Presenter: Bruno Biais, Toulouse School of Economics
Discussant: James Dow, London Business School
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.
Download the conference programme
Read abstracts of the papers presented
View the event brochure including speaker biographies