BI-SHoF Conference 2021

The Center for Asset Pricing Research at BI Norwegian Business School is hosting the 7th BI-SHoF conference on asset pricing and financial econometrics. The BI-SHoF conference is a collaboration between BI and the Swedish House of Finance alternating between Oslo and Stockholm.

Each paper has 45 minutes, which are divided as follows:

25 minutes for the presentation,
15 minutes for the discussant,
5 minutes for the presenter to reply to the discussant, and take questions from the audience.

Thursday, August 12

13:00 - 13:05 Welcome and opening remarks

Session 1. Chair: Tatyana Marchuk

13:05 - 13:50 Cyclical risk appetite, Elisa Luciano (Collegio Carlo Alberto)
Discussant: Paul Ehling (BI)

13:55 - 14:40 Stock market participation and portfolio shares over the life-cycle, Francisco Gomes (LBS)
Discussant: Martin Blomhoff Holm (UiO)

14:45 - 15:30 Forgiven but not forgotten: Emerging market credit spreads following debt relief, David Lando (CBS)
Discussant: Valeri Sokolovski (HEC Montréal)

15:30 - 16:00 Coffee break and breakout rooms

Session 2. Chair: Thomas Poulsen

16:00 - 16:45 Putting the price in asset pricing, Christopher Polk (LSE)
Discussant: Costas Xiouros (BI)

16:50 - 17:35 Priceless consumption, Frederico Belo (Insead)
Discussant: Zhaneta Tancheva (BI)

17:35 - 18:05 Coffee break and breakout rooms

18:05 – 19:00 Reception and Drinks

Friday, August 13

Session 3. Chair: Riccardo Sabbatucci

13:00 - 13:45 ES risks and shareholder voice, Bige Kahraman Alper (Oxford University)
Discussant: Francesco Nicolai (BI)

13:50 - 14:35 Different strokes: Return predictability across stocks and bonds with machine learning and big data, Amit Goyal (SFI Lausanne)
Discussant: Alejandro Lopez-Lira (BI)

14:35 - 15:05 Coffee break and breakout rooms

Session 4. Chair: Sven Klingler

15:05 - 15:50 Heterogeneous global booms and busts, Peter Kondor (LSE)
Discussant: Iván Alfaro (BI)

15:55 - 16:40 Smart beta made smart: Synthetic risk factors for institutional and retail investors, Riccardo Sabbatucci (SSE)
Discussant: Simon Rottke (University of Amsterdam)

16:40 - 17:10 Coffee break and breakout rooms

17:10 – 18:00 Closing remarks and virtual drinks