FARFE
Foundation for Advancement of Research in Financial Economics
Foundation for Advancement of Research in Financial Economics
The Seventh Conference and Sixth Ross Prize Award
MIT's Endicott House, 80 Haven Street, Dedham, MA 02026
| October 18, 2019 | ||
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| 6:00-7:30 | Reception (Gun Room) | |
| 7:30 | Dinner (Living Room) | |
| October 19, 2019 | ||
| 7:30 - 8:30 | Breakfast | |
| 7:30 | Breakfast Buffet in Dining Room for those staying at Endicott | |
| 8:00 | Continental Breakfast in BC Lobby for other conference participants | |
| 8:30-10:00 | SESSION 1: Ross Prize Lecture Chair: Rajnish Mehra, Arizona State University Climate Change Risk Ravi Bansal, Duke University (with Dana Kiku and Marcelo Ochoa) Uncertainty, Asset Pricing, and the Macroeconomy Amir Yaron, Bank of Israel and University of Pennsylvania |
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| 10:00-10:30 | Break | |
| 10:30-12:30 | SESSION 2: Preferences and Uncertainty Chair: Albert “Pete” Kyle, University of Maryland |
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| Macroeconomic Uncertainty Prices when Beliefs are Tenuous Lars Hansen, University of Chicago (with Thomas Sargent) Discussant: Stanley Zin, NYU |
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| The Cross-Section of Household Preferences John Campbell, Harvard University (with Laurent Calvet, Francisco Gomes, and Paolo Sodini) Discussant: Nikolai Roussanov, University of Pennsylvania |
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| 12:00-1:30 | Lunch (Living Room) | |
| 1:30-3:15 | SESSION 3: Long Run Growth, Economic Fundamentals, and Asset Prices Chair: Scott Richard, The Richard Funds LP |
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| Consumption in Asset Returns Svetlana Bryzgalova, LBS, and Christian Julliard, LSE Discussant: Jessica Wachter, University of Pennsylvania |
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| The Origins and Effects of Macroeconomic Uncertainty Howard Kung, LBS (with Francesco Bianchi and Mikhail Tirskikh) Discussant: Francois Gourio, Federal Reserve Bank of Chicago |
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| Asset Prices and Wealth Inequality Matthieu Gomez, Columbia University Discussant: Dimitris Papanikolaou, Northwestern University |
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| 3:15-3:35 | Break | |
| 3:35-4:50 | Panel Discussion: Climate Change (Background papers in parenthesis) Panelists: Christian Gollier, Toulouse School of Economics (The Cost-efficiency Carbon Pricing Puzzle) Lars Hansen, University of Chicago (Pricing Uncertainty Induced by Climate Change) Robert Litterman, Kepos Capital (and moderator) (Applying Asset Pricing Theory to Calibrate the Price of Climate Risk) Robert Pindyck, MIT (Climate Change Policy: What Do the Models Tell Us?) |
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| 4:50-5:00 | Break | |
| 5:00-6:00 | FARFE annual members meeting | |
| 6:00-7:30 | Reception (Gun Room) | 7:30 | Dinner (Living Room) |
Past FARFE Conferences
Founding Conference information and video clips