The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
Presenter: Bryan Kelly, The University of Chicago Booth School of Business
Discussant: Robert Stambaugh, The Wharton School
9:00 a.m. | Westside Ballroom, 5th Floor
Lucky Factors
Presenter: Campbell Harvey, Duke University, The Fuqua School of Business
Discussant: Marcos Lopez de Prado, Guggenheim Partners
10:15 a.m. | Westside Ballroom, 5th Floor
Size Matters, If You Control Your Junk
Lunch buffet
Presenter: Clifford Asness, AQR Capital Management
Discussant: Mark Carhart, Kepos Capital
11:30 a.m. | Westside Ballroom, 5th Floor
Carry and Trend in Lots of Places
Presenter: Vineer Bhansali, PIMCO
Discussant: Kent Smetters, The Wharton School
2:30 p.m. | Westside Ballroom, 5th Floor