18th Meeting (Spring 2018)

May 05 - May 05, 2018

MIT Sloan School of Management

We thank Andrey Malenko and Haoxiang Zhu for organizing this meeting.

 

Program

 

Friday, May 4, 2018

FTG Special Event on Contract Theory in Honor of Nobel Prize Winners Oliver Hart and Bengt Holmstrom
Location: MIT’s Samberg Conference Center, 7
th floor of E52 (50 Memorial Drive) 

 

Sessions on Recent Research on Contract Theory

1:30-2:50pm 

Finance and Control – presenter: Patrick Bolton; commentator: Jeffrey Zwiebel; chair: Philip Bond

2:50-3:10pm

Coffee Break

3:10-4:30pm 

Dynamic Financial Contracting – presenter: Peter DeMarzo; commentator: Jean-Charles Rochet; chair: Marcus Opp

4:30-4:50pm

Coffee Break

 

 

4:50-6:10pm

Panel discussion by Oliver Hart and Bengt Holmstrom“Contract Theory – Past, Present, and Future/Progress and Challenges”
moderator: Adriano Rampini; introduction: Christine Parlour

6:15-7:00pm

Reception

7:00-9:30pm

Dinner

 

Saturday, May 5, 2018

 

Regular FTG Meeting
Location: Room 276 of E62 (100 Main Street)

 

7:45-8:30am

Breakfast and Coffee 

8:30-9:30am

Design of Macro-prudential Stress Tests
Dmitry Orlov, Pavel Zryumov, Andrzej Skrzypacz

9:30-9:50am

Coffee Break

9:50-10:50am

Dynamic Asset Allocation with Hidden Volatility
Felix Feng, Mark Westerfield

10:50-11:10am

Coffee Break

11:10-12:10pm

Trading in Crowded Markets
Stepan Gorban, Anna Obizhaeva, Yajun Wang

12:10-1:40pm

Lunch and business meeting

1:40-2:40pm

Demand Disagreement
Christian Heyerdahl-Larsen, Philipp Illeditsch

2:40-3:00pm

Coffee Break

3:00-4:00pm

Leverage Dynamics without Commitment
Peter DeMarzo, Zhiguo He

4:00 pm

Adjourn

Participants

Toni Ahnert (Bank of Canada)
Vladimir Asriyan (CREi)
Efstathios Avdis (Alberta)
Ulf Axelson (LSE)
Ana Babus (Wash U)
Snehal Banerjee (UCSD)
Bruno Biais (Toulouse)
Patrick Bolton (Columbia)
Philip Bond (Washington)
Yasser Boualam (UNC)
Matthieu Bouvard (McGill)
Bradyn Breon-Drish (UCSD)
Andrea Buffa (BU)
Mike Burkart (LSE)
Elena Carletti (Bocconi)
Archishman Chakraborty (Yeshiva)
Zhaohui Chen (Virginia)
Ing-Haw Cheng (Dartmouth)
Jonathan Cohn (UT Austin)
Will Cong (Chicago)
James Dana (Northeastern)
Amil Dasgupta (LSE)
Shaun Davies (Colorado)
Eduardo Davila (NYU)
Jesse Davis (UNC)
Peter DeMarzo (Stanford)
Jason Donaldson (Wash U)
Selman Erol (Carnegie Mellon) 
Felix Feng (Notre Dame)
Michael Fishman (Northwestern)
Slava Fos (BC)
William Fuchs (UT Austin) 
Simon Gervais (Duke)
Vincent Glode (Wharton)
Brett Green (UC Berkeley)


 

Dirk Hackbarth (BU)
Valentin Haddad (UCLA)
Oliver Hart (Harvard)
Zhiguo He (Chicago)
Benjamin Hebert (Stanford)
Bengt Holmstrom (MIT)
Yunzhi Hu (UNC)
Philipp Illeditsch (Carnegie Mellon)
Ohad Kadan (Wash U)
Ron Kaniel (Rochester)
Peter Kondor (LSE)
Yrjo Koskinen (Calgary)
John Kuong (INSEAD)
Mina Lee (Wash U)
Samuel Lee (Santa Clara)
Yaron Leitner (Philadelphia Fed)
Doron Levit (Wharton)
Richard Lowery (UT Austin)
Evgeny Lyandres (BU) 
Igor Makarov (LSE)
Andrey Malenko (MIT)
Nadya Malenko (BC)
Ivan Marinovic (Stanford)
Egor Matveyev (MIT and Alberta)
Vincent Maurin (Stockholm)
Konstantin Milbradt (Northwestern)
Martin Oehmke (LSE)
Marcus Opp (Stockholm)
Dmitry Orlov (Rochester)
Emiliano Pagnotta (Imperial)
Cecilia Parlatore (NYU)
Christine Parlour (UC Berkeley)

Enrico Perotti (Amsterdam)
Tomasz Piskorski (Columbia)
Uday Rajan (Michigan)
Adriano Rampini (Duke)
Matthew Rhodes-Kropf (MIT)
Jean-Charles Rochet (Zurich)
Jacob Sagi (UNC)
Delphine Samuels (MIT)
Batchimeg Sambalaibat (Indiana)
Fenghua Song (Penn State)
Chester Spatt (Carnegie Mellon and MIT)
Kathryn Spier (Harvard)
Lars Stole (Chicago)
Gunter Strobl (Frankfurt)
Alireza Tahbaz-Salehi (Northwestern)
Anjan Thakor (Wash U)
James Thompson (Waterloo)
Giulio Trigilia (Rochester)
Victoria Vanasco (Stanford)
Felipe Varas (Duke)
S Viswanathan (Duke)
Vladimir Vladimirov (Amsterdam)
Yajun Wang (Maryland)
Brian Waters (Colorado)
Mark Westerfield (Washington)
Lucy White (BU)
Liyan Yang (Toronto)
Ming Yang (Duke)
Vijay Yerramilli (Houston)
Adam Zawadowski (CEU)
Ariel Zetlin-Jones (Carnegie Mellon)
Hongda Zhong (LSE)
Haoxiang Zhu (MIT)
John Zhu (Wharton)
Pavel Zryumov (Rochester)
Jeffrey Zwiebel (Stanford)




FTG