11th Meeting (Fall 2014)

Oct 24 - Oct 25, 2014

University of California, Los Angeles Anderson School of Management Los Angeles, CA Organizers: Daniel Andrei (UCLA), Bruce Carlin (UCLA), and Barney Hartman-Glaser (UCLA)


11th Members Meeting of the Finance Theory Group

Schedule

Friday, October 24, 2014
12:00pm − 1:30pm Lunch
1:30pm − 2:30pm Asset Management Contracts and Equilibrium Prices by Andrea Buffa, Dimitri Vayanos, and Paul Wooley
2:30pm − 2:50pm Break
2:50pm − 3:50pm Equilibrium Fast Trading  by Bruno Biais, Thierry Foucault, and Sophie Moinas
3:50pm − 4:10pm Break
4:10pm − 5:30pm Best job-market paper awards and business meeting
7:00pm Dinner in small groups
Saturday, October 25, 2015
8:30am − 9:00am Coffee and Light Refreshments
9:00am − 10:00am Heterogeneity in Decentralized Asset Markets  by Julien Hugonnier, Benjamin Lester, and Pierre-Olivier Weill
10:00am − 10:15am Break
10:15am − 11:15am A Closer Look at the Aumann-Serrano and Foster-Hart Measures of Riskiness by Chew Soo Hong and Jacob S. Sagi
11:15am − 11:30am Break
11:30am − 12:30pm Breakthroughs, Deadlines, and Severance: Contracting of Multistage Projects   by Brett Green and Curtis R. Taylor
12:30pm − Lunch
 

Participants

  • Hengjie Ai (Minnesota)
  • Daniel Andrei (UCLA Anderson)
  • Fernando Anjos (UT Austin)
  • Ana Babus (Chicago Fed)
  • Tony Bernardo (UCLA)
  • Bruno Biais (Toulouse)
  • Simon Board (UCLA)
  • Philip Bond (Washington)
  • Michael Brennan (UCLA)
  • Bradyn Breon-Drish (Stanford)
  • Andrea Buffa (Boston U)
  • Bruce Carlin (UCLA)
  • Archishman Chakraborty (Yeshiva)
  • Ing-Haw Cheng (Dartmouth)
  • Jonathan Cohn (UT Austin)
  • Will Cong (Chicago)
  • Marco Di Maggio (Columbia)
  • Sebastian Di Tella (Stanford)
  • Maryam Farboodi (Princeton)
  • William Fuchs (Berkeley)
  • Nicolae Gârleanu (Berkeley)
  • Simon Gervais (Duke)
  • Vincent Glode (Wharton)
  • Alexander Gorbenko (LBS)
  • Brett Green (Berkeley)
  • Dirk Hackbarth (Boston U)
  • Barney Hartman-Glaser (UCLA)
  • Chong Huang (UC Irvine)
  • Philipp Illeditsch (Wharton)
  • Ohad Kadan (Wash U)
  • Ron Kaniel (Rochester)
  • Yaron Leitner (Philadelphia Fed)
  • Doron Levit (Wharton)
  • Richard Lowery (UT Austin)
  • Semyon Malamud (EPFL)
  • Nadya Malenko (Boston College)
  • Gustavo Manso (Berkeley)
  • Rich Mathews (Maryland)
  • Beatrice Michaeli (UCLA)
  • Konstantin Milbradt (Kellogg)
  • Martin Oehmke (Columbia)
  • Christian Opp (Wharton)
  • Cecilia Parlatore (NYU)
  • Christine Parlour (Berkeley)
  • Giorgia Piacentino (Wash U)
  • Uday Rajan (Michigan)
  • Adriano Rampini (Duke)
  • Jacob Sagi (UNC)
  • Günter Strobl (Frankfurt)
  • Ajay Subramanian (Georgia State)
  • Martin Szydlowski (Minnesota)
  • James Thompson (Waterloo)
  • Edward Van Wesep (Colorado)
  • Victoria Vanasco (Stanford)
  • Pierre-Olivier Weill (UCLA)
  • Mark Westerfield (Washington)
  • Liyan Yang (Toronto)
  • Bilge Yılmaz (Wharton)
  • Haoxiang Zhu (MIT)



FTG