Events Search and Views Navigation
September 2021
October 2021
University of Virginia Investing Conference (UVIC) 2021
More details to be posted on https://www.darden.virginia.edu/mayo-center/events/uvic
Find out more »November 2021
February 2022
2022 ICI/Mayo Academic and Practitioner Symposium – Day 1
Co-hosted by the Investment Company Institute and the Richard A. Mayo Center for Asset Management, Darden School of Business, University of Virginia. Climate Change and Asset Management Featuring Keynote Speakers: Lisa Jones (President and CEO, Amundi US) Lubos Pastor (Charles P. McQuaid Professor of Finance, University of Chicago) DATE: 11…
Find out more »March 2022
April 2022
Berk Sensoy (Vanderbilt University, Owen Graduate School of Management)
Diversifying Private Equity Abstract Most institutional investors in private equity (PE) invest in just one or two PE funds per year. For these investors, it is overly optimistic to judge the value of PE as an asset class by its average performance, as prior literature does, because it does not…
Find out more »Michael Weber (The University of Chicago, Booth School of Business)
Missing Data in Asset Pricing Panels Abstract Missing data for return predictors is a common problem in cross sectional asset pricing studies. Most papers do not explicitly discuss how they treat missing data but conventional treatments focus on complete cases for all predictors or impute the unconditional mean for the…
Find out more »Vaska Atta-Darkua – Darden – Brown Bag Series
Zoom link: https://darden-virginia.zoom.us/j/96249829459. Decarbonizing Institutional Investor Portfolios by Vaska Atta-Darkua, Simon Glossner, Philipp Krueger, Pedro Matos Combining global data on institutional investors’ equity holdings and firm-level carbon emissions, we study whether and how climate-conscious institutions reduce the carbon emissions of their equity portfolios. We find that institutions actively decarbonized their…
Find out more »May 2022
Frank Warnock – Brown Bag Series – Darden
Foreign Investors and US Treasuries Alexandra M. Tabova & Francis E. Warnock We build, from confidential security-level surveys, a novel dataset on the size, flows, coupon payments, and returns of the US Treasuries portfolios of foreign and US investors. The internally consistent dataset provides evidence on foreigners’ Treasuries portfolios that…
Find out more »