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December 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
Jiacui Li – Utah – Brown Bag Series
Prices Are Less Elastic at More Aggregate Levels Abstract To understand the role of demand in asset pricing, a central parameter of interest is the price multiplier M: each $1 additional demand will change the market value of assets by $M. We argue that the price multiplier should depend on…
Find out more »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 »Daniel Greenwald – MIT
Daniel will present his paper, 'The Credit Line Channel' in-person at Rouss and Robertson Hall Room 305. The paper is attached and the abstract appears below. The seminar can also be attended virtually at the following Zoom Link: https://www.commerce.virginia.edu/CIFM-seminar The Credit Line Channel Abstract: Aggregate U.S. bank lending to firms…
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