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October25-27,2017
9.15–10.45 SESSION1:InstitutionalInvestorsǀǀChair:RomanKräussl,LSF
TheAssetAllocationsandReturnExpectationsofInstitutionalInvestors
AleksandorAndonov(ErasmusUniversity)andJoshuaD.Rauh(StanfordGSB,HooverInstitutionandNBER)
Discussant:AmitGoyal(UniversityofLausanneandSFI)
TheSustainabilityFootprintofInstitutionalInvestors
RajnaGibsonBrandon(UniversityofGenevaandSFI)andPhilippKrüger(UniversityofGenevaandSFI)
Discussant:DenitsaStefanova(LSF)
10.45–11.15 **Coffee**
GrowingBeyondPerformance
WenxiJiang(CUHKBusinessSchool,TheChineseUniversityofHongKong)andMindyX.Zhang(McCombsSchoolofBusiness,UniversityofTexasatAustin)
Discussant:JeromeDugast(LSF)
IQfromIP:SimplifyingSearchinPortfolioChoiceHuaizhiChen(HarvardBusinessSchool),LaurenCohen(HarvardBusinessSchoolandNBER),UmitG.Gurun(UniversityofTexasatDallasandNBER),DongLou(LondonSchoolofEconomicsandCEPR)andChristopherJ.Malloy(HarvardBusinessSchoolandNBER)Discussant:JoniKokkonen(Catolica-LisbonSchoolofBusinessandEconomics)
12.45–14.00 **Lunch**
DissectingCharacteristicsNonparametricallyJoachimFreyberger(UniversityofWisconsin-Madison),AndreasNeuhierl(UniversityofNotreDame)andMichaelWeber(BoothSchoolofBusiness,UniversityofChicago)Discussant:BenjaminHolcblat(LSF)
BearBetaZhongjinLu(TerryCollegeofBusiness,UniversityofGeorgia)andScottMurray(J.MackRobinsonCollegeofBusiness,GeorgiaStateUniversity)Discussant:WenxiJiang(CUHKBusinessSchool,TheChineseUniversityofHongKong)
16.00 BusleavesfromLSF
17.00 15YearsAnniversaryLuxembourgSchoolofFinance-Moderator:RomanKräussl,LSF
17.05 WelcomingWords:TiborNeugebauer,ViceDeanofFacultyandJangSchiltz,DirectorofLSF
17.15 KeynoteTBD ,PierreGramegna,MinisterofFinance,GrandDuchyofLuxembourg
17.45 KeynoteSurveyExpectationsinFinanceandMacroeconomics ,AndreiShleifer,ProfessorofEconomicsatHarvardUniversity,incl.Q&A
19.00 **CocktailReception**
20.00 **Dinner**
Programofthe6thLuxembourgAssetManagementSummit
Thursday,October26,2017Sessions-LuxembourgSchoolofFinance(LSF)
Wednesday,October25,201719.00InformalWelcomeReception,followedbyDinner
8.30–9.00 **Coffee**
11.15–12.45
OpeningwordsbyMattiSuominen,AaltoUniversity9.00–9.15
14.00–15.30 SESSION3:AssetPricePredictabilityǀǀChair:UlfvonLilienfeld-Toal,LSF
SESSION2:MutualFundManagersǀǀChair:MattiSuominen,AaltoUniversity
LeverageNetworkandMarketContagion
JiangzeBian(UniversityofInternationalBusinessandEconomics),ZhiDa(UniversityofNotreDame),DongLou(LondonSchoolofEconomicsandCEPR)andHaoZhou(PBCSchoolofFinance,TsinghuaUniversity)Discussant:LaszloSandor(LSF)
EquityisCheapforLargeFinancialInstitutions
PriyankGandhi(UniversityofNotreDame),HannoLustig(StanfordGSBandNBER)andAlbertoPlazzi(USILuganoandSFI)
Discussant:YizhouXiao(TheChineseUniversityofHongKong)
10.30–11.00 **Coffee**
PersistentBlessingsofLuck
LinWilliamCong(BoothSchoolofBusiness,UniversityofChicago)andYizhouXiao(TheChineseUniversityofHongKong)
Discussant:AlbertoPlazzi(USILuganoandSFI)
LiquidityProvisionontheSecondaryMarketforPrivateEquityFundStakes
RuiAlbuquerque(CarrollSchoolofManagement,BostonCollegeandCEPRandECGI),JohanCassel(SaidSchoolofBusiness,UniversityofOxfordandOxford-ManInstitute),LudovicPhalippou(SaidSchoolofBusiness,UniversityofOxford)andEnriqueSchroth(CassBusinessSchool,CityUniversityLondonandCEPR)Discussant:JulienPenasse(LSF)
12.30–13.30 **Lunch**
MediaReinforcementinInternationalFinancialMarkets
KennethFroot(HarvardBusinessSchool),XiaoxiaLou(AlfredLernerCollegeofBusiness,UniversityofDelaware),GideonOzik(EDHECBusinessSchool,Nice),RonnieSadka(CarrollSchoolofManagement,BostonCollege)andSiyiShen(CarrollSchoolofManagement,BostonCollege)Discussant:ScottMurray(J.MackRobinsonCollegeofBusiness,GeorgiaStateUniversity)
p-Hacking:EvidencefromTwoMillionStrategies
TarunChordia(GoizuetaBusinessSchool,EmoryUniversity),AmitGoyal(UniversityofLausanneandSFI)andAlessioSaretto(NaveenVindalSchoolofManagement,UniversityofTexasatDallas)Discussant:KalleRinne(LSF)
Pleasenotethesuggestedtimesetupof25min.presentation,10min.discussion,and10min.openfloor
13.30–15.00
Friday,October27,2017Sessions-LuxembourgSchoolofFinance(LSF)
SESSION6:MarketEfficiencyǀǀChair:RomanKräussl,LSF
15.00–15.15 ClosingwordsbyRomanKräussl,LSF
15.15 **CocktailReception**
11.00–12.30 SESSION5:VentureCapitalandPrivateEquityǀǀChair:JangSchiltz,LSF
Programofthe6thLuxembourgAssetManagementSummit
8.30–9.00 **Coffee**
9.00–10.30 SESSION4:FinancialContagionandCrisesǀǀChair:MattiSuominen,AaltoUniversity