I am more than happy to forward you the invitation to the 4th Asset Pricing Conference organised by LTI@UniTO (www.carloalberto.org/lti) which will take place on October 5th, from 9:50 to 17:50.

The conference will take place in hybrid form, with most of the speakers presenting in Torino. Anyone who is interested in participating can join us online on Zoom by registering using the link below.

The Fondazione Collegio Carlo Alberto is pleased to invite you to the following online event

October 5th, 2021 | 9:50-17:50

4th Asset Pricing Conference by LTI@UniTO

This online conference hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars.

Conference Program

09:50 - 10.00. Welcome

Speaker: Pietro Garibaldi (CCA)

10.00 - 10.50. Dynamic equity slope

Speaker: Matthijs Breugem (CCA), Discussant: Alessandro Graniero (BI Oslo)

10:50 – 11:10. Coffee Break

11:10 – 11:50. Credit Market Equivalents and the Valuation of Private Firm

Speaker: Roberto Steri (Luxembourg), Discussant: Loriana Pelizzon (Venice)

11:50 – 12:40. Subjective Risk Premia on Foreign Bonds

Speaker: Paul Whelan (CBS), Discussant: Adrian Buss (INSEAD)

12:40 – 14:00. Lunch Break

14:00 – 14:50. Wealth Inequality, Aggregate Risk, and Asset

Prices

Speaker: Harjoat Bhamra (Imperial), Discussant: Fabio Trojani (Unige)

14:50 – 15:40. The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times

Speaker: Alberto Plazzi (USI), Discussant: Christian Schlag (Goethe)

15:40 – 16:10. Coffee Break

16:10 – 17:00. What Makes Local Currency Bonds Riskier in the

Long Run?

Speaker: Pasquale Della Corte (Imperial), Discussant: Max Croce (Bocconi)

17:00 – 17:50. Job Market Paper Award: Cash Heterogeneity and the Payout Channel of Monetary Policy

Speaker: Altan Pazarbasi (Frankfurt School), Discussant: Bernard Dumas (INSEAD)

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