Virtual, July 6-8, 2022

Session Details

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Financial Stability and Asset Management

Time:Friday, July 8, 2022 10:15 - 12:00Location:Stream 5Session Chair:Jaewon Choi, University of Illinois at Urbana-Champaign Zoom:

LTCM Redux? Hedge Fund Treasury Trading and Funding Fragility

Mathias Kruttli; Federal Reserve Board

Phillip Monin; Federal Reserve Board of Governors

Lubomir Petrasek; Federal Reserve Board

Sumudu Watugala; Cornell University

  Presenter: Sumudu Watugala, Cornell University

  Discussant: Tao Li, University of Florida

Sustainability or Performance? Ratings and Fund Managers’ Incentives

Nickolay Gantchev; University of Warwick

Mariassunta Giannetti; Stockholm School of Economics

Rachel Li; University of Alabama

  Presenter: Rachel Li, University of Alabama

  Discussant: Qifei Zhu, Nanyang Technological University

The Unintended Consequences of Investing for the Long Run: Evidence from the Target Date Funds

Massimo Massa; INSEAD

Rabih Moussawi; Villanova University

Andrei Simonov; Michigan State University

  Presenter: Andrei Simonov, Michigan State University

  Discussant: Ji Yeol Jimmy Oh, Hanyang University

The Information in Portfolio Holdings and Investors' Capital Allocations

Bingkuan Cao; University of Maryland

  Presenter: Bingkuan Cao, University of Maryland

  Discussant: Jeong Ho (John) Kim, Emory University

Put Away