Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Please note that all times are shown in the time zone of the conference. The current conference time is: 1st May 2025, 02:50:18am CEST

 
 
Session Overview
Session
4.4: Fund Mandates and Pricing Consequences
Time:
Thursday, 30/May/2024:
10:30am - 12:15pm

Session Chair: Chotibhak Jotikasthira, SMU - Cox School of Business
Location: Charlottenburg II


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Presentations

Passive Demand and Active Supply: Evidence from Maturity-mandated Corporate Bond Funds

Lorenzo Bretscher1, Lukas Schmid2, Tiange Ye2

1University of Lausanne; 2University of Southern California

Discussant: Giorgio Ottonello (Nova School of Business and Economics)

Bretscher-Passive Demand and Active Supply-857.pdf


Off Target: On the Underperformance of Target-Date Funds

David Brown1, Shaun Davies2

1University of Arizona; 2University of Colorado, Boulder

Discussant: Jinming XUE (Southern Methodist University)

Brown-Off Target-250.pdf


Institutional Investors, Securities Lending, and Short-Selling Constraints

Taisiya Sikorskaya

London Business School, United Kingdom

Discussant: Mehrdad Samadi (Federal Reserve Board)

Sikorskaya-Institutional Investors, Securities Lending, and Short-Selling Constraints-1020.pdf


 
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