Conference Agenda

Session
5.4: New Perspectives on Asset Pricing Theory
Time:
Thursday, 30/May/2024:
2:30pm - 4:15pm

Session Chair: Hengjie Ai, University of Wisconsin
Location: Charlottenburg II


Presentations

Responsible Consumption, Demand Elasticity, and the Green Premium

Xuhui Chen, Lorenzo Garlappi, Ali Lazrak

University of British Columbia

Discussant: Shaojun Zhang (Ohio State University)

Chen-Responsible Consumption, Demand Elasticity, and the Green Premium-1460.pdf


Dynamic Trading and Asset Pricing with Time-Inconsistent Agents

Lars A. Lochstoer1, Stig R. H. Lundeby2, Zhaneta K. Tancheva2

1UCLA Anderson School of Management; 2BI Norwegian Business School

Discussant: Ella Patelli (UBC)

Lochstoer-Dynamic Trading and Asset Pricing with Time-Inconsistent Agents-1294.pdf


Demand-System Asset Pricing: Theoretical Foundations

William Fuchs1, Satoshi Fukuda2, Daniel Neuhann1

1University of Texas at Austin, United States of America; 2Bocconi University

Discussant: Hengjie Ai (University of Wisconsin)

Fuchs-Demand-System Asset Pricing-1066.pdf