PROGRAMME 2024
October 3rd
Thursday
08.30
REGISTRATION
09.00
WELCOME AND OPENING REMARKS
09.15
SESSION I
Invited Talk: Inflation and the Carbon Premium
Marcin Kacperczyk, Imperial College London & CEPR, Programme Chair
Carbon-Transition Risk and Net-Zero Portfolios
Gino Cenedese, Fulcrum Asset Management, London (join with Shangqi Han and Marcin Kacperczyk)
Discussant: TBA
Technological Greenness and Long-run Performance
Irene Monasterolo, Utrecht University & CEPR (join with Stefano Battiston and Maurizio Montone)
Discussant: TBA
11.00
COFFEE BREAK
11.30
SESSION II
Green Bonds: New Label, Same Projects
Pauline Lam, New York University (join with Jeffrey Wurgler)
Discussant: TBA
Do Voluntary Pledges Make Loans Greener?
Robin Döttling, Erasmus University (join with Tobias Berg, Xander Hut and Wolf Wagner)
Discussant: TBA
Greenness Demand for US Corporate Bonds
Alexander Pasler, Vienna University of Economics and Business (join with Rainer Jankowitsch, Patrick Weiss and Josef Zechner)
Discussant: TBA
13.00
LUNCH
14.15
SESSION III
Weather Variance Risk Premia
Stephen Szaura, BI Norwegian Business School, Oslo (join with Joon Woo Bae, Yoontae Jeon and Virgilio Zurita)
Discussant: TBA
The Value of ESG Data Granularity for Disclosure Purposes – Focus on Physical Risk Cospeaker
Valeria Nale, CRIF Trasformation Services, Milan (join with Mario Martina)
Discussant: TBA
Climate Risk, Soft Information, and Credit Supply
Sergio Mayordomo, Bank of Spain, Madrid (join with Laura Álvarez-Román, Carles Vergara-Alert and Xavier Vives)
Discussant: TBA
16.45
SESSION IV
ESG Favoritism in Mutual Fund Families
Anna Zsofia Csiky, Vienna University of Economics and Business (join with Rainer Jankowitsch, Alexander Pasler and Marti G. Subrahmanyam)
Discussant: TBA
Sustainable Short Selling
Mila Getmansky Sherman, University of Massachusetts, Amherst (join with Bing Liang, Loriana Pelizzon and Tianyi Qu)
Discussant: TBA
Responsible Investing under Climate Change Uncertainty
Francesco Rocciolo, Nazarbayev University (join with Monica Billio and Massimo Guidolin)
Discussant: TBA
20.00
SOCIAL DINNER
October 4th
Friday
09.00
SESSION V
Invited Talk: The EPOCH of AI
Roberto Rigobon, MIT Sloan School of Management, Cambridge
How Ethical Should AI Be? How AI Alignment Shapes the Risk Preferences of LLMs
Shumiao Ouyang, University of Oxford (join with Hayong Yun and Xingjian Zheng)
Discussant: TBA
Producing AI Innovation and Its Value Implications
Ambrus Kecskés, York University, Toronto (join with Ali Ahmadi, Roni Michaely and Phuong-Anh Nguyen)
Discussant: TBA
10.45
COFFEE BREAK
11.15
PANEL SESSION 1
13.00
LUNCH
14.15
SESSION VI
Invited Talk: Artificial Intelligence for Sustainable Finance
Marie Brière, AMUNDI & Université Libre de Bruxelles
Data Risk, Firm Growth, and Innovation
Kumar Rishabh, University of Lausanne & University of Basel (join with Orlando Gomes and Roxana Mihet)
Discussant: TBA
On the Origins of Cyber Risk: The Role of Software Vulnerabilities
Antonino Emanuele Rizzo, University of Notre Dame & NOVA School of Business and Economics, Carcavelos (join with Giorgio Ottonello)
Discussant: TBA
16.45
PANEL SESSION 2
18.00
CLOSING REMARKS and END OF THE CONFERENCE
