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Q Group - The institute for quantitative research in finance

Q Group Fall 2021 Seminar

  • October 24, 2021
  • October 27, 2021
  • The Ritz-Carlton, Laguna Niguel

Registration

  • Depending on your company's membership, one or two seats per seminar are already included in your membership. Additional seats can be purchased for $1,400 per person.
  • Non-member companies attending pay $1,400 per seat.
  • Depending on your company's membership, one or two seats per seminar are already included in your membership. Additional seats can be purchased for $1,400 per person.
  • Non-member companies attending pay $1,400 per seat.

Registration is closed

FALL 2021 SEMINAR REGISTRATION

IS NOW OPEN!


October 24-27, 2021

Registration is currently open for the Q Group Fall 2021 Seminar, which will take place in-person on October 24-27, 2021 at The Ritz-Carlton Laguna Niguel in Dana Point, California.

We are also pleased to offer a virtual option for those who are unable to travel at this time due to the ongoing Covid-19 Pandemic.  When registering, please be sure to indicate if you’d like to attend in-person or virtually.



Sunday, October 24, 2021


6:00pm - 8:30pm PDT

Welcome Dinner



Monday, October 25, 2021


9:00am - 10:15am PDT

Volatility-of-Volatility Risk in Asset Pricing

Presented In-Person by:  Tarun Chordia


10:15am - 10:45am PDT

Morning Break


10:45am - 12:00pm PDT

Question & Answer Session

Presented Virtually with: Eugene Fama


12:00pm - 4:00pm PDT

Lunch Break and One-on-One Time


4:00pm - 5:15pm PDT

Is Automatic Enrollment Consistent with a Life Cycle Model?

Presented In-Person by: Sita Slavov


5:15pm - 5:45pm PDT

Afternoon Break


5:45pm - 7:00pm PDT

Recovering Heterogeneous Beliefs and Preferences From Asset Prices

Presented In-Person by: Anisha Ghosh


7:00pm - 9:00pm PDT

Dinner



Tuesday, October 26, 2021


9:00am - 10:15am PDT

Question & Answer Session

Presented Virtually with: John Cochrane


10:15am - 10:45am PDT

Morning Break


10:45am - 12:00pm PDT

Sustainable Investing in Equilibrium

Presented In-Person by: Lucian "Luke" Taylor


12:00pm - 4:00pm PDT

Lunch Break and One-on-One Time


4:00pm - 5:15pm PDT

The Hedge Fun Industry is Bigger (and has Performed Better) Than You Think

Presented In-Person by: Russ Wermers


5:15pm - 5:45pm PDT

Afternoon Break


5:45pm - 7:00pm PDT

Duration Based Stock Valuation: Reassessing Stock Market Performance and Volatility

Presented In-Person by: Jules Van Binsbergen


7:00pm - 9:00pm PDT

Dinner



Wednesday, October 27, 2021


8:00am - 9:15am PDT

Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing

Presented In-Person by: Lu Zheng


9:15am - 9:45am PDT

Morning Break


9:45am - 11:00am PDT

Neglected Information: What is in the Shape of Return Distribution? 

Presented In-Person by: Maryam Farboodi



UPDATE: Due to the progression of the COVID-19 Delta variant and the increased hospitalizations, Q Group has made the decision to require full vaccination to attend the Fall 2021 conference in person.  In order to attend in person, you will be required to submit proof of vaccination by October 15 to the Q Group staff, Jenna Ayala, jayala@jaffemanagement.com or Courtney Vanderheiden, cvanderheiden@jaffemanagement.com.  




Q Group - The institute for quantitative research in finance

Contact Us
Executive Director
Jenna Ayala
212.744.6825


Program Coordinator
Krishna Ramaswamy
215.898.6206


Research Coordinator
Lawrence Harris
323.244.1154

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