Welcome to the Rodney L. White Center for Financial Research, an independently managed site at the Wharton School of the University of Pennsylvania.








 

PAST CONFERENCES

Fall 2006 2006 2007 2008 2009 2010 Winter2011 2011
Fall 2011

 

Conference on Household Portfolio Choice

 and Investment Decisions

Friday March 16, 2012

 

Conference Overview


The Rodney L. White Center for Financial Research invites academics to present their current research on topics broadly related to individual and household portfolio choice and investment decisions.  The conference participants include academicians and practitioners with special expertise in this area.  The majority of the papers will include empirical work.  The format of the conference will involve the presentation of four or five papers with one or two discussants for each paper.  Attendance is by invitation only.


Participation is by invitation only.

 

8:30 - 9:00       Continental Breakfast

 

9:00 - 10:15     Misvaluing Innovation

                        Lauren Cohen, Harvard Business School (presenter)

Karl Diether, Dartmouth College

Christopher Malloy, Harvard Business School

 

                        Discussants:    Todd Gormley, Wharton School

                                                Sean Campbell, Board of Governors of the Federal Reserve System

           

10:30 – 11:45 Star Rankings and Optimal Asset Allocation

                        Robert L. McDonald, Northwestern University (presenter)

                        Thomas A. Rietz, University of Iowa

 

                        Discussants:    Simon Gervais, Duke University

                                                Owen Lamont, Harvard University

                         

11:45 – 1:30    Lunchtime Speaker, Andrew Lo, MIT 

                        “Can Financial Engineering Cure Cancer?”

                         

1:45 – 3:00      Retirement Investing: Analyzing the ‘Roth’ Conversion and Re-characterization Options

Robert Dammon, Carnegie Mellon University

Chester Spatt, Carnegie Mellon University  (presenter)

Harold H. Zhang, University of Texas at Dallas

 

Discussants:    Stijn Van Nieuwerburgh, New York University

                        Joel Dickson, Vanguard

 

3:15 – 4:30      Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

                        Ralph S. J. Koijen, University of Chicago

Stijn Van Nieuwerburgh, New York University

Motohiro Yogo, Federal Reserve Bank of Minneapolis (presenter)

 

                        Discussants:    Olivia Mitchell, Wharton School

                                                Brett Hammond, TIAA-CREF

                         

4:30                 Adjournment

 

Organizing Committee
The conference is organized by Professor Jessica Wachter from the Finance Department of the Wharton School.

Conference Location: The Wharton School, University of Pennsylvania

Conference Administrator

Elaine M. Thomas
Associate Director
Rodney L. White Center for Financial Research
The Wharton School, University of Pennsylvania
3254 Steinberg Hall-Dietrich Hall
Philadelphia, PA 19104-6367
rlwctr@finance.wharton.upenn.edu
(215) 898-7616
(215) 573-8084 (Fax)

 



Rodney L. White Center for
Financial Research
Telephone: (215) 898-7616
Facsimile: (215) 573-8084
Email: rlwctr@finance.wharton.upenn.edu

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