Announcement - 2021 4th Annual Carey Finance Conference

Conference date

04 Jun 2021




The Johns Hopkins Carey Business School, in partnership with Campbell & Company and T Rowe Price Investment Services, is pleased to present the 4th Annual Carey Finance Conference that will take place virtually on Friday, June 4, 2021. The one-day conference will feature 6 paper presentations (with discussants and open discussion). Professor Viral V. Acharya (New York University Stern School of Business) will deliver the keynote address. The conference will conclude with a roundtable discussion on Portfolio Construction and Alpha Identification.

REGISTRATION: Please email:
Also, the event will be live streamed, via the “Event Live Stream” link at the conference web site:


Note: all times are in U.S. Eastern Daylight Time (EDT)
8:00 – 8:15 a.m.
Welcome Remarks
Valerie Suslow, Professor and Vice Dean for Faculty & Research, JHU Carey Business School

8:15 – 10:00 a.m.
Is There Too Much Benchmarking in Asset Management?
Anna Pavlova, London Business School
Eduardo Davila, Yale University

On Interest-Bearing Central Bank Digital Currency with Heterogeneous Banks
Haoxiang Zho, MIT Sloan School of Management
Yu An, JHU Carey Business School

10:00 – 10:15 a.m.

10:15 a.m. – 12:00 p.m.
Getting to the Core: Inflation Risks Within and Across Asset Classes
Nikolai Roussanov, University of Pennsylvania Wharton School
Andrea Vedolin, Boston University Questrom School of Business

Manufacturing Risk-free Government Debt
Mindy Xiaolan: University of Texas at Austin McCombs School of Business
Alexandre Corhay, University of Toronto Rotman School of Management

12:00 – 12:15 p.m.

12:15 – 1:15 p.m. (Keynote Presentation)
The Value of a Cure: An Asset-Pricing Perspective
Keynote: Viral V. Acharya, C.V. Starr Professor of Economics, New York University Stern School of Business

1:15 – 3:00 p.m.
Expectations Uncertainty and Household Economic Behavior
Camelia Kuhnen, University of North Carolina Kenan-Flagler Business School
Michael Weber, University of Chicago Booth School of Business

Cross-sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data
Stefano Giglio, Yale University School of Management
Clara Vega, Federal Reserve Board

3:00 – 3:15 p.m.

3:15 – 4:30 p.m. (Roundtable Discussion)
Portfolio Construction and Alpha Identification: Challenges and Opportunities
Abby Joseph Cohen, Advisory Director and Senior Investment Strategist, Goldman Sachs
Kevin Cole, Chief Investment Officer, Ca.m.pbell & Company
Sébastien, Head of Global Multi-Asset T. Rowe Price
Moderated by: John Authers, Opinion Columnist, Bloomberg Newsroom

4:30 p.m.