Workshop 2024



April 10-11, 2024


Karlsruhe Institute of Technology - Institute for Finance - Blücherstr 17 - 76185 Karlsruhe - Germany


If you would like to attend the workshop, please send an email to Note that only a limited number of places are available and that places will be allocated on a first come first served basis.

Program: (Presenters in italics)

April 10, 2024

14:00 Registration

14:15 Welcome

14:30 Session 1: The Risk and Return of Equity and Credit Index Options

by Hitesh Doshi (University of Houston - C.T. Bauer College of Business), Jan Ericsson (McGill University; Swedish Institute for Financial Research), Mathieu Fournier (UNSW Business School), and Sang Byung Seo (University of Wisconsin - Madison)

Discussant: Nicole Branger (University of Muenster)

15:30 Keynote: Social Preferences and Corporate Decisions 

by Josef Zechner (WU Vienna)

17:00 Coffee break

17:30 Session 2: The Value of Private Meetings with Central Bankers 

by Rainer Haselmann (Goethe University Frankfurt), Maik Schmeling (Goethe University Frankfurt), Sebastian Schreiber (Goethe University Frankfurt), and Michael Weber (Chicago Booth)

Discussant: Christian Wagner (WU Vienna)

18:30 End of day 1

April 11, 2024

  9:00 Session 3: High-Throughput Asset Pricing

by Andrew Y. Chen (Federal Reserve Board) and Chukwuma Dim (George Washington University)

Discussant: Ruediger Weber (WU Vienna)

10:00 Session 4: Following the Footprints: Towards a Taxonomy of the Factor Zoo

by Julian Boell (KIT), Fanchen Meng (KIT), Julian Thimme (KIT), and Marliese Uhrig-Homburg (KIT)

Discussant: Tobias Sichert (Stockholm School of Economics and Swedish House of Finance)

11:00 Session 5: Which stock return predictors reflect mispricing?

by Jonas Frey (University of Oxford - Said Business School)

Discussant: Timo Wiedemann (University of Muenster)

12:00 Lunch

13:00 Session 6: Complexity and the Limits of Asset Pricing Factor Models

by Carter Davis (Indiana University) and Alejandro Lopez-Lira (University of Florida)

Discussant: Christian Schlag (Goethe University Frankfurt)

14:00 Farewell