Fall 2022

Date	Presenter	Topic	Presenter	Topic	Location
Sep 27 T 3pm	Stefan	Private Assets	Simon	Private Assets	HC C08*
Oct 04 T 3pm	Simon	Private Assets	Federico	Private Assets	HC C03
Oct 11 T 3pm	Federico	Private Assets	Philip	Private Assets	HC C03
Oct 18 T 3pm	Philip	Private Assets	Filippo	Private Assets	HC C03
Oct 25 T 3pm	No Meeting	-	-	-	-
Nov 01 T 3pm	Filippo	Private Assets	Manav	Private Assets	HC C03
Nov 08 T 3pm	Manav	Private Assets	Zhiyu	CX Asset Pricing	HC C03
Nov 15 T 3pm	Zhiyu	CX Asset Pricing	Jingtao	CX Asset Pricing	HC C03
Nov 22 T 3pm	Jingtao	CX Asset Pricing	Jingoo	CX Asset Pricing	HC C03
Nov 29 T 3pm	Jingoo	CX Asset Pricing	Joanna	CX Asset Pricing	HC C03
Dec 06 T 3pm	Joanna	CX Asset Pricing	Stefan	CX Asset Pricing	HC C03

Paper List

• Simon: Andonov, Aleksandar. “Delegated investment management in alternative assets.” (2014); Begenau, Juliane, Emil Siriwardane, and Pauline Liang. “Unpacking the Rise in Alternatives.” Available at SSRN 4105813 (2022).
• Federico: Gupta, Arpit, and Stijn Van Nieuwerburgh. Valuing private equity strip by strip. No. w26514. National Bureau of Economic Research, 2019.
• Philip: Korteweg, Arthur G., and Stefan Nagel. “Risk-adjusted returns of private equity funds: a new approach.” Available at SSRN (2022).
• Filippo: Boyer, Brian, Taylor D. Nadauld, Keith P. Vorkink, and Michael S. Weisbach. Discount rate risk in private equity: Evidence from secondary market transactions. No. w28691. National Bureau of Economic Research, 2021.
• Manav: Ang, Andrew, Bingxu Chen, William N. Goetzmann, and Ludovic Phalippou. “Estimating private equity returns from limited partner cash flows.” The Journal of Finance 73, no. 4 (2018): 1751-1783.
• Zhiyu: van Binsbergen, Jules H., Martijn Boons, Christian C. Opp, and Andrea Tamoni. “Dynamic Asset (Mis) Pricing: Build-up vs. Resolution Anomalies.” Resolution Anomalies (February 12, 2021) (2021).
• Jingtao: De la O, Ricardo, Xiao Han, and Sean Myers. “The Cross-section of Prices and Long-term Returns” Working Paper.
• Jingoo: Cho, Thummim, and Christopher Polk. “Putting the price in asset pricing.” Available at SSRN 3499681 (2019).
• Joanna: Cho, Thummim, Lukas Kremens, Dongryeol Lee, and Christopher Polk. “Scale or yield? a present-value identity.” (2022).