Conference Program
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Program | Topic | Location | |
Monday August 25th, 2014 | |||
12:30-14:00 | Lunch | Hertenstein: Felsensaal | |
14:00-15:30 | Session I: Endowment trends and beliefs | Hertenstein: Hörsaal 2 | |
Neal Stoughton, WU Wien | Welcoming Remarks | ||
John Griswold, Commonfund | Review of the latest NCSE report and a look at trends | ||
Andrew Ang, Columbia University | Investment Beliefs of Endowments | ||
15:30-16:00 | Coffee Break | ||
16:00-17:30 | Session II: Endowment Spending and Asset Allocation | ||
Keith Brown, UT Austin | Spending Policies, Asset Allocation and Investment Performance of University Endowments | ||
Neal Stoughton, WU Wien | An Integrated Model of University Endowments | ||
19:00 | Dinner | Hertenstein: Felsensaal | |
Dinner Speech: Michael Pettis, Peking University | Chinese Adjustment and Reform | ||
Tuesday August 26th, 2014 | |||
09:00-10:30 | Session III: Implications of Carry Strategies | Hertenstein: Hörsaal 2 | |
David Chambers, Cambridge | Returns to Currency Trading | ||
Engelbert Dockner, WU Wien | Implementing a Carry Index to Explain Asset Class Returns | ||
10:30-11:00 | Coffee Break | ||
11:00-12:30 | Session IV: Market Strategies | ||
Mike Lemmon, Blackrock | New developments in alternative beta | ||
Josef Zechner, WU Wien | Policy Portfolios When Some Assets are Non-Tradeable | ||
12:30-14:00 | Lunch | Hertenstein: Felsensaal | |
14:00-15:30 | Session V: Endowments and Governance | ||
Janet Smith, Claremont McKenna | University Endowments, Governance and Socially Responsible Investing | ||
Laura Starks, UT Austin | The shareholder activism preferences of institutional investors | ||
16:00 | Bus trip to Vitznau | ||
16:30-18:00 | Presentation and tour of Research and Innovation Center | Park Hotel Vitznau | |
18:00-19:00 | Musical Entertainment | Musiksaal Park Hotel Vitznau | |
19:00-22:00 | Gala Dinner | Panoramasaal Park Hotel Vitznau | |
Wednesday August 27th, 2014 | |||
09:00-10:30 | Session VI: Long Run Income and Returns | Hertenstein: Hörsaal 2 | |
William Sharpe, Stanford | Providing retirement income with TIPS, TIFS, Tranches, Tontines and Trills | ||
Elroy Dimson, LBS and Cambridge | Long-run historical returns to Emerging Markets | ||
10:30-11:00 | Coffee Break | ||
11:00-12:30 | Panel Discussion | Moderator: Richard Smith, UC Riverside | |
Participants: | Implications of elite university endowment policies on general endowment returns and spending. Is this evidence of increasing returns to scale and unequal wealth distributions? | ||
Keith Brown, UT Austin | |||
David Chambers, Cambridge | |||
Mike Lemmon, Blackrock | |||
Robert Shiller, Yale University | |||
12:30-14:00 | Closing Lunch | Hertenstein: Felsensaal |