The Stanford Graduate School of Business Finance group is hosting a conference celebrating Ken Singleton’s career in finance. Over the course of his career spanning four decades, Ken made seminal contributions to term structure modeling, credit risk modelings, and financial econometrics.Â
Faculty Coordinators
Peter DeMarzo
Philip H. Knight Professor and Dean of the Graduate School of Business (Interim)
Stanford Graduate School of Business
Schedule
| Session 1: Term Structure Models | |
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| 8:00 – 8:45 a.m. | Breakfast |
| 8:45 – 9:15 a.m. | Keynote Speaker: Greg Duffee |
| 9:15 – 10:00 a.m. | Speaker: Lars A. Lochstoer (co-authors Mikhail Chernov and Dongho Song) Paper: Discussant: Scott Joslin |
| 10:00 – 10:15 a.m. | Break |
| 10:15 – 11:00 a.m. | Speaker: Francesco Bianchi (co-authors Sydney C. Ludvigson and Sai Ma) Paper: Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach Discussant: Adrien Auclert |
| 11:00 – 11:15 a.m. | Break |
| 11:15 – 12:00 p.m. | Speaker: Benjamin M. Hébert (co-authors Sebastian Di Tella, Pablo Kurlat, and Qitong Wang) Paper: Discussant: Rohan Kekre |
| 12:00 – 1:15 p.m. | Lunch Break |
| Session 2:Â Credit Risk | |
| 1:15 – 1:30 p.m. | Dean’s Welcome: Jonathan Levin |
| 1:30 – 2:00 p.m. | Keynote Speaker: Darrell Duffie |
| 2:00 – 2:45 p.m. | Speakers: Jun Pan (co-author Zhe Geng) Paper: The SOE Premium and Government Support in China’s Credit Market Discussant: Zhiguo He |
| 2:45 – 3:00 p.m. | Break |
| 3:00 – 3:45 p.m. | Speaker: Tyler Muir (co-authors Valentin Haddad and Alan Moreira) Paper: Whatever It Takes? The Impact of Conditional Policy Promise Discussant: Will Diamond |
| 3:45 – 4:00 p.m. | Break |
| Session 3: Financial Econometrics | |
| 4:00 – 4:30 p.m. | Keynote Speaker: Lars Hansen |
| 4:30 – 4:45 p.m. | Break |
| 4:45 – 5:30 p.m. | Speaker: Bryan T. Kelly (co-authors Semyon Malamud and Kangying Zhou) Paper: The Virtue of Complexity Everywhere Discussant: Markus Pelger |
| 6:00 – 6: 45 p.m. | Reception |
| 6:45 – 9:00 p.m. | Dinner |
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| 8:30 – 10:00 a.m. | Breakfast McCoy Family Courtyard |
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Registration
This event is by invitation only. Registration will end on Friday, March 10, 2023.
Lodging
We have reserved a block of rooms for this conference at the Sheraton Palo Alto Hotel.Â
Each attendee must make his/her own reservation.
The reservation cut-off date is on Monday, March 20, 2023.
Guest speakers, please coordinate with Rochelle Bagalso to book your lodging.