Utah Winter Finance Conference

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Utah Winter Finance Conference

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Current Program

The Thirty-second Annual Utah Winter Finance Conference will be held February 9-11, 2023. The opening reception begins Wednesday evening, February 8th. The location is the beautiful Cliff Lodge at Snowbird.


Wednesday February 8th


Opening Reception in the Golden Cliff/Eagles Nest: 6:30 p.m. Dinner (Drinks begin at 6:00 p.m.) 


Thursday February 9th


Continental Breakfast 7:00-7:30 am


Session I: Corporate Finance - Thursday 7:30-9:15 am

Session Chair: Brett Green (Washington)


Catching Outliers: Committee Voting and the Limits of Consensus when Financing Innovation 

Authors: Audrey Malenko (Michigan), Ramana Nanda (Imperial College), Matthew Rhodes-Kropf (MIT) and Savitar Sundaresan (Imperial College)

Discussant:  Huseyin Yildirim (Duke)


Debt maturity Management

Authors: Yunzhi Hu, (UNC), Felipe Varas (Duke) and Chao Ying (CUHK)

Discussant:   Peter DeMarzo (Stanford)


Light Snacks and Drinks: 5:00-5:45 pm


Session II: International Finance and Arbitrage - Thursday 5:45-7:30 pm

Session Chair: Lubos Pastor (Chicago)


International Capital Markets and Wealth Transfers

Authors: Magnus Dahlquist (Stockholm), Christian Heyerdahl-Larsen (Indiana), Anna Pavlova (LBS),  and Julien Penasse (Luxembourg)

Discussant:   Adrian Vendelhan (MIT) 



The Value of Arbitrage 

Authors:   Eduardo Dávila (Yale), Daniel Graves (Yales) and Cecilia Parlatore (NYU)

Discussant:   Stavros Panageas (UCLA) 


Dinner in the Golden Cliff/Eagles Nest: 8:00 pm Dinner (Drinks begin at 7:30)


Friday February 10th


Continental Breakfast: 7:00-7:30 am


Session III: Beating the Market- Friday 7:30-9:15 am

Session Chair: Martin Lettau (Berkeley)


Virtue of Complexity in Return Prediction

Authors:   Bryan Kelly (Yale), Semyon Malamud  (EPFL), and Kangying Zhou (Yale)

Discussant:      Andreas Neuhierl (Wash U) 


 

Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns 

Authors:   Sohnke Bartram (Warwick), Mark Grinblatt (UCLA), and Yoshio Norzawa (Toronto)

Discussant:    Jonathan Berk (Stanford) 


Light snacks and drinks: 5:00-5:45 pm


Session IV: Transaction Costs - Friday 5:45-7:30 pm

Session Chair: Adriano Rampini (Duke)


The “Actual Retail Price” of Equity Trades 

Authors:   Brad Barber (UC Davis), Xing Huang (Wash U), Philippe Jorion (UC Irvine), 

Terrance Odean (UC Berkeley), and Chris Schwarz (UC Irvine)

Discussant:     Chester Spatt (CMU) 



 Machine Learning and the Implementable Efficient Frontier  

Authors:   Bryan Kelly (Yale), Theis Jensen (Copenhagen), Semyon Malamud (EPFL), and 

Lasse Pedersen (Copenhagen)

Discussant:    Martin Lattau (Berkeley)  


Dinner in Golden Cliff/Eagles Nest: 8:00 pm Dinner (Drinks begin at 7:30)


Saturday February 11th


Continental Breakfast: 7:00-7:30 am


Session V: Banking - Saturday 7:30-9:15 am

Session Chair: James Dow (LBS)


Bank Loan Markups and Adverse Selection 

Authors:   Mehdi Beyhaghi (FED - Richmond), Cesare Fracassi (Texas), and Gregory Weitzner (McGill)

Discussant:     Raghuram Rajan (Chicago) 



Bank Competition amid Digital Disruption: Implications for Financial Inclusion 

Authors:   Erica Xuewei Jiang (USC), Gloria Yang Yu (Singapore), and Jinyuan Zhang (UCLA)

Discussant:    Richard Stanton (Berkeley) 


Closing Reception/Dinner in the Twin Peaks Room, Level 10: 6:30 pm (Drinks begin at 6:00 pm)



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