FINDING TRUTH IN A COMPLEX WORLD

Conference registration is by invitation only.  Please email [email protected] if you wish to register.

Friday, April 22, 2022 (Room 203 at AT&T Center)

8:00 am - 9:00 am
Breakfast in Tejas Dining Room at AT&T Center

9:00 am - 9:45 am
“Trading Ahead of Barbarians' Arrival at the Gate: Insider Trading on Non-Inside Information”
Authors: Georgy Chabakauri (London School of Economics), Vyacheslav Fos (Boston College), and Wei Jiang (Columbia University)
Discussant: Vikram Nanda (University of Texas at Dallas)

10:00 am - 10:45 am
“Index Providers: Whales Behind the Scenes of ETFs”
Authors: Yu An (Johns Hopkins University), Matteo Benetton (University of California at Berkeley), and Yang Song (University of Washington)
Discussant: Mark Egan (Harvard University)

11:00 am - 11:45 am
“The Performance of Hedge Fund Performance Fees”
Authors: Itzhak Ben-David (Ohio State University), Justin Birru (Ohio State University), and Andrea Rossi (University of Arizona)
Discussant: Greg Brown (University of North Carolina at Chapel Hill)

12:00 pm - 2:00 pm
Lunch in Room 104 at AT&T Center, with Keynote Address by Savina Rizova, Global Head of Research at Dimensional Fund Advisors

2:00 pm - 2:45 pm
“Predictable Price Pressure”
Authors: Samuel Hartzmark (University of Chicago) and David Solomon (Boston College)
Discussant: Kenneth French (Dartmouth College)

3:00 pm - 3:45 pm
“Mutual Fund Flows and Capital Supply in Municipal Financing”
Authors: Manuel Adelino (Duke University), Sophia Chiyoung Cheong (City University of Hong Kong), Jaewon Choi (University of Illinois), and Ji Yeol Jimmy Oh (Hanyang University)
Discussant: Livia Yi (Boston College)

4:00 pm - 4:45 pm
“Bond Price Fragility and the Structure of the Mutual Fund Industry”
Authors: Mariassunta Giannetti (Stockholm School of Economics) and Chotibhak Jotikasthira (Southern
Methodist University)
Discussant: Yiming Ma (Columbia University)

6:30 pm
Reception and Dinner at Apex Rooftop (Hilton Garden Inn; 301 West 17th Street)


Saturday, April 23, 2022 (Room 203 at AT&T Center)

8:00 am - 9:00 am
Breakfast in Tejas Dining Room at AT&T Center

9:00 am - 9:45 am
“Institutional Corporate Bond Pricing”
Author: Lorenzo Bretscher (University of Lausanne), Lukas Schmid (University of Southern California), Ishita Sen (Harvard University), and Varun Sharma (London Business School)
Discussant: Travis Johnson (University of Texas at Austin)

10:00 am - 10:45 am
“Are Judges Randomly Assigned to Chapter 11 Bankruptcies? Not According to Hedge Funds”
Authors: Niklas Hüther (Indiana University) and Kristoph Kleiner (Indiana University)
Discussant: Sasha Indarte (University of Pennsylvania)

11:00 am - 11:45 am
“Investor Protections and Stock Market Participation: An Evaluation of Financial Advisor Oversight”
Authors: Juhani Linnainmaa (Dartmouth College), Brian Melzer (Dartmouth College), Alessandro Previtero (Indiana University), Stephen Foerster (Western University)
Discussant: Veronika Pool (Vanderbilt University)

12:00 pm - 1:30 pm
Lunch in AT&T Center (Room 301)
Announcement of Best Paper Award Sponsored by Dimensional Fund Advisors
 

Savina Rizova
Head of Research
Dimensional Fund Advisors

Savina Rizova is Dimensional’s Head of Research. She previously served as Co-Head of Research. Savina applies her background in finance to a wide variety of research projects that Dimensional undertakes to improve every step of its investment process, from research on drivers of returns to portfolio design, portfolio management, and trading. She works closely with the Sales team and the rest of the Investment team to develop value-added investment solutions that seek to meet client needs, goals, and preferences in a systematic, reliable, and cost-efficient manner. In addition, Savina leads the efforts of the Research group to provide thought leadership to clients and prospects on important investment-related topics. Savina is also a member of the Investment Committee and Co-Chair of the Investment Research Committee. 

Prior to obtaining her PhD, Savina worked in the Research group at Dimensional. She conducted quantitative analysis used to explain strategies and performance to clients. Savina earned her PhD in finance and an MBA at the University of Chicago Booth School of Business. She also holds a BA in economics and mathematics from Dartmouth College, where she was a research assistant to Professor Kenneth French.

Hilton Garden Inn
301 W. 17th Street
Austin, TX 78701
(512) 319-3333
Website

Please book your reservation here, using our custom link.

The room block cutoff date is April 1, 2022.

Below is a list of other hotels near The University.  We DO NOT have room blocks at these hotels.

Hampton Inn & Suites Austin at The University/Capitol
1701 Lavaca Street
Austin, TX  78701
(512) 499-8881 

Hotel Ella
1900 Rio Grade Street
Austin, TX 78705
(512) 495-1800 

DoubleTree Suites by Hilton Hotel
303 W. 15th Street
Austin, TX 78701
(512) 478-7000

2019 AIM Investment Conference

Thursday - Friday, September 19 - 20, 2019

“Fund Tradeoffs”
Authors: Lubos Pastor (University of Chicago), Robert Stambaugh (University of Pennsylvania), and
Lucian Taylor (University of Pennsylvania)
Discussant: Paul Irvine (Texas Christian University)

“The Allocation of Talent across Mutual Fund Strategies”
Authors: Andrea Buffa (Boston University) and Apoorva Javadekar (Indian School of Business)
Discussant: Itay Goldstein (University of Pennsylvania)

“Private Company Valuations by Mutual Funds”
Authors: Vikas Agarwal (Georgia State University), Brad Barber (University of California, Davis),
Si Cheng (Chinese University of Hong Kong), Allaudeen Hameed (National University of Singapore),
and Ayako Yasuda (University of California, Davis)
Discussant: Pedro Matos (University of Virginia)

“Institutional Brokerage Networks: Facilitating Liquidity Provision”
Authors: Munhee Han (University of Texas at Dallas), Sanghyun (Hugh) Kim (University of Texas at
Dallas), and Vikram K. Nanda (University of Texas at Dallas)
Discussant: Kenneth Ahern (University of Southern California)

“The Worst of Both Worlds? Dual-Registered Investment Advisers”
Author: Nicole Boyson (Northeastern University)
Discussant: Susan Christoffersen (University of Toronto)

“Hedge Funds and Public Information Acquisition”
Authors: Alan Crane (Rice University), Kevin Crotty (Rice University), and Tarik Umar (Rice
University)
Discussant: Alberto Rossi (Georgetown University)

“Sitting Bucks: Zero Returns in Fixed Income Funds”
Authors: Jaewon Choi (University of Illinois at Urbana-Champaign), Mathias Kronlund (University of
Illinois at Urbana-Champaign), and Ji Yeol Jimmy Oh (Hanyang University)
Discussant: Jennifer Huang (Cheung Kong Graduate School of Business)

“Private Equity Returns, Cash Flow Timing, and Economic Consequences for Investors”
Authors: Stephannie Larocque (University of Notre Dame), Sophie Shive (University of Notre Dame),
and Jennifer Sustersic Stevens (Ohio University)
Discussant: Qifei Zhu (Nanyang Technological University)

2016 AIM Investment Conference

Thursday - Friday, September 15 - 16. 2016

“Efficiently Inefficient Markets for Assets and Asset Management”
Authors: Nicolae Gârleanu (University of California, Berkeley) and Lasse Pedersen (Copenhagen
Business School)
Discussant: Laura Veldkamp (New York University)

“A Tale of Two Types: Generalists vs. Specialists in Asset Management”
Authors: Rafael Zambrana (Nova School of Business and Economics) and Fernando Zapatero
(University of Southern California)
Discussant: Marcin Kacperczyk (Imperial College London)

“Financial Conglomerate Affiliated Hedge Funds: Risk Taking Behavior and Liquidity Transformation”
Authors: Francesco Franzoni (University of Lugano) and Mariassunta Giannetti (Stockholm School of Economics)
Discussant: Veronika Pool (Indiana University)

“Funding Liquidity Risk of Funds of Hedge Funds: Evidence from their Holdings”
Authors: Vikas Agarwal (Georgia State University), George Aragon (Arizona State University), and
Zhen Shi (Georgia State University)
Discussant: Ronnie Sadka (Boston College)

“Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk Taking”
Authors: Wei Jiang (Columbia University) and Zhongyan Zhu (Chinese University of Hong Kong)
Discussant: Richard Evans (University of Virginia)

“A Dynamic Theory of Mutual Fund Runs and Liquidity Management”
Author: Yao Zeng (University of Washington, Seattle)
Discussant: David Musto (University of Pennsylvania)

“Mutual Fund Flows and Fluctuations in Credit and Business Cycles”
Authors: Azi Ben-Rephael (Indiana University), Jaewon Choi (University of Illinois at Urbana-
Champaign), and Itay Goldstein (University of Pennsylvania)
Discussant: Ron Kaniel (University of Rochester)

“Institutional Trading around Corporate News: Evidence from Textual Analysis”
Authors: Alan Huang (University of Waterloo), Hongping Tan (York University), and Russ Wermers
(University of Maryland)
Discussant: Joey Engelberg (University of California at San Diego)