The Role of Derivatives In Asset Pricing

Derivative securities have become increasingly important in both the financial and academic worlds. The conference brought together prominent researchers to discuss theoretical and empirical developments on how derivatives can be used effectively to answer fundamental issues in asset pricing.

The 2016 conference on “The Role of Derivatives in Asset Pricing,” organized by the Johns Hopkins Carey Business School with the support of AQR, took place on Saturday June 4, 2016, in Baltimore, Maryland. The conference hosted nine speakers from seven leading U.S. universities presenting their research.

The conference was open to the public free of charge, but registration was required. A gala dinner followed. A registration fee of $100 was required for attending the gala dinner.

Organized by:

Nicola Fusari, Johns Hopkins Carey Business School

Program Committee:

Federico Bandi, Johns Hopkins Carey Business School
Nicola Fusari, Johns Hopkins Carey Business School
Roni Israelov, AQR Capital Management
Wei Li, Johns Hopkins Carey Business School
Zhaogang Song, Johns Hopkins Carey Business School
Rodney Sullivan, AQR Capital Management
Co-sponsored by: