The Asset Pricing Conference

On May 27th 2024, the Finance Department, directed by Stefano Rossi (pictured) hosted the second Bocconi Finance Conference, for the first time in Asset Pricing. This event was jointly organized with the BAFFI Research Center and CEPR. External participants came from eleven different institutions and many different countries. 

The first session focused on the implications of 'non-traditional' monetary policy on credit markets in the aftermath of the 2008 Global financial crisis. Particular attention has been given to central bank announcements. The second and third sessions focused more on the equity market highlighting new facts about both traditional and novel investment strategies.  

The keynote speaker, Nik Roussanov from the Wharton School (UPenn), has discussed recent developments in factor-based investments.