Ken Singleton Celebration

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. 

Faculty Coordinators

The Mizuho Financial Group Professor of Finance
Stanford Graduate School of Business
The John G. McDonald Professor of Finance
Stanford Graduate School of Business
Associate Professor
USC Marshall School of Business
Professor of Finance
Shanghai Advanced Institute of Finance

Schedule

Apr. 21, 2023
Session 1: Term Structure Models
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: The Real Channel for Nominal Bond-Stock Puzzles
Discussant: TBA
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: TBA
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: The Zero Beta Rate
Discussant: TBA
12:00 – 1:30 p.m. Lunch Break
Session 2: Credit Risk
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: TBA
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: TBA
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: TBA
6:00 – 6: 45 p.m. Reception
6:45 – 9:00 p.m. Dinner

 

Apr. 22, 2023
8:30 – 10:00 a.m. Breakfast

Registration

This event is by invitation only. Registration will end on Friday, March 10, 2023.

Register

Lodging

We have reserved a block of rooms for this conference at the Sheraton Palo Alto Hotel

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.