Discussions

Selected conference and seminar discussions. Slides are linked for each.

1. Cap and Trade with Imperfect Hedging
   Bruno Biais, Johan Hombert, Daniel Schmidt, and Pierre-Olivier Weill
   Innovations in Sustainable Finance Conference, Kellogg School of Management, 2026
   Slides
2. Negative Treasury Haircuts
   Jeremy Bejarano, Lina Lu, and Jonathan Wallen
   FIRS Conference, Miami, 2026
   Slides
3. Portfolio Allocation with Transaction Costs
   Marcelo Fernandes, Gustavo Grivol, and Duda Mendes
   Derivatives and Asset Pricing Conference, Cozumel, 2026
   Slides
4. Inelastic Hedging Demand and Intraday Momentum
   Taeyoung Park and Feng Zhao
   NFA Conference, Calgary, 2025
   Slides
5. Money Market Funds and the Pricing of Near Money Assets
   Sebastian Doerr, Egemen Eren, and Semyon Malamud
   Swiss Finance Institute Annual Meeting, Zurich, 2024
   Slides