Real and Private-Value Assets Conference

January 31, 2020, 8:00 a.m. – 5:00 p.m. EST

Call for Papers:
Real and Private-Value Assets Conference

January 31, 2020 | New Haven, CT
 

Conference Organizers:

William Goetzmann (Yale University)
Christophe Spaenjers (HEC Paris)
 

RFS Editor:

Stijn Van Nieuwerburgh


Deadline for dual submissions & conference:

October 15, 2019


Conference program announcement:

November 25, 2019



About the Conference:

The conference aims to bring together research on real and private-value assets, such as residential real estate, commercial real estate, art and other collectibles, and any other assets with a private-value component. Papers submitted to the conference can be submitted to the RFS via the dual-submission track subject to the normal rules (see: http://sfs.org/dualsubmissionpolicy/). It is possible that papers accepted to the RFS will be published as a special full or half issue of the RFS.

Research topics of interest include:

  • Quality-adjusted price measurement: advances in hedonic and repeat-sales methodologies; machine learning techniques and new valuation methods; selection and survivorship bias in observed transaction prices
  • Measurement of risk and expected return on real and/or private value assets, including their inflation-hedging potential
  • Role of real assets in long-term asset management; covariance with stocks and bonds; risk management of real assets in institutional portfolios
  • Liquidity and liquidity risk management of real asset markets; role of heterogeneity in tastes in trading
  • Performance attributes of different investment vehicles for real assets
  • Broader dimensions of household choices and preferences; behavioral, psychological, or social aspects
  • The role of aesthetics and amenities in asset values
  • Private and social benefits of entrepreneurship
  • Measurement of ESG characteristics of financial and real assets (incl. green building), and asset pricing implications of ESG investment mandates
  • Social externalities of real estate development
  • Benefits and costs of primary and secondary residence ownership
  • Role of the sharing economy on the market for space (AirBnB, WeWork)
Edward P. Evans Hall, Yale School of Management
165 Whitney Ave
New Haven, CT 06511
United States
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Questions?  Contact: icf@yale.edu