4th MIT-FARFE Capital Markets Research Workshop

MIT Sloan School of Management and the Foundation for the Advancement of Research in Financial Economics (FARFE) are proud to host the 2019 Capital Markets Research Workshop. This is an intensive workshop that provides an in-depth introduction into the current research topics in the area of capital markets. The workshop will focus on a broad set of current research topics, including incomplete markets and constraints, informational frictions, credit frictions, heterogeneous households and firms, government finance, and alternative models of risk.
When: Saturday, July 13 to Tuesday, July 16, 2019
Where: MIT Sloan School of Management, Cambridge, Massachusetts, USA.
Program: The program will be taught by experienced and active researchers. Each day will include approximately 5 hours of instruction. The line-up of lecturers for the 2019 program includes John Campbell (Harvard), Lars Hansen (University of Chicago), Leonid Kogan (MIT), Dimitris Papanikolaou (Northwestern), Lubos Pastor (University of Chicago), Andrei Shleifer (Harvard),
Dimitri Vayanos (LSE), Adrien Verdelhan (MIT).
NBER Summer Institute: The National Bureau of Economic Research extends an invitation to all workshop participants to attend the Asset Pricing Meetings at the 2019 NBER Summer Institute, which will take place on July 11-12 in Cambridge, MA. NBER conferences are known for the high quality of presentations and lively discussions, with the Summer Institute being the prominent annual event. Attendance of these meetings is by invitation only, and we are excited to offer this excellent learning opportunity to the workshop participants.
For whom: CMRW is meant to expose students to the current topics on the research frontier in the area of capital markets. It is particularly well suited for PhD students in economics and finance who will have completed their second or third year of studies by the beginning of summer 2019 and who are considering or already conducting research in this field. Participants are expected to carefully prepare for the workshop. In particular, they are expected to read a syllabus of papers compiled by the instructors prior to the workshop.
Costs: Participation is free and restricted to admitted applicants – no auditors will be admitted. Hotel accommodations are covered partially by the workshop: the cost to workshop participants will be $300 per person for a double room, covering four nights (July 12-15).
Application: Applicants will be selected on a competitive basis. Each applicant should submit an
application containing the following items:
1. A cover letter that includes complete contact information, as well as the name of the
recommendation letter writer.
2. A Curriculum Vitae of the applicant, together with a list of all current and completed PhD
courses.
3. A brief description of the applicant’s current and future research direction.
4. One letter of recommendation from the applicant’s faculty advisor. Letters of
recommendation should be short (no more than 2 pages), they will be treated confidentially,
and they can be sent separately from the applicant’s application.
Applications and letters of recommendation should be sent by email to Idalí Vega Sánchez (ivega@mit.edu). Please include “2019 Capital Markets Research Workshop” in the subject
line.
Deadline: The application deadline is Monday, March 18, 2019. Acceptance decisions will be
made by Sunday, March 31, 2019.
Please e-mail your applications to the administrative coordinator:
Idalí Vega Sánchez
e-mail: ivega@mit.edu
Phone: (617) 715-4834
For all academic matters, please contact the academic coordinator:
Leonid Kogan
e-mail: lkogan@mit.edu
Phone: (617) 253-2289