4th Bocconi–CEPR Finance Workshop on Asset Pricing
May 15, 2026

The Department of Finance at Bocconi University, in collaboration with the BAFFI Centre and the Centre for Economic Policy Research (CEPR), is pleased to announce the final program for the 4th Bocconi–CEPR Finance Workshop on Asset Pricing, to be held on May 15, 2026, at Bocconi's urban campus in Milan.

The workshop brings together leading scholars and policymakers to present and discuss cutting-edge research in asset pricing. This year's program features presentations from researchers at leading institutions including UNC, Michigan Ross, New York Fed, Wharton, EDHEC, Boston College, and Princeton.

Keynote Speaker:
Professor Markus Brunnermeier (Princeton University and CEPR)

Program Highlights:

Session 1: New Perspectives on Stocks, Options, and Insurance

• "The POP Premium: Populism and the cross-section of stock returns" — Ric Colacito (UNC)
• "Intermediary Option Pricing" — Julian Terstegge (Michigan Ross)
• "Economics of Property Insurance" — Hyeyoon Jung (New York Fed)

Session 2: Asset Management

• "Target Allocation Funds, Strategic Complementarities, and Market Fragility" — Itay Goldstein (Wharton)
• "Rethinking Mutual Fund Performance: From Traditional Alpha to Achievable Alpha" — Raman Uppal (EDHEC)

Session 3: Credit Markets and Monetary Policy

• "When the Tide Goes Out: The Effect of QE on the Structure of the Financial System" — Matteo Leombroni (Boston College)
• "The Global Credit Cycle" — Nina Boyarchenko (New York Fed)

Organizing Committee:
Josefina Cenzon, Max Croce, Marco Loseto, Jakob Sørensen

The conference is sponsored jointly by the Bocconi Finance Department, CEPR, and the BAFFI Centre on Economics, Finance and Regulation at Bocconi University.

For more information:
Laura Vaini (laura.vaini@unibocconi.it)

Conference website