When: May 14-15, 2026
Where: Julis Romo Rabinowitz Building, Princeton University
Program committee: Liran Einav, Ralph Koijen, and Motohiro Yogo
Submission deadline: February 27, 2026

Call for papers

We are soliciting papers on asset demand systems to better understand the equilibrium relation between asset prices and portfolio holdings. In this context, we would like to gather financial and IO economists in a two-day conference. We welcome both methodological and empirical papers on asset demand systems with application to asset pricing, corporate finance, industrial organization, macroeconomics, and international finance. The topics of interest include but are not limited to

• Innovations in models of asset demand systems, including structural and empirical approaches.
• Innovations in identification of asset demand systems.
• Uses of innovative econometric tools such as machine learning and AI on portfolio holdings data. 
• Predictions of financial and macroeconomic outcomes through asset demand systems.
• Out-of-sample evaluation of asset demand systems and comparisons of non-nested models.
• Applications of demand system asset pricing (DSAP) to understand financial market phenomena such as volatility, predictability, and anomalies.
• Applications of DSAP to fixed income, currencies, derivatives, and other understudied markets. 
• Applications of DSAP to policy analysis, including (un)conventional monetary policy.

Travel

We will reserve rooms for all participants at Nassau Inn, Princeton. We cover one night of hotel for one presenter and discussant per paper. Participants are responsible for their own travel costs. We have funds to cover part of the travel costs for presenters and discussants, who are unable to attend without external funding.