{"id":6,"date":"2025-11-11T18:57:26","date_gmt":"2025-11-11T18:57:26","guid":{"rendered":"https:\/\/dsap.princeton.edu\/?page_id=6"},"modified":"2026-09-09T11:32:42","modified_gmt":"2026-09-09T15:32:42","slug":"princeton-conference-on-asset-demand-systems","status":"publish","type":"page","link":"https:\/\/dsap.princeton.edu\/","title":{"rendered":"Princeton Conference on Asset Demand Systems"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">When: May 13\u201314, 2027<br>Where: <a href=\"https:\/\/maps.app.goo.gl\/xcTW9Mg6DghE5cYH9\" target=\"_blank\" rel=\"noreferrer noopener\">Louis A. Simpson International Building<\/a><br>Program committee: Ralph Koijen, Motohiro&nbsp;Yogo<br>Submission deadline: February 12, 2027<\/p>\n\n\n\n<p class=\"is-style-text-subtitle is-style-text-subtitle--1 wp-block-paragraph\">Call for papers<\/p>\n\n\n\n<p class=\"is-style-default wp-block-paragraph\">We are soliciting papers for a two-day conference on asset demand systems to better understand the equilibrium relation between asset prices and portfolio holdings. We welcome both methodological and empirical papers on asset demand systems with applications to asset pricing, corporate finance, industrial organization, macroeconomics, and international finance. Topics of interest include, but are not limited to<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Innovations in models of asset demand systems, including structural and empirical approaches.<\/li>\n\n\n\n<li>Identification of asset demand systems.<\/li>\n\n\n\n<li>Applications of new econometric tools, such as machine learning and AI, to portfolio holdings data.<\/li>\n\n\n\n<li>Predictions of financial and macroeconomic outcomes through asset demand systems.<\/li>\n\n\n\n<li>Out-of-sample evaluation of asset demand systems and comparisons of non-nested models.<\/li>\n\n\n\n<li>Applications of demand system asset pricing (DSAP) to understand financial market phenomena such as volatility, predictability, and anomalies.<\/li>\n\n\n\n<li>Applications of DSAP to fixed income, currencies, derivatives, and other understudied markets.<\/li>\n\n\n\n<li>Applications of DSAP to policy analysis, including (un)conventional monetary policy.<\/li>\n<\/ul>\n\n\n\n<p class=\"is-style-text-subtitle is-style-text-subtitle--2 wp-block-paragraph\">Travel<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">We will reserve rooms for all participants at the <a href=\"https:\/\/nassauinn.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">Nassau Inn<\/a>. We cover up to two hotel nights for authors and discussants. Participants are otherwise responsible for their own travel costs. We have funds to cover part of the travel costs for authors and discussants who are unable to attend without external funding.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>When: May 13\u201314, 2027Where: Louis A. Simpson International BuildingProgram committee: Ralph Koijen, Motohiro&nbsp;YogoSubmission deadline: February 12, 2027 Call for papers We are soliciting papers for a two-day conference on asset demand systems to better understand the equilibrium relation between asset prices and portfolio holdings. We welcome both methodological and empirical papers on asset demand systems [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-6","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/dsap.princeton.edu\/index.php\/wp-json\/wp\/v2\/pages\/6","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/dsap.princeton.edu\/index.php\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/dsap.princeton.edu\/index.php\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/dsap.princeton.edu\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/dsap.princeton.edu\/index.php\/wp-json\/wp\/v2\/comments?post=6"}],"version-history":[{"count":15,"href":"https:\/\/dsap.princeton.edu\/index.php\/wp-json\/wp\/v2\/pages\/6\/revisions"}],"predecessor-version":[{"id":133,"href":"https:\/\/dsap.princeton.edu\/index.php\/wp-json\/wp\/v2\/pages\/6\/revisions\/133"}],"wp:attachment":[{"href":"https:\/\/dsap.princeton.edu\/index.php\/wp-json\/wp\/v2\/media?parent=6"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}