We are pleased to announce that the 2026 Asia Meeting of the Econometric Society, East & Southeast Asia, hosted by AVSE Global,EMLV Business School(Paris-Nantes-Montpellier), andThuong Mai University (TMU), will take place from July 31st to August 2nd, 2026, in Hanoi, Vietnam, and is now accepting papers. Students on the job market, advanced Ph.D. students, and early career researchers in all fields of economics are particularly encouraged to apply. This is an in-person meeting only.
The Scientific Program Co-Chairs are Professor Harrison Hong (Columbia University), Professor Duc Khuong Nguyen (EMLV Business School, France & AVSE Global), and Professor Olivier Scaillet (University of Geneva and Swiss Finance Institute). The Local Organizing Committee Chair is Professor Hoang Nguyen (President of Thuong Mai University).
PLENARY SPEAKERS
Aureo de Paula
Professor of Economics, University College London
José A. Scheinkman
Charles & Lynn Zhang Professor of Economics, Columbia University
Maryam Farboodi
Associate Professor of Finance, MIT Sloan School of Management
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Professor Aureo de Paula
Aureo de Paula received his B.A. and M.Sc. in Economics from Pontifícia Universidade Católica—RJ (Brazil) in 1996 and 2000, and completed his M.A. and Ph.D. in Economics at Princeton University in 2002 and 2006. Prior to joining University College London (UCL), he was an associate professor (with tenure) at the University of Pennsylvania and has been a visiting faculty scholar at Northwestern and Harvard. He is an elected Fellow of the Econometric Society and of the International Association for Applied Econometrics, and was a Turing Fellow in 2021/23. He is an elected member of the Econometric Society Council and chairs its Latin America Regional Standing Committee (2022–2025). He served as a Director for the Review of Economic Studies (2020–2023). Professor de Paula is affiliated with the Centre for Microdata Methods and Practice (UK), the Institute for Fiscal Studies (UK), CEPR, and several other research groups worldwide. His work has been featured in various academic publications. He has served as associate editor for journals including The Review of Economic Studies, Journal of Business & Economic Statistics, Econometrics Journal, Econometric Reviews, and the Journal of Econometrics, and has been a co-editor at the Journal of Econometrics since 2023. He has received the Irving B. Kravis Award for Excellence in Undergraduate Teaching (University of Pennsylvania) and the Faculty Education Award at UCL (joint with Dunli Li).
José A. Scheinkman is the Charles and Lynn Zhang Professor of Economics at Columbia University, Theodore A. Wells ‘29 Professor of Economics (emeritus) at Princeton University, and a Research Associate at the NBER. Previously, he was the Alvin H. Baum Distinguished Service Professor and Chair of the Department of Economics at the University of Chicago, Blaise Pascal Research Professor (France), Visiting Professor at Collège de France, Vice President in the Financial Strategies Group of Goldman, Sachs & Co., and co-editor of the Journal of Political Economy. He has served as a consultant to several financial institutions and serves on the board of Cosan Limited, a NYSE-listed company engaged in the production and distribution of sugar, ethanol, and energy in Brazil. Scheinkman is a Member of the National Academy of Sciences, a Fellow of the American Academy of Arts and Sciences, the American Finance Association, and the Econometric Society, and a Corresponding Member of the Brazilian Academy of Sciences. He received a “docteur honoris causa” from Université Paris-Dauphine, a John Simon Guggenheim Memorial Fellowship (2007), and the CME-MSRI Prize in Innovative Quantitative Applications (2014). His current research focuses on speculation in financial markets and on the effect of increases in liquidity on financial fragility.
Maryam Farboodi is an Associate Professor of Finance at the MIT Sloan School of Management. She is an applied theorist whose research focuses on the economics of big data with applications to finance and macroeconomics. She has developed methodologies to estimate the value of data. In addition, Farboodi studies intermediation and network formation among financial institutions, and the spillovers to the real economy. She is also interested in how information frictions shape local and global economic cycles through the credit market structure. She has most recently worked on understanding the Covid-19 pandemic and associated policies. Farboodi received her PhD in financial economics joint between the Department of Economics and the Booth School of Business at the University of Chicago in 2014. She is the recipient of the Elaine Bennett Research prize in 2024 and Sloan Research Fellowship from the Alfred P. Sloan Foundation 2024–2026. She is a Research Fellow at the National Bureau of Economic Research and at the Center for Economic and Policy Research.
2013 Nobel Laureate in Economics; David Rockefeller Distinguished Service Professor in Economics and Statistics, Booth School of Business, University of Chicago
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Professor Lars Peter Hansen
Lars Peter Hansen is a leading expert in economic dynamics who works at the forefront of economic thinking and modeling, drawing approaches from macroeconomics, finance, and statistics. He is a recipient of the 2013 Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel. Hansen has made fundamental advances in our understanding of how economic agents cope with changing and risky environments. He has contributed to the development of statistical methods designed to explore the interconnections between macroeconomic indicators and assets in financial markets. These methods are widely used in empirical research in financial economics today. The Nobel Prize recognizes this work, which has been used to test theories and models that have shaped our modern understanding of asset pricing. His recent research explores how to quantify intertemporal risk-return tradeoffs and ways to model economic behavior when consumers and investors struggle with uncertainty about the future. Improving models that measure risk and uncertainty have important implications for financial markets, fiscal policy, and the macroeconomy. Lars Peter Hansen receives support from the Alfred P. Sloan Foundation in his capacity as the director of the Macro Finance Research (MFR) Program under the auspices of the Becker Friedman Institute. He is also a member of the Luohan Academy, the Hong Kong Institute for Monetary and Financial Research Council of Advisers for Applied Research, and the CME Group Competitive Markets Advisory Council. In addition, he advises the SparkLabs Group. His early research in econometrics was aimed at developing time series statistical methods to investigate one part of an economic model without having to fully specify and estimate all of the model ingredients. The applications he explored with several coauthors, such as Kenneth J. Singleton, Scott F. Richard, Robert Hodrick, and Ravi Jagannathan, included systems that are rich enough to support models of asset valuation and to identify and clarify empirical puzzles, where real-world financial and economic data were at odds with prevailing academic models. Hansen’s recent work focuses on uncertainty and its relationship to long run risks in the macroeconomy. He explores how models that incorporate ambiguities, beliefs, and skepticism of consumers and investors can explain economic and financial data and reveal the long-term consequences of policy options. Hansen, Thomas J. Sargent, and their coauthors have recently developed methods for modeling economic decision-making in environments in which uncertainty is hard to quantify. They explore the consequences for models with financial markets and characterize environments in which the beliefs of economic actors are fragile. Hansen joined the faculty of the University of Chicago's Department of Economics in 1981 and has served as department chairman and director of graduate studies. He is now David Rockefeller Distinguished Service Professor of Economics, Statistics, Booth School of Business and the College. He was the inaugural director of the Becker Friedman Institute until July of 2017. He currently directs the Macro Finance Research Program housed under the Becker Friedman Institute. Hansen also serves as co-principal investigator, along with Andrew Lo of MIT, on the Macro Financial Modeling Project (MFM). This research group works to develop macroeconomic models with enhanced linkages to financial markets, with the aim of providing better policy tools for monitoring so-called systemic risks to the economy. In addition to the Nobel prize, Hansen has also received many other awards and honors. Hansen won the 2010 BBVA Foundation Frontiers of Knowledge Award in the Economics, Finance and Management “for making fundamental contributions to our understanding of how economic actors cope with risky and changing environments.” He also received the CME Group-MSRI Prize in Innovative Quantitative Applications in 2008 and the Erwin Plein Nemmers Prize in Economics from Northwestern University in 2006. In 1984, he and Kenneth J. Singleton were awarded the Frisch Medal from the Econometric Society for their paper, “Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models.” Hansen is a fellow of the National Academy of Sciences and the American Finance Association. He also is a member of the American Academy of Arts and Sciences and past president of the Econometric Society. He has delivered numerous lectures around the world. In 2016, he presented the CORE Nobel Talk at the Université catholique de Louvain, and in 2015 he presented the LAUNCH Distinguished Lecture at the University of Illinois and the W.P. Carey Lecture at Colorado College. He was the 2014 lecturer at the IGIER Seminar Series at Università Bocconi and lectured at the 1st Macro Finance Workshop of the Macro Finance Society at Ohio State University. Hansen gave the Princeton Lectures in Finance at the Bendheim Center for Finance in December 2010, the Tjalling C. Koopmans Memorial Lectures at Yale in September 2008, and the Third Toulouse Lectures in Economics at the Université de Toulouse in May 2005. Hansen holds a bachelor's degree in mathematics and political science from Utah State University and a doctorate in economics from the University of Minnesota. Hansen has also received numerous honorary degrees, including an honorary doctorate from Utah State University in 2012.
John R. Eckel, Jr. Professor of Financial Economics, Columbia University
Olivier Scaillet
Professor of Finance and Statistics, University of Geneva & Swiss Finance Institute
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Professor Harrison Hong
Harrison Hong is the John R. Eckel Jr. Professor of Economics at Columbia University, where he teaches courses in the undergraduate and PhD programmes. Before coming to Columbia in 2016, he was on the economics faculty of Princeton University, most recently as the John Scully ’66 Professor of Economics. Prior to that, he was an Assistant Professor of Finance at the Stanford Graduate School of Business from 1997–2001. In 2009, he was awarded the Fischer Black Prize, given once every two years to the best American finance economist under the age of 40. He has honorary doctorates from the Stockholm School of Economics and Aalto University. He is a Research Associate of the National Bureau of Economic Research and a past Director of the American Finance Association.
Olivier Scaillet is Professor of Finance and Statistics at the University of Geneva and Head of the Geneva Finance Research Institute. Professor Scaillet is a regular speaker at leading finance and financial econometrics conferences. His papers have been published in top academic journals and he is an elected fellow of several leading academic societies in econometrics and statistics. Professor Scaillet studies the gains institutional investors could achieve by reallocating their portfolios away from bonds and stocks and toward more illiquid assets. Using nearly 20 years of global asset-price data, he shows that reallocating one-fifth of a bond–stock portfolio to privately traded illiquid assets can significantly improve returns; moreover, a strategy aiming to minimize volatility offers the highest returns. The main driver is that illiquid assets, such as real estate and private equity, typically offer better returns than bonds and stocks and are negatively correlated with bonds. He also contributes to knowledge-exchange activities on cyber risk management, portfolio diversification, and crypto assets at SFI.
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