Lake Como, Italy, 19 - 21 October 1997 Risk Containment for Investors with Multivariate Utility Functions Mark Kritzman, Windham Capital Management Boston Evaluating the Financial Performance of Pension Funds: a Member's Perspective Paul Klumpes, Lancaster University The Efficient Use of Conditioning Information in Portfolios Wayne Ferson, University of Washington A Pan-European Stock Selection Strategy Erik van Leeuwen, Robeco Groep Internet Access for Investment Professionals Ian Cawood, Metaxis Shareholder Value: Basis for Investment Decisions Hartmut Moers, WestLB Research GmbH Inquire sponsored project entitled "Interest Rate Risk of Financial Corporations' Equity returns: A European Perspective" Heinz Zimmermann, Swiss Institute of Banking and Finance, University of St. Gallen External Performance Attribution with the Exponential Performance Measure Siegfried Trautmann, Universit@t Mainz Are Investors Sensitive to the Quality and the Disclosure of Financial Statements Nils Tuchschmid, Institute de Gestion Bancaire et FinanciPre Panel discussion: "Sponsors and Fund Managers Relationships" Andrew Rudd, BARRA Michael Sohlman, The Nobel Foundation Guy Maurin, CERN Pension Fund Jean Frijns, ABP Stress Tests of Capital Requirements Elroy Dimson, London Business School Expected Returns and Liquidity Premium on the Paris Bourse: an Empirical Investigation Jacques Hamon, CEREG, Université Paris Dauphine