Edinburgh, Scotland, 21 - 23 March 1999

Joint Inquire UK and Inquire Europe Seminar
  • Richard O. Michaud, Acadian Asset Management, Boston
    Efficient Asset Management
  • Olivier Ledoit, Andersen Graduate School of Management, UCLA
    An Improved Covariance Matrix for Portfolio Selection and Factor Estimation
  • Mark Britten-Jones, London Business School
    Portfolio Optimization and Bayesian Regression
  • Vandad Ghiassi, Baring Asset Management
    Optimised Backtesting using an APT Risk Model and Signal-Based Alphas
  • Edward Fishwick, Franklin Portfolio Associates
    Unexpectedly Large or Frequent Downside Events in Active Tracking Error Portfolios
  • Norman String and Nicholas Taylor, University of Manchester
    Time Diversification: an Emperical Investigation
  • Outing
    Unexpectedly Large or Frequent Downside Events in Active Tracking Error Portfolios
  • Bernard Dumas, HEC, Paris
    The Effect of EMU on Capital Allocations: an Equilibrium Approach
  • Pierre Hillion, Insead, Paris
    The Relevance of Currency Risk in the EMU
  • Robert Schwob, Style Investment Research Accosiates, London
    Style and Style Factors within and across Europe
  • Andrea Beltratti, University of Turin
    The EURO: Its Effects on Expected Returns and Asset Allocation