Amsterdam, The Netherlands, 12 - 14 March 2000

Behavioral Finance - Theory and Practice
  • Terrance Odean, University of California, Davis: The Courage of Misguided Convictions
  • Jay Shanken, University of RochesterCoffee Break: Behavioral Finance, a (Somewhat) Sceptical View
  • Martin Weber, University of Mannheim: The Disposition Effect, the Odd Charm of Losers
  • Mark Kritzman, WCMB and State Street Bank: Risk, Regimes, and Overconfidence
  • David Modest: Long Term Capital Management: An Insider's Perpsective
  • Panel, Practical view on behavioral finance
    • Phil Fortuna, Scudder Kemper Investments, Battling the Brain, Behaviour of Finance Professionals
    • Stephen Breban, WatsonWyatt, Managing behavioral biases when building investment manager structures.
    • Rene de Wolf, Robeco, Translating Behavioural Finance into Quantitative portfolios
  • John Capstaff, Krishna Paudyal and William Rees, Strathclyde, Glasgow Caledonian and Glasgow Universities Revisions of Earnings Forecasts and Security Returns: Evidence from the UK, France and Germany
  • Paul Ryan* and Richard Taffler* , University College, Dublin and Cranfield School of ManagementIntertemporal Surplus Management, Do Stockbroking Houses Add Value ? The Market Impact of Sell-side Analysts' Recommendation Changes
  • Jennifer Francis, Per Olsson and Dennis Oswald* Duke University, Stockholm School of Economics and London Business School, The Accuracy and Explainability of Dividend, Free Cashflow and Abnormal Earnings Equity Valuation Estimates, and Using Mechanical Earnings and Residual Income Forecasts in Equity Valuation
  • Angela Black* and Patricia Fraser, University of Aberdeen, Stock Market Short-Termism: An International Perspective
  • Gregory Connor, London School of Economics and BARRA International A Non-linear Characteristic-based Factor Model of Common Stock Returns
  • Murali Ramaswami, Lehman Brothers, The Momentum Life Cycle Alpha Strategy in Europe, and Forecasting Stock Returns using Option-Implied Volatility