| The papers below will be presented at the seminar and are only available for the members of Inquire Europe. | ||
| Author |
Topic |
Download |
| Empirical Behavioral in Finance | ||
| Monday March 27, 2006: COSTS OF TRADING AND LIQUIDITY RISK PREMIA | ||
|
Donald Keim
(The Wharton School, University of Pennsylvania) |
Key note address and positioning of the other presentations |
4Biography 4Presentation |
|
Frank de Jong
(Tilburg University), Joost Driessen (University of Amsterdam)
|
Liquidity Risk Premia in Corporate Bond Markets
|
4Biography 4Summary 4Paper 4Presentation |
|
Laura Spierdijk (University of Twente), Jacob Bikker (Dutch Central Bank), Pieter Jelle van der Sluis (Vrije Universiteit Amsterdam and ABP Investments) |
Market Impact Costs of Institutional Equity Trades |
4Biography 4Summary 4Paper 4Presentation |
| Albert Menkveld (Vrije Universiteit Amsterdam) and Thierry Foucault (HEC School of Management, GREGHEC, CEPR) |
Where to Submit your Order in Today’s Markets? What are the Benefits of Smart Order Routing Systems? |
4Biography 4Paper 4Presentation
|
| Michael Brennan (Anderson School UCLA) | Persistence, Predictability, and Portfolio Planning |
4Biography 4Paper 4Presentation |
| Peter Schotman (University of Maastricht), Frank Lutgens (University of Maastricht) |
Robust Portfolio Optimization with Multiple Experts |
4Biography 4Paper 4Presentation |
|
Tuesday March 28, 2006: FUND PERFORMANCE |
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|
Elisabeth Joossens and Dirk Bauer (European Commission Joint Research Centre, Ispra, Italy) |
The Effect of Credit Risk Transfer on Financial Stability | 4Biography 4Summary 4Paper 4Presentation |
|
Ashish Tiwari (University of Iowa) |
Investing in Mutual Funds with Regime Switching |
4Biography 4Summary 4Paper 4Presentation |
|
Harry Kat and Helder P. Palaro (Cass Business School, City University, London) |
Who needs hedge funds? |
4Biography 4Summary 4Paper 4Presentation |
|
Joelle Miffre and Harry Kat (Cass Business School, City University, London) |
Hedge Fund Performance: the Role of Non-normaility Risks and Conditional Asset Allocation |
4Biography 4Summary 4Paper 4Presentation |