| Papers Zürich 30 March - 1 April 2008 |
| The papers below will be presented at the seminar and are only available for the members of Inquire Europe. | ||
| Author |
Topic |
Download |
| Paul Embrechts |
Key note address: “Recent development in risk management” |
4Biography 4Presentation 4Zip files |
| Frank de Jong |
Valuation of non traded risk component factors such as
longevity risk and inflation risk |
4Biography 4Summary 4Paper 4Presentation 4Zip files |
|
Bas Werker |
Inquire tutorial: “Developments in modelling dependence” |
4Biography 4Presentation 4Zip files |
| Bruno Gerard, Esther Eiling | Dispersion, Equity Returns Correlations and Market Integration |
4Biography 4Summary 4Paper 4Presentation 4Zip files |
| Kathryn Kaminski | When Do Stop-Loss Rules Stop Losses? |
4Biography 4Summary 4Paper 4Presentation 4Zip files |
| Lieven Baele, Geert Bekaert, Koen Inghelbrecht | The Determinants of Stock and Bond Return Comovements |
4Biography 4Summary 4Paper 4Presentation 4Zip files |
| Tom Nohel |
Side-by-Side Management of Hedge Funds and Mutual Funds |
4Biography 4Summary 4Paper 4Presentation 4Zip files |
| Tarun Ramadorai | The Secondary Market for Hedge Funds |
4Biography 4Summary 4Paper 4Presentation 4Zip files |
| Q. Farooq Akramay, Dagfinn Rime and Lucio Sarno |
Arbitrage in the Foreign Exchange Market: Turning on the Microscope |
4Biography 4Summary 4Paper 4Presentation 4Zip files |
| Dagfinn Rime, Lucio Sarno |
Exchange Rate Forecasting, Order Flow and Macroeconomic Information |
4Biography 4Summary 4Paper 4Zip files |
| Robert Gramacy, Joo Hee Lee |
On Estimating Covariances Between Many Assets With Histories
Of Highly Variable Lengths |
4Biography 4Summary 4Paper 4Presentation 4Zip files |