Papers  Edinburg 15-17 March 2009
The papers below will be presented at the seminar and are only available for the members of Inquire Europe.
Author
Topic
Download
George Cooper
 
BlueCrest Capital, The origin of Financial Crisis 4Biography
4Presentation

Emmanuel Acar
 
Currency Management Indexes:
What Do They Tell Us?*
 
4Biography
4Paper
4Presentation
Andrew Lo

 

Hedge Funds, Systemic Risk, and
the Financial Crisis of 2007–2008

 

4Biography
4Paper
4Presentation
4
Presentation

 

Edward Chancellor

 

The Credit crisis: thoughts on deleveraring

 

4Biography
4Presentation

 

Daniel Hung

 
Sail with Hedge Funds in the Storm? A New
Approach
 
4Biography
4Paper
4Presentation
 
Charlie Cai

 
Teach-in session: an empirical
comparison of aggregated Risk Measures
4Biography
4Presentation
 
David Blake Pension Fund Risk-Taking and Performance under Decentralised
Investment Management
4Presentation
Bruno Solnik Applying Regret Theory to Investment Choices: Currency Hedging Decisions 4Biography
4Paper
4Presentation
Kewei Hou Resurrecting the size effect:
Firm size, profitability shocks, and expected stock returns
4Biography
4Paper
4Presentation
Tobias Adrian
 
Federal Reserve Bank of New York
Staff Reports
CoVaR
4Biography
4Paper
4Presentation
Ian Tonks Pension Fund Performance and Risk-Taking Under Decentralized Investment Management 4Biography
4Paper