| Papers Madrid, October 11 - 13, 2009 |
| The papers below will be presented at the seminar and are only available for the members of Inquire Europe. | ||
| Author |
Topic |
Download |
|
John Hull
key note speaker |
The Risk of Tranches Created from Residential Mortgages |
4Biography 4Paper 4Summary 4Presentation |
| Robert Kosowski |
When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns |
4Biography 4Paper 4Summary 4Presentation |
| Michael Brandt |
Flight to Quality or Flight to Liquidity: Evidence from the Euro-Area Bond Market |
4Biography 4Paper 4Summary 4Presentation |
| Marie Brière | Volatility Exposure for Strategic Asset Allocation |
4Biography 4Presentation |
| Roman Kräussl |
Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices |
4Biography 4Paper 4Summary 4Presentation |
| Ronnie Sadka |
Hedge Funds Under Fire: a Flow-Impact Perspective on Fund Returns |
4Biography 4Paper 4Summary 4Presentation |
| Lionel Martellini |
Dynamic Allocation Decisions in the Presence of Funding Ratio Constraints |
4Biography 4Paper 4Summary 4Presentation |
|
Denitsa Stefanova |
Dynamic Correlation Hedging in Copula Models
for Portfolio Selection |
4Biography 4Paper 4Summary 4Presentation |