| Papers Berlijn, 24- 26 October 2010 |
| The papers below will be presented at the seminar and are only available for the members of Inquire Europe. | ||
| Author |
Topic |
Download |
|
Philipp Karl Illeditsch |
Inflation Risk and
Inflation-Protected and Nominal Bonds |
4Biography 4Paper 4Summary 4Presentation |
|
Tarun Ramadorai |
On the Dynamics of Hedge Fund
Risk Exposures |
4Biography 4Paper 4Summary 4Presentation |
|
Laura Spierdijk |
Stock Returns and Inflation
Risk:Implications for Portfolio Selection |
4Biography 4Paper 4Summary 4Presentation |
|
Marie Brière |
Inflation-Hedging Portfolios
in Different Regimes |
4Biography 4Paper 4Summary 4Presentation |
| Greg Duffee | Affine modelsof the real and nominal term structure |
4Biography 4Presentation |
|
Yong Chen |
Can Hedge Funds Time Market
Liquidity? |
4Biography 4Paper 4Summary 4Presentation |
|
Henrik Hasseltoft |
The\Fed-Model and the Changing
Correlation of Stock and Bond returns: an equilibrium approach |
4Biography 4Paper 4Summary 4Presentation |
|
Geert Bekaert |
Inflation Risk and the
Inflation |
4Biography 4Paper 4Summary 4Presentation |
|
Bob Litterman |
Portfolio management |
4Presentation |