| Papers Cambridge , 3 - 5 april 2011 |
| The papers below will be presented at the seminar and are only available for the members of Inquire Europe. | ||
| Author |
Topic |
Download |
|
Robert B
Gramacy and Ester Pantaleo
|
SHRINKAGE REGRESSION FOR
MULTIVARIATE INFERENCE WITH MISSING |
4Paper 4Presentation
|
|
Hans B
Christensen, Luzi Hail and Christian Leuz |
CAPITAL-MARKET EFFECTS OF SECURITIES REGULATION: THE ROLE OF IMPLEMENTATION
AND ENFORCEMENT |
4Paper 4Presentation |
| Adriana Korczak, Piotr Korczak and Meziane Lasfer | TO TRADE OR NOT TO TRADE: THE STRATEGIC TRADING OF INSIDERSAROUND NEWS ANNOUNCEMENTS |
4Presentation |
|
Lauren Cohen, Christopher Malloy and Lukasz Pomorski |
DECODING INSIDE INFORMATION |
4Paper 4Presentation |
|
Tarun Ramadorai & Tim Jenkinson (both Said Business School, University of Oxford) |
DOES ONE SIZE FIT ALL? THE CONSEQUENCES OF SWITCHING MARKETS WITH DIFFERENT REGULATORY STANDARDS |
4Paper 4Presentation |
|
Victor
DeMiguel, Yuliya Plyakha, Raman Uppal and Grigory Vilkov |
IMPROVING PORTFOLIO SELECTION USING OPTION-IMPLIED VOLATILITY AND SKEWNES |
4Paper 4Summery 4Presentation |
|
Mila Getmansky, Loriana Pelizzon, Monica Billio and Andrew W. Lo |
ECONOMETRIC MEASURES OF
SYSTEMIC RISK IN THE FINANCE AND INSURANCE SECTORS |
4Biography 4Paper 4Presentation |
|
Giovanna Nicodano and Massimo Guidolin |
EX POST PORTFOLIO
PERFORMANCE WITH PREDICTABLE SKEWNESS AND KURTOSIS |
4Biography 4Paper 4Summery 4Presentation |
|
Miguel A Ferreira, Pedro Matos and Joćo Pereira |
DO FOREIGNERS KNOW BETTER? A COMPARISON OF THE PERFORMANCE OF LOCAL AND FOREIGN MUTUAL FUND MANAGERS |
4Biography 4Paper 4Summery 4Presentation |