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Home » Events » Autumn Seminar 2011, Luxembourg

Autumn Seminar 2011, Luxembourg

2 October 2011 - 4 October 2011

“Risk and returns after the crisis”

Hotel Le Royal, Luxembourg

 

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Papers


Key note address: Risk and returns after the crisis

Rene Stulz, Everett D. Reese Chair of Banking and Monetary Economics, The Ohio State University

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The market premium for dynamic tail risk

Lorán Chollete University of Stavanger * and Ching-Chih Lu at National Chengchi University, Taiwa

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Extreme dependence structures and the cross section of expected returns

Stefan Ruenzi and Florian Weigert, University of Mannheim

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An asset pricing approach to liquidity effects in corporate bond markets

Dion Bongaerts, (Erasmus University) *, Frank de Jong (Tilburg University) and Joost Driessen (Tilburg University)

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Private equity performance and liquidty ris

Francesco Franzoni (Univerity of Lugano), Eric Nowak (University of Lugano) and Ludovic Phalippou (University of Amsterdam)

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Liquidity risk and mutual fund return

Xi Dong (INSEAD), Shu Feng (Clark University) and Ronnie Sadka (Boston College)

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Should investors include commodities in their portfolios after all? New evidence

Charoula Daskalaki and George Skiadopoulos (University of Piraeus)

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Tutorial on developments in behavioural finance

Kent Daniel (Columbia University)

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Stock return predictability and variance risk premia: statistical inference and international evidenc

Tim Bollerslev (Duke University), James Marone (Federal Reserve Board), Lai Xu (Duke University) and Hao Zhou (Federal Reserve Board)

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  • About
    • About Inquire Europe
    • Our Board
    • Committees
    • Honorary members
    • Sister organisations
    • CQA
  • News
  • Membership
    • Membership
    • Our members
    • Membership fee
    • Registration form
    • Young Professionals Program
    • Guest program
  • Seminars / Webinars
    • Seminars / Webinars
    • Future seminars
    • Previous seminars
  • Research
    • Research
    • Research grants available
    • Research Published in Top Finance Journals
    • Finished research projects
    • Projects under development
  • Awards
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