“Risk and returns after the crisis”
Hotel Le Royal, Luxembourg
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
The market premium for dynamic tail risk
Lorán Chollete University of Stavanger * and Ching-Chih Lu at National Chengchi University, Taiwa
Extreme dependence structures and the cross section of expected returns
Stefan Ruenzi and Florian Weigert, University of Mannheim
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)
Private equity performance and liquidty ris
Francesco Franzoni (Univerity of Lugano), Eric Nowak (University of Lugano) and Ludovic Phalippou (University of Amsterdam)
Liquidity risk and mutual fund return
Xi Dong (INSEAD), Shu Feng (Clark University) and Ronnie Sadka (Boston College)
Should investors include commodities in their portfolios after all? New evidence
Charoula Daskalaki and George Skiadopoulos (University of Piraeus)
Tutorial on developments in behavioural finance
Kent Daniel (Columbia University)
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)