“Alternative Portfolio Construction”
Hotel Vier Jahreszeiten, Munich, Germany
Papers
Generalized Risk-Based Investing
Emmanuel Jurczenko * (ESCP Europe), Jérôme Teïletche (Lombard Odier) and Thierry Michel (Lombard Odier)
Currency Premia and Global Imbalances **
Pascquale Della Corte (Imperial College Business School), Steven Riddiough (Warwick Business School) and Lucio Sarno (Cass Business School and CEPR, City University London)
Multi Alpha Equity Portfolios
Raul Leote de Carvalho * (BNP Paribas), Pierre Moulin (BNP Paribas) and Xiao Lu (BNP Paribas)
Can Large Pension Funds Beat the Market? Asset Allocation, Marketing Timing, Security Selection and the Limits of Liquidity
Aleksandar Andonov * (Maastricht University), Rob Bauer (Maastricht University) and Martijn Cremers (University of Notre Dame)
Stock Duration and Misvaluation
Zacharias Sautner * (University of Amsterdam), Ankur Pareek (Rutgers Business School) and Martijn Cremers (University of Notre Dame)
Tutorial: Handling Model and Parameter Risk
Peter Schotman (Maastricht Univeristy)
Horizon Pricing
Robert Korajczyk * (Kellogg School of Management), Avraham Kamara (University of Washington), , Xiaoxia Lou (University of Delaware), and Ronnie Sadka (Boston College)