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Home » Events » Autumn Seminar 2013, Munchen, Germany

Autumn Seminar 2013, Munchen, Germany

27 October 2013 - 29 October 2013

“Alternative Portfolio Construction”

Hotel Vier Jahreszeiten, Munich, Germany

 

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Papers


Generalized Risk-Based Investing

Emmanuel Jurczenko * (ESCP Europe), Jérôme Teïletche (Lombard Odier) and Thierry Michel (Lombard Odier)

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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)

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Multi Alpha Equity Portfolios

Raul Leote de Carvalho * (BNP Paribas), Pierre Moulin (BNP Paribas) and Xiao Lu (BNP Paribas)

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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)

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Stock Duration and Misvaluation

Zacharias Sautner * (University of Amsterdam), Ankur Pareek (Rutgers Business School) and Martijn Cremers (University of Notre Dame)

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Tutorial: Handling Model and Parameter Risk

Peter Schotman (Maastricht Univeristy)

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Horizon Pricing

Robert Korajczyk * (Kellogg School of Management), Avraham Kamara (University of Washington), , Xiaoxia Lou (University of Delaware), and Ronnie Sadka (Boston College)

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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
    • Call for research proposals
    • Research Published in Top Finance Journals
    • Finished research projects
    • Projects under development
  • Awards
  • Contact