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Home » Events » Joint Spring Seminar 2006, Hamburg, Germany

Joint Spring Seminar 2006, Hamburg, Germany

26 March 2006 - 28 March 2006

"Costs of Trading and Liquidity Risk Premia & Fund Performance"

Hotel Atlantic Kempinski, Hamburg, Germany

 

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Papers


Key note address and positioning of the other presentations

Professor Donald Keim (The Wharton School, University of Pennsylvania)

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Liquidity Risk Premia in Corporate Bond Markets

Frank de Jong (Tilburg University), Joost Driessen (University of Amsterdam)

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Market Impact Costs of Institutional Equity Trades

Jacob Bikker (Dutch Central Bank), Laura Spierdijk (University of Twente), Pieter Jelle van der Sluis (Free University Amsterdam and ABP Investments)

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Where to Submit your Order in Today’s Markets? What are the Benefits of Smart Order Routing Systems?

Albert Menkveld (Free University Amsterdam) and Thierry Foucault (HEC School of Management, GREGHEC, CEPR)

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Persistence, Predictability and Portfolio Planning

Michael Brennan (Anderson School UCLA)

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Robust Portfolio Optimization with Multiple Experts

Peter Schotman (University of Maastricht), Frank Lutgens (University of Maastricht)

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The effect of credit transfer risk on financial stability

Elisabeth Joossens and Dirk Bauer (European Commission Joint Research Centre, Ispra, Italy)

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Investing in Mutual Funds with Regime Switching

Ashish Tiwari (University of Iowa)

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Who needs hedge funds?

Harry Kat and Helder P. Palaro (Cass Business School, City University, London)

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Hedge Fund Performance: the Role of Non-normaility Risks and Conditional Asset Allocation

Joelle Miffre and Harry Kat (Cass Business School, City University, London)

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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