"Costs of Trading and Liquidity Risk Premia & Fund Performance"
Hotel Atlantic Kempinski, Hamburg, Germany
Key note address and positioning of the other presentations
Professor Donald Keim (The Wharton School, University of Pennsylvania)
Liquidity Risk Premia in Corporate Bond Markets
Frank de Jong (Tilburg University), Joost Driessen (University of Amsterdam)
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)
Where to Submit your Order in Todayâ€™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)
Persistence, Predictability and Portfolio Planning
Michael Brennan (Anderson School UCLA)
Robust Portfolio Optimization with Multiple Experts
Peter Schotman (University of Maastricht), Frank Lutgens (University of Maastricht)
The effect of credit transfer risk on financial stability
Elisabeth Joossens and Dirk Bauer (European Commission Joint Research Centre, Ispra, Italy)
Investing in Mutual Funds with Regime Switching
Ashish Tiwari (University of Iowa)
Who needs hedge funds?
Harry Kat and Helder P. Palaro (Cass Business School, City University, London)
Hedge Fund Performance: the Role of Non-normaility Risks and Conditional Asset Allocation
Joelle Miffre and Harry Kat (Cass Business School, City University, London)