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Home » Events » Joint Spring Seminar 2008, Zurich, Switzerland

Joint Spring Seminar 2008, Zurich, Switzerland

30 March 2008 - 1 April 2008

"Development in Risk Management / Hedge Funds / Estimation"

Park Hyatt Hotel, Zurich, Switzerland

 

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Papers


Key note address: “Recent Development in Risk Management

Paul Embrechts (ETH Zurich)

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“Valuation of Non Traded Risk Component Factors Such as Longevity Risk and Infl ation Risk'

Frank de Jong (Tilburg University)

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Inquire tutorial: “Developments in Modelling Dependence'

Bas Werker (Tilburg University)

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“Dispersion, Equity Returns Correlations and Market Integration'

Bruno Gerard *, (Norwegian School of Management) and Esther Eiling (Rotman School of Management, University of Toronto)

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“When Do Stop Loss Rules Stop Losses'

Kathryn Kaminski * (Massachusetts Institute of Technology Operations Research Center) and Andy Lo (MIT Sloan School of Management and AlphaSimplex Group)

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“The Determinants of Stock and Bond Return Comovements'

Lieven Baele * (Tilburg University), Geert Bekaert, (Graduate School of Business, Columbia University), Koen Inghelbrecht, (Ghent University)

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“Side-by-Side Management of Hedge Funds and Mutual Funds'

Tom Nohel (Loyola University)

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“The Secondary Market for Hedge Funds'

Tarun Ramadorai (University of Oxford)

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Arbitrage and Short-Horizon Predictability in the Foreign Exchange Market: A Microstructure Perspective

Dagfi nn Rime * (Central Bank of Norway) and Lucio Sarno (University of Warwick).

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“On Estimating Covariances Between Many Assets With Histories of Highly Variable Lengths'

Robert Gramacy * (University of Cambridge, Statistical Laboratory) and Joo Hee Lee (Fidelity Investments)

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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