University Arms Hotel, Cambridge
Papers
SHRINKAGE REGRESSION FOR MULTIVARIATE INFERENCE WITH MISSING
Robert B Gramacy and Ester Pantaleo
CAPITAL-MARKET EFFECTS OF SECURITIES REGULATION: THE ROLE OF IMPLEMENTATION AND ENFORCEMENT
Hans B Christensen, Luzi Hail and Christian Leuz
TO TRADE OR NOT TO TRADE: THE STRATEGIC TRADING OF INSIDERSAROUND NEWS ANNOUNCEMENTS
Adriana Korczak, Piotr Korczak and Meziane Lasfer
DECODING INSIDE INFORMATION
Lauren Cohen, Christopher Malloy and Lukasz Pomorski
DOES ONE SIZE FIT ALL? THE CONSEQUENCES OF SWITCHING MARKETS WITH DIFFERENT REGULATORY STANDARDS
Tarun Ramadorai & Tim Jenkinson (both Said Business School, University of Oxford)
IMPROVING PORTFOLIO SELECTION USING OPTION-IMPLIED VOLATILITY AND SKEWNES
Victor DeMiguel, Yuliya Plyakha, Raman Uppal and Grigory Vilkov
ECONOMETRIC MEASURES OF SYSTEMIC RISK IN THE FINANCE AND INSURANCE SECTORS
Mila Getmansky, Loriana Pelizzon, Monica Billio and Andrew W. Lo
EX POST PORTFOLIO PERFORMANCE WITH PREDICTABLE SKEWNESS AND KURTOSIS
Giovanna Nicodano and Massimo Guidolin
DO FOREIGNERS KNOW BETTER? A COMPARISON OF THE PERFORMANCE OF LOCAL AND FOREIGN MUTUAL FUND MANAGERS
Miguel A Ferreira, Pedro Matos and João Pereira