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Home » Events » Joint Spring Seminar 2011, Cambridge, United Kingdom

Joint Spring Seminar 2011, Cambridge, United Kingdom

3 April 2011 - 5 April 2011

University Arms Hotel, Cambridge

 

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Papers


SHRINKAGE REGRESSION FOR MULTIVARIATE INFERENCE WITH MISSING

Robert B Gramacy and Ester Pantaleo

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CAPITAL-MARKET EFFECTS OF SECURITIES REGULATION: THE ROLE OF IMPLEMENTATION AND ENFORCEMENT

Hans B Christensen, Luzi Hail and Christian Leuz

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TO TRADE OR NOT TO TRADE: THE STRATEGIC TRADING OF INSIDERSAROUND NEWS ANNOUNCEMENTS

Adriana Korczak, Piotr Korczak and Meziane Lasfer

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DECODING INSIDE INFORMATION

Lauren Cohen, Christopher Malloy and Lukasz Pomorski

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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)

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IMPROVING PORTFOLIO SELECTION USING OPTION-IMPLIED VOLATILITY AND SKEWNES

Victor DeMiguel, Yuliya Plyakha, Raman Uppal and Grigory Vilkov

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ECONOMETRIC MEASURES OF SYSTEMIC RISK IN THE FINANCE AND INSURANCE SECTORS

Mila Getmansky, Loriana Pelizzon, Monica Billio and Andrew W. Lo

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EX POST PORTFOLIO PERFORMANCE WITH PREDICTABLE SKEWNESS AND KURTOSIS

Giovanna Nicodano and Massimo Guidolin

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DO FOREIGNERS KNOW BETTER? A COMPARISON OF THE PERFORMANCE OF LOCAL AND FOREIGN MUTUAL FUND MANAGERS

Miguel A Ferreira, Pedro Matos and João Pereira

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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