Kempenski Hotel, Budapest, Hungary
Papers
Demography Changes, Financial Markets and the Economy
Rob Arnott* and Denis Chaves, Research Affiliates, LLC
Information Content when Mutual Funds Deviate from Benchmarks
Marno Verbeek*, Rotterdam School of Management, Erasmus University
Bayesian Portfolio Construction
Michael Brandt*, Fuqua School of Business, Duke University
Return to Socially Responsible Investing: a Clinical Study
Elroy Dimson*, London Business School
The Mutual Fund Industry World Wide Explicit and Closet Indexing, Fees and Performance**
Miguel Ferreira*, NOVA School of Business and Economic
Using Stock or Portfolios in Tests of Factor Models
Jun Liu*, Rady School of Management
Out-of-sample Predictions of Bond Excess Returns and Forward Rates: An Asset-Allocation Perspective
Giorgio Valente*Essex Business School
Bond Variance Risk Premia
Philippe Mueller*, London School of Economics
Rational turbulence
Kent Osband*, RiskTick LLC
The Use (and Abuse) of Optimisation in Asset Management
Michael Steliaros*, Merrill Lynch