"Illiquid Asset Classes"
Hotel Okura, Amsterdam, The Netherlands
Papers
Private equity investments
Key-note speaker: Tim Jenkinson (Saïd Business School, University of Oxford)
Estimating private equity returns from limited partner cash flows
Ludovic Phalippou (Said Business School and Oxford-Man Institute, University of Oxford)
Skill and luck in private equity performance
Morten Sørensen (Copenhagen Business School)
Where experience matters: asset allocations and asset pricing with opaque and illiquid assets
Raman Uppal (EDHEC Business School)
Asset level risk and return in real estate investments
Jacob S.Sagi (University of North Carolina Kenan-Flagler Business School)
Long term US infrastructure returns and portfolio selection
Robert J. Bianchi (Griffith University)
Pricing effects of time series variation in liquidity
Patrick Tuijp (Ortec Finance and University of Amsterdam)
Tutorial: Forecasting under Model Instability
Allan Timmermann (University of California, San Diego)
The correlation risk premium term structure
Gonçalo Faria (Católica Porto Business School)
Factor based versus industry based asset allocation: the contest
Marie Brière*, (Amundi, Paris Dauphine University and Université Libre de Bruxelles (ULB))