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Home » Events » Joint Spring Seminar 2014, Vienna, Austria

Joint Spring Seminar 2014, Vienna, Austria

23 March 2014 - 25 March 2014

Recent Advances in quantitative investing

Joint Spring Seminar with Inquire UK at the Palais Hanssen Kempinski, Vienna, Austria

 

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Papers


Comomentum: Inferring Arbitrage Activity from Return Correlations

Dong Lou and Christopher Polk (London School of Economics)

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Sovereign Bank and Insurance Spreads: Connectedness and System Networks**

Mila Getmansky Sherman*, Andrew Lo, Robert Merton e.o. (Umass Amherst, Isenberg School of Management)

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Do Hedge Funds Provide Liquidity? Evidence From Their Trades

Francesco Franzoni, Alberto Plazzi* (University of Lugano and Swiss Finance Institute)

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Flights to Safety

Lieven Baele* (CentER, Tilburg University, Netspar), Geert Bekaert (Columbia University and NBER), Koen Inghelbrecht (Ghent University), Min Wei (Federal Reserve Board of Governors)

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Do Stock Returns Really Decrease with Default Risk? New International Evidence

Kevin Aretz* (Manchester Business School)

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Backtesting

Campbell Harvey* (Duke University)

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The Economic Analysis of the Regulation of Money Market Funds

Craig Lewis* (SEC)

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Pricing CDS with Capital Relief

Chris Dennis* (CVA / FVA Quantitative Research)

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Forecasting Stock Returns under Economic Constraints

Allan Timmermann* (Rady School of Management, UC San Diego), Davide Pettenuzzo (Brandeis University), Rossen Valkanov, UC San Diego)

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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
    • Research Published in Top Finance Journals
    • Finished research projects
    • Projects under development
  • Awards
  • Contact