Winter Term 2007

  • Adlai Fisher (University of British Colombia) - Conditional Risk, Overconditioning, and the Performance of Momentum Strategies
  • Gordon Phillips (University of Maryland) - Real and Financial Industry Booms and Busts
  • Felix Meschke (University of Minnesota) - The Rise and Fall of Portfolio Pumping Among U.S. Mutual Funds
  • Andrea Eisfeldt (Northwestern University) - Financing Shortfalls and the Value of Aggregate Liquidity
  • Eckhard Platen (University of Technology Sydney) - A Benchmark Approach to Finance
  • Damir Filipovic (Vienna Institute of Finance) - Non-Monotone Risk Measures and Monotone Hulls
  • Jason Huafeng Chen (University of British Columbia) - Return Comovement
  • Loriana Pelizzon (Università Ca'Foscari di Venezia) - Credit Derivatives, Capital Requirements and Opaque OTC Markets
  • Vikram Nanda (Arizona State University) - Are Incentive Contracts Rigged by Powerful CEOs?
  • Kristian Miltersen (Norwegian School of Economics and Business Administration) - Real Options with Uncertain Maturity and Competition
  • Sheridan Titman (University of Texas at Austin) - Financial Structure, Liquidity, and Firm Locations
  • Michael Brandt (Duke University) - Gutmann Public Lecture: What Do Government Bond Investors Care About: Credit Quality or Liquidity?
  • Alexander Wagner (University of Zurich) - The Executive Turnover Risk Premium
  • Jeffrey Zwiebel (Stanford University) - Executive Pay, Hidden Compensation, and Managerial Entrenchment
  • Rohit Rahi (London School of Economics) - Arbitrage Networks
  • Susan Christoffersen (McGill University) - Fund Flows vs. Family Flows: Evidence from the Cross Section of Brokers