2005 Spring Seminar

    • Beyond Slicing and Dicing
      Paper
      Slides
      – John O’Brien
    • The Long-Term Performance of Commodity Futures
      Paper
      Slides
      – K. Geert Rouwenhorst
    • The Tactical and Strategic Value of Commodity Futures
      Paper
      Slides
      – Campbell R. Harvey, J. Paul Sticht
    • Stochastic Convenience Yield implied from Commodity Futures and Interest Rates
      Paper
      (Publication in the Journal of Finance is forthcoming)
      Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies
      Paper
      Slides
      – Pierre Collin-Dufresne
    • Running out of and into Oil: Analyzing Global Oil Depletion through 2050
      Paper
      Slides
      – David L. Greene
    • Actively Managed Exchange Traded Funds: Risk Modeling as an Enabling Technology
      Paper
      Slides
      – Charles Baker
    • “The Nuts and Bolts of ETFs
      Slides
      – George U. Sauter
    • Reinventing the Mutual Fund
      Paper
      Slides
      – Gary Gastineau
    • Managing the Risk of Annuities
      Paper
      Slides
      – Thomas Ho
    • Understanding Comovement
      Paper
      Slides
      – Nicholas C. Barberis
    • Stock Market Diversity
      Paper
      Slides
      – E. Robert Fernholz


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