2008 Spring Seminar

Important “Cogs” in the Investment Process

Note: Titles in blue indicate available link. Click on link to download paper.

Sunday – March 30

6:00 pm RECEPTION AND INFORMAL BUFFET DINNER

Remarks: James L. Farrell, Jr.

Monday – March 31
7:30 am – 9:00 am CONTINENTAL BREAKFAST

9:00 am – 10:15 am

The Fundamentals of Commodity Futures Returns

Slides

Speaker: Luis M. Viceira, Professor of Business Administration, Harvard Business School
12:00 pm – 4:00 pm LUNCH AND PERSONAL CONFERENCES WITH SPEAKERS AND DELEGATES

4:00 pm – 5:15 pm

The Theory of Life-Cycle Saving and Investing
Slides

Speaker: Paul S. Willen, Senior Economist and Policy Advisor, Federal Reserve Bank of Boston

5:15 pm – 5:30 pm Coffee Break

5:30 pm – 7:00 pm

Patents in the Asset Management Industry
Slides

Speaker: Ralph P. Albrecht, Esq., Venable, LLP

7:00 pm  Reception and Keynote Banquet

Investment Implications of the 2008 Elections

Speaker: Gregory P. Valliere, Consultant, Stanford Washington Research Group

Tuesday – April 1

7:30 am – 8:45 am CONTINENTAL BREAKFAST

8:45 am – 10:00 am

What Happened to the Quants in August 2007?
Slides

Speaker: Andrew W. Lo, Harris and Harris Group Professor, Director MIT Laboratory for Financial Engineering, MIT Sloan School
10:00 am – 10:30 am Coffee Break

10:30 am – 11:45 am

Trends in the Money Management Industry: Systemic Imperatives Slides

Speaker: Michael L. Goldstein, Managing Partner, Empirical Research Partners, LLC

11:45 am – 12:15 pm BUSINESS MEETING OF The Q Group

12:15 pm – 4:00 pm LUNCHEON AND PERSON-TO-PERSON CONFERENCES WITH SPEAKERS & DELEGATES

4:00 pm – 5:15 pm

The Divergence of Liquidity
Slides

Speaker: Ronnie Sadka, Assistant Professor of Finance, Evert McCabe Endowed Fellow, Department of Finance and Business Economics, University of Washington

5:15 pm – 5:30 pm Coffee Break

5:30 pm – 7:00 pm

Behavioral Biases
Slides

Speaker: M. Keith Chen, Assistant Professor of Economics, Yale School of Management

7:00 pm RECEPTION AND INFORMAL DINNER

Wednesday – April 2

7:00 am – 8:00 am CONTINENTAL BREAKFAST

8:00 am – 9:15 am

Stale or Sticky Stock Prices
Slides

Speaker: Donald B, Keim, John B. Neff Professor of Finance, The Wharton School, University of Pennsylvania

9:15 am – 9:30 am Coffee Break

9:30 am – 11:00 am
The Rational Part of Momentum
Slides
Speaker: James H. Scott, GM Asset Management Speaker: Jorge A. Murillo, Columbia Business School

11:00 am ADJOURNMENT


THE Q Group NEXT SEMINAR WILL BE HELD ON OCTOBER 19 – 22, 2008.
SEE YOU AT THE RITZ-CARLTON LAGUNA NIGUEL, DANA POINT, CALIFORNIA.
 


?>