2009 Spring Seminar

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Sunday – March 29

6:00 pm RECEPTION AND INFORMAL BUFFET DINNER
Words of Welcome
James L. Farrell, Jr., Chairman of The Q Group and Ned Davis Research, Inc.
Spr09-Cover-Final

Monday – March 30

7:30 am – 9:00 am CONTINENTAL BREAKFAST

9:00 am – 10:15 am
Vicious Cycles, Investor Behaviour and Dealer Based Financial Systems
Speaker: Kenneth Froot, Andre R. Jakurski Professor of Business Administration,
Graduate School of Business Administration, Harvard and Founding Partner,
FDO Partners

Slides

10:15 am – 10:45 am COFFEE BREAK
10:45 am – 12:00 pm
Speaker: H. Franklin Allen, Nippon Life Professor of Finance, Professor of Economics, Wharton, University of Pennsylvania

The Global Finacial Crisis Slides

12:00 pm – 4:00 pm LUNCH AND PERSONAL CONFERENCES WITH SPEAKERS AND DELEGATES
4:00 pm – 5:15 pm
Regulatory Reform in Light of the Current Crisis
Speaker: Richard Lindsey, CEO, The Callcott Group LLC and The Courant Institute, NYU


5:15 pm – 5:30 pm COFFEE BREAK
5:30 pm – 6:45 pm
A PANEL: The Financial Crisis and Its Discontents: Where Now?
Moderator: Brett Hammond, Co-Chair Program Committee and TIAA-CREF


7:15 pm
RECEPTION AND KEYNOTE BANQUET
Reflections on the Actions of the New Administration
Speaker: William G. Gale, Vice President and Director, Economic Studies, The Brookings Institution

Slides

Tuesday – March 31

7:30 am – 8:45 am CONTINENTAL BREAKFAST
8:45 am – 10:00 am
Speaker: Philippe Jorion, Chancellor’s Professor, University of California, Irvine

Credit Contagion from Counterparty Risk Slides

10:00 am – 10:30 am COFFEE BREAK
10:30 am – 11:45 am
Speaker: K. J. Martijn Cremers, Associate Professor of Finance, Yale School of Management

Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
Slides

11:45 am – 12:15 pm Business Meeting of The Q Group
12:15 pm – 4:00 pm LUNCH AND PERSON-TO-PERSON CONFERENCES
4:00 pm – 5:15 pm
Speaker: Harrison Hong, John Scully ’66 Professor of Economics and Finance, Department of Economics, Princeton University

Do Arbitrageurs Amplify Slides

5:15 pm – 5:30 pm COFFEE BREAK
5:30 pm – 6:45 pm
Finding Outperforming Managers
Speaker: Randolph Cohen, Associate Professor of Business Administration, Harvard Business School

Best Ideas Slides

7:00 pm RECEPTION AND INFORMAL DINNER

Wednesday – April 1

7:00 am – 8:00 am CONTINENTAL BREAKFAST
8:00 am – 9:15 am
Speaker: Ken Smetters, Associate Professor of Insurance and Risk Management. Wharton, University of Pennsylvania

Optimal Portfolio Extended Abstract Slides

9:15 – 9:30 am COFFEE BREAK

9:30 am – 10:45 am
Mutual Fund Incubation
Speaker: Richard B. Evans, Assistant Professor of Business Administration, The Darden School of Business, University of Virginia

Slides

11:00 am ADJOURNMENT


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