2013 Spring Seminar

Read 2013 Spring Seminar Review

The Recovery Theorem Stephen Ross, MIT
Paper Slides

 

Dynamic Conditional Beta Robert Engle, Stern School, NYU
Paper Slides

 

Global Pricing of Gold
Campbell Harvey, Duke University
Paper

 

Cost of Capital for Alternative investments
Erik Stafford, John A. Paulson Professor of Business Administration, Harvard Business School
Paper Slides

 

Real Estate and the Macro Economy
Karl E. (Chip) Case, Professor of Economics Emeritus, Wellesley College, Senior Fellow, Joint Center for Housing Studies, Harvard University

Horizon Pricing
Robert A. Korajczyk, Senior Associate Dean and the Harry G. Guthman Distinguished Professor of Finance, Kellogg Graduate School of Management, Northwestern University
Paper Slides

 

Market Expectations in the Cross Section of Present Value
Bryan T. Kelly, Assistant Professor of Finance, Booth School of Business,
University of Chicago

No News is News
Kelly Shue, Assistant Professor of Finance, Booth School of Business, University of Chicago

The Mutual Fund Industry Worldwide
K.J. Martijn Cremers, Professor, Mendoza College of Business, University of Notre Dame

Duration Targeting: A New Look at Bond Portfolios
Martin Leibowitz, Managing Director, Morgan Stanley

Is the World Stock Market Comovement Changing?
N. K. Chidambaran, Assistant Professor of Finance, Fordham University


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