Sunday - October 19
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5:00 pm - 7:00 pm
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RECEPTION AND INFORMAL BUFFET DINNER
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7:00 pm - 7:15 pm
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WORDS OF WELCOME
James L. Farrell, Jr. Chairman of the Institute and Managing Director,
Ned Davis Research
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Monday - October 20
Value and Investment Taxation
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7:30 am - 9:00 am
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CONTINENTAL BREAKFAST
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9:00 am - 10:15 am
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The Origins of Value: The Financial Innovations That Created Modern Capital Markets
Goetzmann - Origins of Value Introduction
Slides - Audio
Speaker: William Goetzmann, Edwin J. Beinecke Professor of Finance and Management Studies, Yale School of Management, Yale University
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10:15 am - 10:45 am
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COFFEE BREAK
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10:45 am - 12:00 pm
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Investment Taxation and Portfolio Performance
Investment Taxation and Portfolio Performance
Slides - Audio
Speaker: Jeffrey Pontiff, Professor of Finance, Carroll School of Management, Boston College
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12:00 pm - 4:00 pm
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LUNCH AND PERSON -TO-PERSON CONFERENCES
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Liquidity and Sources of Alpha
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4:00 PM - 5:15 PM
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Financial Liquidity and Savings: Evidence from 401(k) Loans
Financial Liquidity and Savings: Evidence from 401(k) Loans
Slides - Audio
Speaker: Brigitte Madrian, Aetna Professor of Public Policy and Corporate Management, Kennedy School of Government, Harvard University
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5:15 pm - 5:45 pm
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5:45 pm - 7:00 PM
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7:00 pm
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RECEPTION AND KEYNOTE BANQUET
McWages
Audio
Speaker: Orley C. Ashenfelter, Joseph Douglas Green 1895 Professor of Economics, Princeton University
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Tuesday - October 21
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Bond Liquidity and Market Microstructure
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7:30 am - 8:45 am
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CONTINENTAL BREAKFAST
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8:45 am - 10:00 am
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Liquidity and Corporate Bonds
Liquidity and Corporate Bonds
Slides Audio
Speaker: Jiang Wang, MIzuho Financial Group Professor, Sloan School of Management, Massachusetts Institute of Technology
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10:00 am - 10:30 am
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COFFEE BREAK
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10:30 am - 11:45 am
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Financial Intermediary Leverage and Value-at-Risk
Financial Intermediary Leverage and Value-at-Risk
Slides - Audio
Speaker: Tobias Adrian, Research Officer, Capital Markets Function, Federal Reserve Bank of New York. New Addition to the Program.
Understanding the Securitization of Sub-prime Mortgage Credit
Speaker: Til Schuermann, Vice President, Financial Intermediation Function, Federal Reserve Bank of New York. Regrettably Unable to Attend.
Bank Liquidity Risk 1
Bank Liquidity Risk 2
Bank Liquidity Risk Slides
7 Frictions in Subprime Mortgage Securitization Slides
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11:45 am - 12:15 pm
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Annual Meeting of the Institute - Audio
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12:15 pm - 4:00 pm
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LUNCHEON AND PERSON-TO-PERSON CONFERENCES
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4:00 pm - 5:15 pm
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5:15 pm - 5:45 pm
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COFFEE BREAK
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5:45 pm - 7:00 pm
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Do Noise Traders Move Markets?
Do Retail Trades Move Markets?
Slides - Audio
Speaker: Terrance Odean, Willis H Booth Professor of Banking and Finance, Haas School of Business, University of California, Berkeley
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7:00 pm
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RECEPTION AND DINNER
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Wednesday - October 22
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Risk Preferences and Asset Allocation
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7:00 am - 8:00 am
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CONTINENTAL BREAKFAST
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8:00 am - 9:15 am
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The Cross Section of Managerial Ability and Risk Preferences
The Cross Section of Managerial Ability and Risk Preferences
Slides - Audio
Speaker: Ralph S. J. Koijen, Assistant Professor of Finance, Graduate School of Business, University of Chicago
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9:15 am - 9:45 am
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COFFEE BREAK
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9:45 am - 11:00 am
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11:00 am
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ADJOURNMENT
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