Q-Group Spring Seminar 2006

PROGRAM AGENDA

Note: Papers available for viewing are underlined. Click on title to download.

Sunday, April 2 6:00 P.M. OPENING RECEPTION AND BANQUET

• "I Know What To Do, Why Don't I Do It?" Nick Hall, Author and Director, Saddlebrook Wellness Center
  
  
  

Monday, April 3 PORTFOLIO AND RISK MANAGEMENT

MORNING

• A Rational Model of the Closed-End Fund Discount
  Slides
  - Jonathan Berk, Professor of Finance Haas School of Business, University of California, Berkeley
  
  
• Downside Risk and its Implications for Financial Management
  Slides
  - Robert Engle,Professor of Finance Leonard N. Stern School of Business,New York University
  
  

LATE AFTERNOON

• Harvard, Yale and the Future of Investing
  Andre F. Perold, Sylvan C. Coleman Professor of Financial Management, Harvard Business School
  
  
• Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility
  Slides
  - Francis X. Diebold, W. P. Carey Professor of Economics School of Arts and Sciences, University of Pennsylvania
  
  

Evening Events – Reception and Informal Dinner

Tuesday, April 4

MORNING

• Buy Side Risk Management
  Slides
  - Kenneth J. Winston, Chief Risk Officer, Morgan Stanley Investment Management
  
  
• Putting Economics Back Into Quantitative Models
  Slides
  - Vineer Bhansali, Head of Analytics, PIMCO
  
  

LATE AFTERNOON

• Liquidity Risk in the Corporate Bond Markets
  Slides
  - George Chacko, Associate Professor of Business Administration, Harvard Business School
  
  
• Returns to Portfolios of Movies
  Slides
  - Andrew Rudd, Managing Partner and Mark Ferrari, Director of Research, Procinea Management, LLC
  
  

Evening Events – Reception and Informal Dinner

Wednesday, April 5

MORNING

• Participant Reaction and the Performance of Funds Offered by 401(k) Plans
  Slides
  - Edwin Elton and Martin J. Gruber, Nomura Professors of Finance Leonard N. Stern School of Business, New York University
  
  
• Persistence, Predictability, and Portfolio Planning
  Slides
  - Michael Brennan, Emeritus Professor Anderson School of Management, UCLA
  
  

Seminar Adjournment