Sunday - October 17
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5:00 - 7:00pm
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Informal Reception & Lite Buffet. Welcome to Q’s Fall 2010 Meeting
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7:00pm - 7:15pm
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Words of Welcome
James L. Farrell, Jr., Chairman of the Institute and Ned Davis
Research, Inc.
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Monday - October 18
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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 Active vs. Passive Decision by Sovereign Wealth Funds
Slides Audio
Speaker: William Goetzmann, Edwin J. Beinecke Professor of Finance and Management Studies, Director, International Center for Finance at the Yale School of Management
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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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Portfolio Choice for Resource Based Sovereign Wealth Funds
Slides Audio
Speaker: Bernd Scherer, Professor of Finance, EDHEC Business School
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12:00 pm - 4:00 pm
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LUNCH AND PERSON-TO-PERSON CONTACTS
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4:00 pm - 5:15 pm
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Forecasting Returns – The Sum of the Parts Approach
Paper Slides Audio
Speaker: Pedro Santa - Clara, Millennium bcp Professor of Finance, Faculdade de Economia, Universidade Nova de Lisboa and NBER.
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5:15 pm - 5:45 pm
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COFFEE BREAK
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5:45 pm - 6:45 pm
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Liquidity Risk and Interbank Markets
Paper 1 Paper 2 Slides Audio
Speaker: Brenda González-Hermosillo, Deputy Division Chief, Global Financial Stability, Monetary and Capital Markets Department, International Monetary Fund, and NBER
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7:00 pm
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RECEPTION AND KEYNOTE BANQUET
The Next 100 Years: A Forecast For The 21st Century
Speaker: George Friedman, Chairman, Strategic Forecasting, Inc.
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Tuesday - October 19
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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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Returns to Buying Earnings and Book Value: Accounting for Growth and Risk
Paper Slides Audio
Speaker: Stephen H. Penman, George O. May Professor of Accounting, Morgan Stanley Research Scholar, Graduate School of Business, Columbia University
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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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The Effects of Stock Lending on Security Prices. An Experiment by:
Steven N. Kaplan and Tobias J. Moskowitz and Berk A. Sensoy
Paper Slides Audio
Speakers: Steven N. Kaplan, Neubauer Family Professor of Entrepreneurship and Finance and, Tobias J. Moskowitz, Fama Family Professor of Finance, Booth School of Business, University of Chicago
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11:45 am - 12:15 pm
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Annual Meeting of the Institute
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12:30 pm - 4:00 pm
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LUNCH AND PERSON-TO-PERSON CONTACTS
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4:00 pm - 5:15 pm
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Lifetime Consumption and Investment for Retirement
Slides Audio
Speaker: Philip H. Dybvig, Boatmen's Bancshares Professor of Banking and Finance, Olin School of Business, Washington University
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5:15 pm - 5:45 pm
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COFFEE BREAK
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5:30 pm - 6:45 pm
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The Origin of Behavior
Slides Audio
Speaker: Andrew W. Lo, Harris & Harris Group Professor, Director, MIT Laboratory for Financial Engineering (LFE), MIT Sloan School of Management
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7:00 pm
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RECEPTION AND BUFFET DINNER
Audio
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Wednesday - October 20
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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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Determinants of Value in Dark Pools
Paper Slides Audio
Speaker: Mark J. Ready, Jeffrey Diermeier Chair of Finance, Wisconsin School of Business, University of Wisconsin - Madison
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9:15 - 9:45 am
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COFFEE BREAK
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9:45 am - 11:00 am
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A Matter of Style: The Causes and Consequences of Style Drift in Institutional Portfolios
Slides Audio
Speaker: Russ Wermers, Associate Professor of Finance, Robert H. Smith School of Business, University of Maryland at College Park
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11:00 am
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ADJOURN
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