Note: Titles in blue indicate available link. Click on link to download paper.
Sunday – March 30
6:00 pm RECEPTION AND INFORMAL BUFFET DINNER
Remarks: James L. Farrell, Jr.
Monday – March 31
7:30 am – 9:00 am CONTINENTAL BREAKFAST
9:00 am – 10:15 am
The Fundamentals of Commodity Futures Returns
Speaker: Luis M. Viceira, Professor of Business Administration, Harvard Business School
12:00 pm – 4:00 pm LUNCH AND PERSONAL CONFERENCES WITH SPEAKERS AND DELEGATES
4:00 pm – 5:15 pm
The Theory of Life-Cycle Saving and Investing
Slides
Speaker: Paul S. Willen, Senior Economist and Policy Advisor, Federal Reserve Bank of Boston
5:15 pm – 5:30 pm Coffee Break
5:30 pm – 7:00 pm
Patents in the Asset Management Industry
Slides
Speaker: Ralph P. Albrecht, Esq., Venable, LLP
7:00 pm Reception and Keynote Banquet
Investment Implications of the 2008 Elections
Speaker: Gregory P. Valliere, Consultant, Stanford Washington Research Group
Tuesday – April 1
7:30 am – 8:45 am CONTINENTAL BREAKFAST
8:45 am – 10:00 am
What Happened to the Quants in August 2007?
Slides
Speaker: Andrew W. Lo, Harris and Harris Group Professor, Director MIT Laboratory for Financial Engineering, MIT Sloan School
10:00 am – 10:30 am Coffee Break
10:30 am – 11:45 am
Trends in the Money Management Industry: Systemic Imperatives Slides
Speaker: Michael L. Goldstein, Managing Partner, Empirical Research Partners, LLC
11:45 am – 12:15 pm BUSINESS MEETING OF The Q Group
12:15 pm – 4:00 pm LUNCHEON AND PERSON-TO-PERSON CONFERENCES WITH SPEAKERS & DELEGATES
4:00 pm – 5:15 pm
The Divergence of Liquidity
Slides
Speaker: Ronnie Sadka, Assistant Professor of Finance, Evert McCabe Endowed Fellow, Department of Finance and Business Economics, University of Washington
5:15 pm – 5:30 pm Coffee Break
5:30 pm – 7:00 pm
Speaker: M. Keith Chen, Assistant Professor of Economics, Yale School of Management
7:00 pm RECEPTION AND INFORMAL DINNER
Wednesday – April 2
7:00 am – 8:00 am CONTINENTAL BREAKFAST
8:00 am – 9:15 am
Stale or Sticky Stock Prices
Slides
Speaker: Donald B, Keim, John B. Neff Professor of Finance, The Wharton School, University of Pennsylvania
9:15 am – 9:30 am Coffee Break
9:30 am – 11:00 am
The Rational Part of Momentum
Slides
Speaker: James H. Scott, GM Asset Management Speaker: Jorge A. Murillo, Columbia Business School
11:00 am ADJOURNMENT