2011 Fall Seminar

Read 2011 Fall Seminar Review

Revisiting Exotic Beta
Mark Carhart,Kepos Capital LP


The International Monetary System: Living with Asymmetry
Maurice Obstfeld, Class of 1958 Professor of Economics and Director of the Center for International and Development Economic Research (CIDER) University of California, Berkeley
Paper Slides


Betting Against Beta
Andrea Frazzini,AQR Capital Management LLC
Paper Slides


Innovative Efficiency and Stock Returns
David Hirshleifer,University of California Irvine


Investment for Effect: Design for undersea Warfare in the 21st Century
Rear Admiral Michael J. Yurina, Director of Strategic Planning and Communication for Submarine Warfare

Demography Changes, Financial Markets and the Economy
Robert Arnott, Chairman and CEO, Research Affiliates LLC
Denis C. Chaves, Booth School of Business, University of Chicago
Paper Slides


Diversification Over Time
Barry Nalebuff, Milton Steinbach Professor of Management, Yale School of Management
Paper Slides


What Does Equity Orderflow Tell Us About the Economy?
Michael W. Brandt, Kalman J. Cohen Professor of Finance, Fuqua School of Business, Duke University
Paper Slides


The Other Side of Value: Good Growth and the Gross Profitability Premium
Robert Novy-Marx, Assistant Professor of Finance,Simon School of Business, University of Rochester
Paper Slides


Why Bank Equity Is Not Expensive
Anat R. Admati, George G.C. Parker Professor of Finance and Economics, Graduate School of Business, Stanford University
Paper Slides


Institutional-Quality Hedge Funds
David A. Hsieh, Bank of America Professor of Finance, Fuqua School of Business, Duke University