2012 Fall Seminar

Read 2012 Fall Seminar Review

Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
Motohiro Yogo, Federal Reserve Bank, Minneapolis
Paper Slides


The Equity Premium and Beyond
Antti Ilmanen, AQR Capital Management LLC


High Frequency Trading and Price Discovery
Jonathan Brogaard, University of Washington
Paper Slides


The Impacts of Automation and High Frequency Trading on Market Quality
Robert Litzenberger, RGM Capital Advisors
Paper Slides


Can Financial Engineering Cure Cancer? A New Approach for Funding Large-Scale Biomedical Innovation
Andrew Lo, MIT
Paper Slides


The Equity Risk Premium: TIAA-CREF and Research Foundation of CFA Institute Seminar
Brett Hammond, MSCI
Martin Leibowitz, Morgan Stanley
Paper Slides 1 Slides 2


A Supply Model of the Equity Premium
Laurence Siegel, Research Foundation of CFA Institute
Paper Slides


Does Mutual Fund Size Matter? The Relationship Between Size and Performance
Edwin J. Elton, NYU
Martin Gruber, NYU
Paper Slides


Health Care Reform in the United States: Past, Present and Future
Jonathan Gruber, MIT

Momentum Crashes
Kent Daniels, Columbia Business School
Paper Slides


Speculative Betas
Harrison Hong, Princeton University
Paper Slides