2012 Spring Seminar

Read 2012 Spring Seminar Review

Natural Expectations, Economic Fluctuations, and Asset Pricing
David Laibson, Harvard University
Paper Slides


The Market Value of Social Security
Stephen Zeldes, Columbia University, Graduate School of Business
John Geanakoplos, Yale University
Paper Slides


Global Crises and Equity Market Contagion
Geert Bekaert, Columbia University, Graduate School of Business,
Paper Slides


Pension Funding and Investment Strategy Issues from Market Value Accounting
Barton Waring, CIO (Retired), Barclays Global Investors
Paper Slides


Hurricane Outlook For The 21st Century
Hugh E. Willoughby, Florida International University

What is Risk Neutral Volatility?
Stephen Figlewski, New York University, Stern School of Business


Bubbling With Excitement: An Experiment
Terrance Odean, University of California at Berkeley
Paper Slides


New Research in Behavioral Finance
Nicholas Barberis, Yale School of Management
Paper Slides


Toward Determining Systemic Importance
Mark Kritzman, Windham Capital Management
Paper Slides


Noise as Information for Illiquidity
Jiang Wang, MIT Sloan School of Management
Paper Slides


Will My Risk Parity Strategy Outperform?
Lisa Goldberg,MSCI
Paper Slides