2014 Spring Seminar

Read 2014 Spring Seminar Review

Scale and Skill in Active Management
Lubos Pastor, University of of Chicago, Booth School of Business
Paper Slides


The Investment Performance of Art and Other Collectibles
Elroy Dimson, London Business School and Cambridge Judge Business School
Paper Slides


Estimating Private Equity Returns From Limited Partner Cash Flows
Andrew Ang, Columbia University
Paper Slides


Investor Sentiment Aligned
Guofu Zhou, Washington University, Olin Business School
Paper  Slides


The Economics of Big Time College Sports
Roger Noll, Professor of Economics Emeritus, Stanford University

Dissecting Factors
Juhani Linnainmaa, University of Chicago, Booth School of Business
Paper Slides


The Not-So-Well-Known Three-and-One-Half Factor Model
Roger Clarke & Harindra de Silva, Analytic Investors, Steven Thorley, Marriott School of Business, Brigham Young University


Corralling Fast Electronic Markets
Larry Harris, USC Marshall School
Paper Slides


The Impact of Hedge Funds on Asset Markets
Andrew Patton, Duke University
Paper Slides


The High Frequency Trading Arms Race and Batch Auctions
Peter Cramton, University of Maryland
Paper Slides


A Model of Momentum
Lu Zhang, The Ohio State University
Paper Slides


Achieving Retirement Income Equivalency between Final-Average-Pay Defined Benefit Plan Accruals and Voluntary Enrollment 401(k) Plans in the Private Sector
Jack Vanderhei, Employee Benefit Research Institute
Paper Slides 1 Slides 2