Event details

4 November 2014
09:00 - 17:00

Date: 4 November 2014
Venue: Imperial College London
Organiser:Professor James Sefton

Imperial College Business School is hosting the 5th INQUIRE UK Business School Seminar.  Please find the programme below with links to copies of the papers to be presented.

The Institute for Quantitative Investment Research (Inquire UK) is a not-for-profit organisation dedicated to furthering research and understanding in the field of quantitative investment methodologies. It aims to foster and strengthen links between academia and the investment community.  One of their recent successful initiatives is to hold seminars – roughly one to two a year – at the UK leading business schools.  So far the seminars have been hosted by Cambridge (Judge) and Oxford (Said) University, LBS and Cass.

Programme

5th INQUIRE UK Business School Seminar

  • Franklin Allen(Imperial College Business School)
  • Presentation: ‘Current research on Systemic Risk’
  • Paul Whelan(Imperial College Business School)
  • Paper: ‘Beliefs about Growth and Real Bonds’ Presentation
  • Andrea Buraschi (Imperial College Business School)
  • Session on Dispersion in Beliefs – ‘Overview of current research in this area’ Presentation
  • Pierre Collin-Dufresne (Ecole Polytechnique Fédérale de Lausanne)
  • Paper 1: ‘Parameter Learning in General Equilibrium: The Asset Pricing Implications.’
  • Paper 2: ‘Asset Pricing when This Time is Different.Presentation
  • Marcin Kacperczyk (Imperial College Business School)
  • Paper:’Time-Varying Fund Manager Skill’ Presentation
  • Session on Active Asset Management  – ‘Overview of current research in this area’ Presentation
  • Luboš Pástor (University of Chicago and CEPR)
  • Paper: ‘Scale and Skill in Active Management’ Presentation
  • Josef Zechner (Vienna University of Economics and Business)
  • Paper 1: ‘The Cross-Section of Credit, Variance, and Skew Risk’
  • Paper 2: ‘The Cross-Section of Credit Risk Premia and Equity Returns’
  • Paper 3: ‘Sovereign Bond Risk Premiums’ Presentation

Event details

4 November 2014
09:00 - 17:00

Event details

Date: 4 November 2014
Time: 09:00 - 17:00