Finance Conference Announcement

2013 FMC2 Finance Conference

May 1, 2013, Dublin, Ireland

The Financial Mathematics and Computation Cluster (FMC2) is pleased to announce that the 2013 FMC2 Finance Conference will be held in Dublin on May 1, 2013.

Papers will cover the areas of real estate risk, asset pricing, trading and portfolio performance.  The speakers include Andrew Karolyi, Matt Spiegel and René Stulz, The FMC Scientific Advisory Board (see below for membership) will be present at the conference.


08.30 – 8.50 Registration (tea and coffee)

08.50 – 9.00 Opening remarks

09.00 – 13.00 Talks

09.00 – 09.55      G. Andrew Karolyi (Cornell), The Role of Investability Restrictions on Size, Value, and Momentum in International Stock Returns

09.55 – 10.50      Semyon Malamud (Swiss Finance Insitute) Decentralized Exchange

10.50 – 11.10 Break (tea and coffee)

11.10 – 12.05      Matthew Spiegel (Yale) Human Capital and the Structure of the Mutual Fund Industry

12.05 – 13.00      René Stulz (Ohio State) Why did financial institutions sell RMBS at fire sale prices during the financial crisis?

13.00 – 14.00 Lunch and networking

REGISTRATION: Registration for the conference is free.  To book a place at this conference please complete this form

CONFERENCE ORGANISERS: Chair: John Cotter (University College Dublin);

Vice-Chairs: Anthony Brabazon (UCD), Gregory Connor (NUIM), David Edelman (UCD), Paolo Guasoni (DCU), Michael O’ Neill (UCD);

FMC2 Scientific Advisory Board: Douglas Breeden (Duke), Michael Brennan (UCLA), Maureen O’ Hara (Cornell), John McConnell (Purdue), Matthew Spiegel (Yale), René Stulz (Ohio State), Hassan Tehranian (Boston College).

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