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 Douglas Breeden (Duke) Conference Opening
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 Institute) 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 – 13.05 Michael Brennan (UCLA) Conference Closing
13.05 – 13.30 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).