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Institutional Investment EDHEC-Princeton Institutional Money Management Conference 2015 23 April, 2015 - New York, United States


Academia meets Practice

In the face of a number of key paradigm changes that are currently affecting the investment industry, this one-day conference is intended to provide a selected number of invited investment professionals with the latest academic insights related to new frontiers in institutional money management.

The format of the conference is meant to facilitate the exchanges of views between academicians and practitioners; it involves presentations by a member of the faculty of Princeton University or EDHEC-Risk Institute, followed by a discussion with the audience.

Program

Morning Sessions (8:30am-12:30pm)
  • 8:30am-9:00am: Introductory Comments
    Jianqing Fan, Frederick L. Moore '18 Professor of Finance, Professor of Statistics, and Chairman of the Department of Operations Research and Financial Engineering (ORFE), Princeton University
    Lionel Martellini, Professor of Finance, EDHEC Business School, and Scientific Director, EDHEC-Risk Institute

  • 9:00am-10:00am: Equity Portfolios with Improved Liability-Hedging Benefits
    Lionel Martellini, Professor of Finance, EDHEC Business School, and Scientific Director, EDHEC-Risk Institute

  • 10:00am-11:00am: When Everyone Misses on the Same Side: Debiased Earnings Surprises and Stock Returns
    Jianqing Fan, Frederick L. Moore '18 Professor of Finance, Professor of Statistics, and Chairman of the Department of Operations Research and Financial Engineering (ORFE), Princeton University

    11:00am-11:30am: Morning Break

  • 11:30am-12:30pm: Synthetic Diversification: The Theory and Practice of Creating Diversification via Randomization?
    John Mulvey, Professor of Operations Research and Financial Engineering, ORFE Department, Princeton University

    12:30pm-1:30pm: Lunch Break
Afternoon Sessions (1:30pm-5:00pm)
  • 1:30pm-2:30pm: Portfolio Choice and Asset Pricing with Illiquid Assets
    Raman Uppal, Professor of Finance, EDHEC-Risk Institute

  • 2:30pm-3:30pm: Funding Liquidity Risk and the Cross-Section of Stock Returns
    René Garcia, Dean of Graduate Studies, EDHEC Business School, and Professor of Finance, EDHEC-Risk Institute

    3:30pm-4:00pm: Afternoon Break

  • 4:00pm-5:00pm: The Banking View of Bond Risk Premia
    Valentin Haddad, Assistant Professor, Department of Economics, Princeton University

    5:30pm-6:30pm: Drinks Reception
Fees & Registration

Registration fee: EUR 200.00.

To register, please visit https://www.regonline.co.uk/edhecprinceton2015 before April 10, 2015.

The registration fee includes buffet lunch, refreshments and full conference documentation. Delegates may be refused admission if payment is not received prior to the conference. Accommodation is not included.

Conference documentation designed by EDHEC Business School and Princeton University will be made available online to all delegates. EDHEC Business School reserves the right to alter the program without notice.

Cancellation Policy

Given the moderate conference fee, we do not accept cancellations; invoiced sums will remain payable in full. If a registered delegate is unable to attend, a substitute delegate from the same organization is welcome at no extra charge.

Billing and payment

The fee is billed following registration and must be settled before the conference begins. Payment can be made by credit card.
Event Details
  When   Between 23/04/2015 08:30 AM and 23/04/2015 06:30 PM
Where   The Princeton Club of New York, 15 West 43rd Street, New York, NY 10036, United States
 
Contact Details
  Name   Maud Gauchon
E-mail   maud.gauchon@edhec-risk.com
Phone   +33 493 187 887
 
Attachments
  Program