New Developments in Long-Term Asset Management.
Position | Conferences |
A conference on New Developments in Long-Term Asset Management took place on May 3-4 in New York. Research Associates Monika Piazzesi of Stanford University and Luis M. Viceira of Harvard University organized the meeting, which was sponsored by the Norwegian Finance Initiative. These researchers' papers were presented and discussed:
* Lars A. Lochstoer, University of California, Los Angeles, and Paul Tetlock, Columbia University, "What Drives Anomaly Returns?"
* Shmuel Baruch, University of Utah, and Xiaodi Zhang, University of Central Florida, "Is Index Trading Benign?"
* Kewei Hou, The Ohio State University; Chen Xue, University of Cincinnati; and Lu Zhang, The Ohio State University and NBER, "Replicating Anomalies" (NBER Working Paper No. 23394)
* Marcin Kacperczyk, Savitar Sundaresan, and Tianyu Wang, Imperial College London, "Do Foreign Investors Improve Market Efficiency?"
* Arpit Gupta, New York University, and Kunal Sachdeva, Columbia University, "Skin or Skim? Inside Investment and Hedge...
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