Program Overview

Thursday, 20th October 2011

   9:00 – 10:00 Welcome coffee
 10:00 – 10:30 Welcome address Swissquote
 10:30 – 11:30 Suleyman Basak (London Business School)
“Asset Prices and Institutional Investors”
 11:30 – 12:30 Ioannis Karatzas (Columbia University), Talk, Discussion
“Hybrid Atlas Models”
 12:30 – 14:15 Lunch
 14:15 – 15:15 Rene Carmona (Princeton University), Talk, Discussion
“Risk Management in the Energy Markets”
 15:15 – 15:45 Coffee break
 15:45 – 16:45 Jerome Detemple (Boston University)
“A Structural Model of Dynamic Market Timing: Theory and Estimation”
 16:45 – 17:45 Pedro Santa-Clara (Universidade Nova de Lisboa), Talk, Discussion
“Optimal Option Portfolio Strategies”
 17:45 – 19:00 Aperitif

 
   

Friday, 21st October 2011

   8:15 – 9:00 Welcome coffee
   9:00 – 10:00 Mogens Steffensen (University of Copenhagen), Talk, Discussion
“On the Theory of Continuous-Time Recursive Utility”
 10:00 – 10:30 Coffee break
 10:30 – 11:30 Josef Zechner (Vienna University of Economics and Business), Talk, Discussion
“The Term Structure of CDS Spreads and the Cross-Section of Stock Returns”
 11:30 – 12:30 Attilio Meucci (Kepos Capital LP), Talk, Discussion
“Fully Flexible Views: Theory and Practice”
 12:30 – 14:15 Lunch
 14:15 – 15:15 Andreas Schlatter (UBS), Talk
“The Asset Management Industry – A Glance Backwards and Forwards”
 15:15 – 15:45 Coffee break
 15:45 – 17:15 Panel discussion: “Current Challenges in Asset Management”
 17:15 – 17:30 Closing of the conference
   

 

A detailed program with the abstracts of all talks can be downloaded here.