![[Abacus Image]](images/page-topleft.jpg)








![[Abacus Image]](images/page-btmleft.jpg)
|
 |

Mitsui Life Finance Workshop 2004-05
Fridays at 1:30 p.m. in Room E0550 unless otherwise noted*
Note: Unless otherwise noted, the hyperlinked papers on this page are in Microsoft Word format.
|
|
| Friday, Sept 10 |
Andew Ang (Columbia)
Risk,
Return and Dividends |
| Friday, Sept 17 |
Liu Jun (UCLA)
Information, Diversification, and Cost of Capital |
| Friday, Sept 24 |
Rick Green (Carnegie Mellon)
Financial Intermediation and the Costs of Trading in an Opaque Market |
| Friday, Oct 1 |
Wayne
Ferson (Carroll School of Management)
The Timing Ability of Fixed Income Mutual Funds |
| Friday, Oct 8 |
Jeff Wurgler (NYU)
Investor Sentiment and the
Cross-Section of Stock Returns |
| Friday, Oct 15 |
Matthew Spiegel (Yale)
Improved Forecasting of Mutual Fund Alphas and Betas |
| Friday, Oct 22 |
Lasse Pedersen (NYU)
Over-the-Counter Markets |
| Friday, Oct 29 |
Jonathan Berk (Berkeley)
A Rational Model of
the Closed-End Fund Discount
Persistence and
Fund Flows of the Worst Performing Mutual Funds |
| Friday, Nov 5 |
Darrell Duffie (Stanford)
Pricing Corporate Default Risk |
| Friday, Nov 19 |
Pietro Veronesi (Chicago) |
| Friday, Dec 10 |
Michael C. Lemmon (University of Utah) |
| Friday, Dec 17 |
Christa Bouwman (Michigan) |
|
 
|