Upcoming Conferences

2007 Summer CAM Conference

Summer 2007 Workshop
Portfolio Decision Workshop
University of Notre Dame
June 8 - 10, 2007 (Friday - Sunday)
134 Mendoza College of Business

Scientific Commitee: Thomas Cosimano and Alex Himonas

For Registration Information, please contact Lisa Tranberg at:
Tranberg.1@nd.edu
574-631-4178

SCHEDULE OF EVENTS (PDF)

PLENARY SPEAKERS

George Constantinides, University of Chicago
http://www.gsb.uchicago.edu/fac/george.constantinides/

Constantinos Skiadas, Northwestern University
http://www.kellogg.northwestern.edu/faculty/bio/Skiadas.htm

PAPER PRESENTERS

Tom Cosimano, University of Notre Dame
"Continuous Time One-dimensional Asset Pricing Models with Analytic Price-dividend Functions"

Viktoria Hnatkovska, University of British Columbia
"Solving General Equilibrium Models with Incomplete Markets and Many Financial Assets"

Kenneth Judd, Stanford University & University of Chicago
"Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model"

Anthony Lynch, New York University
"Multiple Risky Assets, Transaction Costs and Return Predictability: Allocation Rules and Implications for US Investors"

Karl Neumar, Harvard University
"Optimal Management of Portfolio Decisions"

Karl Schmedders, Northwestern University
"Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model"

Mark Schroder, Michigan State University
"Optimality and State Pricing in Constrained Financial Markets with Recursive Utility under Continuous and Discontinuous Information"

Allan Timmermann, University of California, San Diego
"Predictability of Stock Returns and Asset Allocation under Structural Breaks"

Luis Viceira, Harvard University
"Optimal Value and Growth Tilts in Long-Horizon Portfolios"

Fernando Zapatero, University of Southern California
"Optimal Risk Taking with Flexible Income"