Year2006
Start Date2006-06-28
End Date2006-07-01
NameThe European Financial Management Association 15th Annual Conference(EFMA2006)
PlaceMadrid,Spain
IntroductionMadrid, EFMA 2006 Special Sessions/Events
June 30, 2006, Friday 18:30-19:00

EFMA2006 Keynote Speaker
Prof. Maureen O' Hara, Cornell University

EFM "Merton H. Miller" Doctoral Student Seminar Keynote Lectures

June 28, 2006, Wednesday
8:15-9:30 1st Keynote Lecture: Heitor Almeida, NYU Title of lecture: International Corporate Finance

18:00-19:00 2nd Keynote Lecture: Harrison Hong, Princeton University Title of lecture: Behavioral Finance

Behavioral Finance 2006
June 29, 2006, Thursday, 17:30-18:45

Special Session: Behavioral Finance I: Corporate Finance?
Organizer: Harrison Hong, Princeton University
Session Room: TBA

Malcolm Baker, HBS, Behavioral CF
Heitor Almeida, NYU, Financing Constraints and investments
Marco Ottaviani, LBS, Strategy of Professional Forecasting/Advisors

June 30, 2006, Friday 12:00-13:45

Special Session: Behavioral Finance II: Capital Markets?
Organizer: Harrison Hong, Princeton University
Session Room: TBA

Jose Scheinkman, Princeton University, Speculative Bubbles
Nicolae Garleanu, Wharton, Demand-based option pricing
Rossen Valkanov, UCSD, Predictability in Real Estate Markets


Hedge Funds 2006

July 28, 2006, Wednesday, TBA Special Session: “Hedge Funds I: Performance and Risk" Organizers: Bing Liang and Mila Getmansky Sherman, University of Massachusetts-Amherst Email: Bliang@som.umass.edu Email: msherman@som.umass.edu Session Room: TBA

Bill Fung (London Business School) and David Hsieh (Duke University), The Risk in Hedge Fund Strategies: Theory and Evidence from Long/Short Equity Hedge Funds Presenter: David Hsieh

Bill Ding (SUNY-Albany), Mila Getmansky (University of Massachusetts-Amherst), Bign Liang (University of Massachusetts-Amherst), and Russ Wermers (University of Maryland), Market Volatility, Investor Flow, and the Structure of Hedge Fund Market

Presenter: Mila Getmansky

George Aragon (Arizona State University) and Jun Qian (Boston College), Long Term Asset Management and the Role of High Watermarks

Presenter: George Aragon.

July 1, 2006, Saturday, TBA Special Session: Hedge Funds II?: Views from Major Hedge Fund Centers" Organizers: Bing Liang and Mila Getmansky Sherman, University of Massachusetts-Amherst Session Room: TBA

Hossein Kazemi,University of Massachusetts-Amherst/CISDM), and Yign Li University of Massachusetts-Amherst/CISDM, Hedge Fund Performance: the Evidence from Daily Data

Preseneter: Hossein Kazemi.

Vikas Agarwal,Gerogia State University, Naveen Daniel, Gerogia State University, and Narayan Y. Naik (London School of Business), Role of Managerial Incentives, Flexibility, and Ability: Evidence from Performance and Money Flows in Hedge Funds

Presenter: Naranyan Naik

Felix Goltz (EDHEC), Lionel Martellini (EDHEC) and Mathieu Vaissi? (EDHEC), Hedge Fund Indices: Reconciling Investability and Representativity Presenter: Lionel Martellini

Alternative Investments 2006
Date: TBA Special Session:risk and Return of Alternative Investments?Organizer: Ludovic Phalippou, University of Amsterdam Session Room: TBA

Uwe Walz, University of Frankfurt, Private Equity Returns and Disclosure Around the World Tarun Ramadorai, Oxford University, What asset allocation strategy work best for hedge funds? Ayako Yasuda, Wharton, The Effective Cost of Fund Terms to Private Equity Investors: An Empirical Analysis" Ludovic Phalippou, University of Amsterdam, Measuring the risk of investing in private equity funds

Submission Deadline: January 15, 2005
For more information got to:http://www.efmaefm.org