NYU Stern

Research Day 2008

The NYU Stern School has the largest and, by some measures, the most active finance faculty of any university in the world. We are pleased to announce that, as one of our regular offerings for DRP Sponsors and Salomon Center Associates, the annual Research Day mini-conference will be held this year on February 1. The purpose of Research Day is to provide quick looks at some of the most interesting research projects that are currently in progress among our active finance research faculty.

Date:
Friday, February 1, 2008

Location:
New York University
Stern School of Business
Kaufman Management Center
Room 1-70
44 West Fourth Street
New York, NY 10012

Direction to Stern:
For directions and maps, click here

Registration:
Attendance is by invitation only. Please RSVP to Mary Jaffier at the Salomon Center (salomon@stern.nyu.edu, 212-998-0706)

Program  (Video Proceedings)

9:30Welcome, Introduction
Matthew Richardson, Director of the Salomon Center
Stephen Figlewski, Director of the NASDAQ Derivatives Research Project
10:00SESSION I: RESEARCH PRESENTATIONS

Robert Engle, "Modeling Volatility and Correlation"
Xavier Gabaix, "Finance Modeling with Rare Disasters"
Joel Hasbrouck, "Fleeting Limit Orders"
Stephen Figlewski, "The Market's Risk Neutral Probability Distribution for the S&P 500"
11:15Coffee Break
11:45SESSION II: RESEARCH PRESENTATIONS

Jeffrey Wurgler, "Behavioral Finance"
Stijn van Nieuwerburgh, "Household Mortgage Choice"
Otto van Hemert, "Subprime Mortgages"
12:45Lunch

Edward Altman, "Current State of the Credit Market"
Nouriel Roubini,"The Mortgage Meltdown"
2:00SESSION III RESEARCH PRESENTATIONS

Yakov Amihud, "Creditor Rights and Corporate Risk Taking"
Matthew Richardson, "Investment Behavior of Private Equity Fund Managers"
Stephen Brown, "Hedge Funds"
Lasse Heje Pedersen, "Carry Trades and Currency Crashes"
3:15General Discussion; Feedback from Sponsors
3:30Reception