Research Day 2008The 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.
Friday, February 1, 2008
New York University
Stern School of Business
Kaufman Management Center
44 West Fourth Street
New York, NY 10012
Direction to Stern:
For directions and maps, click here
Attendance is by invitation only. Please RSVP to Mary Jaffier at the Salomon Center (email@example.com, 212-998-0706)
Program (Video Proceedings)
Matthew Richardson, Director of the Salomon Center
Stephen Figlewski, Director of the NASDAQ Derivatives Research Project
|10:00||SESSION 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"
|11:45||SESSION II: RESEARCH PRESENTATIONS|
Jeffrey Wurgler, "Behavioral Finance"
Stijn van Nieuwerburgh, "Household Mortgage Choice"
Otto van Hemert, "Subprime Mortgages"
Edward Altman, "Current State of the Credit Market"
Nouriel Roubini,"The Mortgage Meltdown"
|2:00||SESSION 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"
|3:15||General Discussion; Feedback from Sponsors|