Financial Market Dynamics & Benchmarking
Abstract
You are kindly invited to participate in the conference "Financial Market Dynamics & Benchmarking" which will be held on Friday April 29, Room JB-49, Erasmus University Rotterdam. The day is organized by the
Finance & Investments Department and offered by the ECFR in co-operation with the Tinbergen Institute and ERIM.
The theme of the conference is broad, encompassing:
- the increasing complexity of financial markets,
- the increasing heterogeneity of financial instruments and investable
benchmarks;
- the (ab-)use of benchmarks for performance evaluation, and
- the formulation of a (new) risk indicator for regulatory oversight of
financial products (financiële bijsluiter).
Program
Morning session:
- Prof. Tassos Malliaris (Loyola University of Chicago): Revisiting U.S. stock market returns: private retirement accounts.
- Dr Mike Staunton (London Business School, co-author of Triumph of the Optimists): Global equity returns and GDP growth in the long run.
Afternoon session:
- Harold de Boer (Transtrend, Rotterdam): The meaning of a benchmark for an absolute return strategy.
- Boudewijn van der Kaaij RBA (Euronext Indices): Tradable Indices: the design of tradable benchmarks and index
products.
- Prof. Theo Nijman (Tilburg University and CentER): A proposal for a quantitative risk indicator based on Guise.
- round table discussion
For more information & updates, visit the ECFR website, www.ecfr.nl. www.ecfr.nl/symposiumFridayApril%2029_%202005.htm
Registration
You can register for the finance day by sending your name and affiliation
to: finbel-secr@few.eur.nl. The regular fee is 125 euros.
For academics working at Dutch universities the reduced fee is 100 euros.
For (PhD-) students at Dutch universities the reduced fee is 75 euros;
however, a limited number of fully sponsored seats is available on a first come first serve basis!
The fee includes coffee, tea, lunch and drinks.
Yours sincerely,
Program Committee, Winfried Hallerbach, Igor Pouchkarev & Jaap Spronk
