Discussant and Answer - On the Size of the Active Management Industry - Slides - 2nd HEC Finance and Statistics Conference 2010 - HEC Paris
Description
AMIL DASGUPTA, London School of Economics, discusses Lubos Pastor and Robert F. Stambaugh's paper - On the Size of the Active Management Industry - during the 2nd Finance and Statistics Conference. Lubos Pastor answers the discussant's questions. The 2nd HEC Finance and Statistics Conference was held in Paris on October 8, 2010. It was organized by Laurent Calvet and Veronika Czellar, HEC Paris. The conference program is available at http://www.hec.fr/financeandstatistics2010.
ANDREW SIEGEL, University of Washington, discusses Laurent Calvet, Adlai J. Fisher and Liuren Wu's paper - Dimension-Invariant Dynamic Term Structures - during the 2nd Finance and Statistics Conference. The 2nd HEC Finance and Statistics Conference was held in Paris on October 8, 2010. It was...
Published 02/13/10
ANDREW SIEGEL, University of Washington, discusses Laurent Calvet, Adlai J. Fisher and Liuren Wu's paper - Dimension-Invariant Dynamic Term Structures - during the 2nd Finance and Statistics Conference. The 2nd HEC Finance and Statistics Conference was held in Paris on October 8, 2010. It was...
Published 02/12/10
Dimension-Invariant Dynamic Term Structures - LAURENT CALVET, HEC Paris, presents his paper (coauthored with Adlai J. Fisher and Liuren Wu). We develop a class of dynamic term structure models that accommodates arbitrarily many interest-rate factors with very few parameters. The model builds on a...
Published 02/11/10