Academic Sessions


Session 07 - Trading Options

Thursday, August 22, 08:30 - 10:00, Room G

Chairperson: Siegfried Trautmann (Johannes Gutenberg-Universität Mainz)


Presentations

Equilibrium Open Interest

Dietmar P. J. Leisen (Mc Gill University)
Kenneth L. Judd (Stanford University)

Discussant: Siegfried Trautmann (Johannes Gutenberg-Universität Mainz)

Local Expected Shortfall-hedging

Marco Schulmerich (Johannes Gutenberg-Universität Mainz)
Siegfried Trautmann (Johannes Gutenberg-Universität Mainz)

Discussant: Kay Giesecke (Humboldt-Universität zu Berlin)

Sharpening Sharpe Ratios

William N. Goetzmann (Yale University)
Jonathan Ingersoll (Yale University)
Matthew Spiegel (Yale University)
Ivo Welch (Yale University)

Discussant: Elisa Luciano (Università di Torino)

[ go back ] [ Printversion ]