| Time | Presenter | Discussant | Title |
|---|---|---|---|
| Wednesday | |||
| Keynote | Zechner, Josef | Market discipline and internal governance in the mutual fund industry with background material | |
| Morning Session | Bühler, Wolfgang | Ken L. Beckman | Calling Convertible Bonds too Late Can be Rational |
| Næs, Randi Skjeltorp, Johannes A. | Loran Chollete | Portfolio Choice when Managers Control Returns | |
| Afternoon Session | Adams, Rene B. | Gender Diversity in the Boardroom | |
| Bechmann, Ken L. | The Market-Microstructure Effects of Convertible Bond Calls: Good News, Bad News or Hedging Induced Price Pressure? |
||
| Henriksen, Espen R. | Dynamic Suboptimality of Overlapping Generations Economies with Lucas Trees | ||
| Kaustia, Markku | What Causes the Disposition Effect? An Empirical Evaluation | ||
| Leite, Tore | Adverse Selection, Public Information, and Underpricing in New Issues | ||
| Olsen, Trond E. | Regulatory Competition and Multi-National Banking | ||
| Stamland, Tommy | The Information Content of Disclosures: The Role of Transparency and Standards |
||
| Thursday | |||
| Keynote | Eckbo, B. Espen | Optimal bankruptcy law: Are mandatory auctions more efficient? | |
| Morning Session | Chernov, Mikhail | ichael Genser | Optimal Corporate Securities Values in the Presence of Chapter 7 and Chapter 11 |
| Zagst, Rudi | Joel Reneby | Defaultable Term Structure Models; based on the papers Empirical Evaluation of Hybrid Defaultable Bond Pricing Models, and Three-Factor Defaultable Term Structure Models |
|
| Afternoon Session | Genser, Michael | A Testable Credit Risk Framework with Optimal Bankruptcy, Taxes, and a Complex Capital Structure | |
| Jørgensen, Peter Løchte | Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs | ||
| Kristiansen, Eirik Gaard | Financial Intermediation and Firms' Capital Structure | ||
| Mjøs, Aksel Persson, Svein-Arne | European Options on Defaultable Perpetual Debt: Valuation and Implications for Pricing of Debt |
||
| Reneby, Joel | Joint Estimation of Default and Non-Default Components of Corporate Bond Spreads | ||
| Sagi, Jacob | Wag the Dog: a high equity premium with smooth consumption | ||
| Stomper, Alex | Why Leverage Distorts Investment | ||
| Friday | |||
| Keynote | Collin-Dufresne, Pierre | Are Cognitive Biases Relevant for Asset Pricing? | |
| Morning Session | Larsen, Kasper | Jacob Sagi | Optimal Portfolio Delegation when Parties have Different Coefficients of Risk Aversion |
| Sørensen, Carsten | Jonas Andersson | Dynamic Asset Allocation and Latent Variables | |