Delegated Portfolio Management
Finance Department, Lundquist College of Business
September 16-18, 2004, University of Oregon
Session 1
| Authors | title | Duscussant |
|---|---|---|
| Susan Christoffersen, McGill University and CIRANO; Christopher Geczy, University of Pennsylvania; David Musto, University of Pennsylvania; Adam Reed, University of North Carolina | Do shareholders' preferences affect their funds' management? Evidence from the cross section of shareholders and funds | Bob McDonald, Northwestern University |
| Richard Evans, Boston College | Does alpha really matter? Evidence from mutual fund incubation, termination, and manager change | Diane Del Guercio, University of Oregon |
| Vikram Nanda, University of Michigan; Jay Wang, University of Michigan; Lu Zheng, University of Michigan | The ABCs of mutual funds: a natural experiment on fund flows and performance | Jeff Pontiff, Boston College |
Session 2
| Authors | title | Duscussant |
|---|---|---|
| Iwan Meier, Northwestern University; Ernst Schaumburg, Northwestern University | Do funds window dress? Evidence for U.S. domestic equity finds | Paula Tkac, Federal Reserve Bank of Atlanta |
| Jonathan Berk, University of California; Richard Stanton, University of California | A rational model of the closed-end fund discount | David Musto, University of Pennsylvania |
| Henrik Cronqvist, Ohio State University | Advertising and portfolio choice | Laura Starks, University of Texas |
Session 3
| Authors | title | Duscussant |
|---|---|---|
| George Aragon, Boston College | Share restrictions and asset pricing: evidence form the hedge fund industry | Roger Edelen, ReFlow LLC |
| James Hodder, University of Wisconsin; Jens Jackwerth, University of Konstanz | Incentive contracts and hedge fund management | Rick Green, Carnegie Mellon University |
| Daniel Bergstresser, Harvard University; John Chalmers, University of Oregon; Peter Tufano, Harvard University | Assessing the costs and benefits of brokers: A preliminary analysis of the mutual fund industry | Christopher James, University of Florida |