Department of Finance 2004 Conference

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