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