DESCRIPTION

The Financial Markets research group at the University of Bristol is pleased to announce the 1St Bristol Financial Markets Conference. This conference will be held virtually on 21st October 2021 and will explore topics related to asset pricing, investment funds and private equity. 

Members of the Financial Markets group produce research covering a broad range of topics including asset allocation, applied financial econometrics, asset market performance, market microstructure and volatility forecasting.

SPEAKERS

Ines Chaieb (University of Geneva): Who Invests in and What Drives Equity Ownership Around the World

Briana Chang (UW-Madison): Risk Concentration and Interconnectedness in OTC Markets

Massimo Guidolin (Bocconi University): Can Investors Benefit from Hedge Fund Strategies? Utility‐Based, Out-of‐Sample Evidence

Robert Kosowski (Imperial College London): Best Short

Marie Lambert (HEC Liège): Agency Costs of Dry Powder in Private Equity Funds

Andrew Patton (Duke University): Risk Price Variation: The Missing Half of Empirical Asset Pricing

Allan Timmermann (UC San Diego): Active Management and Pension Fund Performance

George Wang (Lancaster University): Mutual Fund Superforecasters

Discussants: Anne-Florence Allard (University of Bristol), Tobias Dieler (University of Bristol), Hamza Hanbali (Monash University), Olga Kolokolova (University of Manchester), Zeming Li (University of Bristol), Dimitris Papadimitriou (King's College), Manuela Pedio (University of Bristol), Ian Tonks (University of Bristol). 

Information about the new BFMC is available here. 

Information about FMRG Bristol is available here.