The meeting aims to encourage the dialogue between financial econometricians around the globe and local practitioners from industry.

The conference "Asset Pricing and Portfolio Allocation in the Long Run" will discuss and propose solutions to some of the main problems involving the characterization of long-run risks affecting consumption and their implications for asset pricing and portfolio choice. Those risks are originated...

KEYNOTE SPEAKERS John Campbell, Harvard University, Gala Dinner Speaker Alain Monfort, CREST, Banque de France and Maastricht University, Invited JFEC Lecture INVITED SPEAKERS Rene Garcia, EDHEC Business School Peter Reinhard Hansen, EUI and Stanford University Lord Robert May, OM AC Kt FRS,...

Academics and practitioners in the field of financial econometrics, including those who currently are not members of the Society, are invited to submit papers.

The conference aims to shed new light on the uses of high frequency financial data in improved risk measurement, management, and asset pricing, including ways in which to distill large intraday data bases into manageable information structures. Examples of studies that fall within the scope of...

Academics and practitioners in the field, including those who currently are not members of the Society, are invited to submit papers.

The focus of the conference is to understand both economically and statistically the dramatic movements in volatilities and correlations experienced in global financial markets since Sept 2008. Some of these financial market risks we now know were systemic and the conference will showcase new...