Franco Nardini, introduction - June, 6 - 2014
Channel: Scuola Normale Superiore
Date: 09/06/2014

http://www.sns.it/didattica/scienze/menunews/convegni/anniprecedenti/20132014/predictability/
Symposium on return predictability in stock and real estate markets

Franco Nardini, Università di Bologna
Introduction
June, 6 - 2014
h 09:00

Sala Azzurra, Palazzo della Carovana
Scuola Normale Superiore
Piazza dei Cavalieri, 7 - Pisa
Speakers

Roberto Dieci | Department of Mathematics, University of Bologna
Luca Dondi | Nomisma, Bologna
Tom Engsted | School of Economics and Management, Aarhus University
Javier Estrada | IESE Business School, Barcelona
Fulvio Ortu | Bocconi University, Milano
Flavia Poma | Citi, London
Anna Grazia Quaranta | Department of Mathematics, University of Bologna
Richard Stehle | School of Business and Economics, Humboldt University, Berlin
Viviana Vieli | FactSet
Organizers

Franco Nardini
Università di Bologna
Giacomo Bormetti
Scuola Normale Superiore
Program

9:00 Javier Estrada | iESE Business School, Barcelona
The Return Decomposition Model: What It Is and What It Predicts Now

9:45 Fulvio Ortu | Bocconi University, Milano
Implications of Return Predictability across Horizons for Asset Pricing Models

10:30 Viviana Vieli | FactSet
Risk for Multi Asset Class Portfolios

11:00 Break

11:30 Roberto Dieci | Department of Mathematics, University of Bologna
Real estate markets and prices: Distinctive features and modeling issues

12:15 Tom Engsted | School of Economics and Management, Aarhus University
Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries

13:00 Lunch

14:00 Richard Stehle | School of Business and Economics, Humboldt University, Berlin
In Germany the CAPM is Alive and Well

14:45 Flavia Poma | Citi, London.
Fama-French factors for the non-US investor

15:15 Anna Grazia Quaranta | Department of Mathematics, University of Bologna
Managers' Compensation, Capital Structure and REITs' Performance

16:00 Break

16:30 Luca Dondi | Nomisma, Bologna
Quadro congiunturale e prospettive del mercato immobiliare italiano

Info:
franco.nardini@unibo.it
giacomo.bormetti@sns.it

Website:
http://mathfinance.sns.it