2010 Lone Star Program

 

10:00-10:10    Welcome

10:10-11:00    Paper one
    Trading complex assets
    Presenter: Shimon Kogan, University of Texas at Austin
    Discussant: Indraneel Chakraborty, Southern Methodist University

11:00-11:10    Break

11:10-12:00    Paper two
    Equity analysts affiliated with corporate lenders
    Presenter: Swaminathan Kalpathy, Southern Methodist University
    Discussant: Sebastien Michenaud, Rice University

12:00-1:00    Lunch

1:00-1:50      Paper three
    Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility
    Presenter: Hagen Kim, Texas A&M University
    Discussant: Valery Polkovnichenko, University of Texas - Dallas

1:50-2:00      Break

2:00-2:50      Paper four
    Debt maturity structure and credit quality
    Presenter: Vijay Yerramilli, University of Houston
    Discussant: Amar Gande, Southern Methodist University

2:50-3:00      Break

3:00-3:50      Paper five
    Expertise, connections, and the labor market for corporate directors
    Presenter: George Cashman, Texas Tech University
    Discussant: Cesare Fracassi, University of Texas at Austin

3:50-4:00      Break

4:00-4:50      Paper six
    Combination approaches to estimating optimal portfolios
    Presenter: Bradley Paye, Rice University
    Discussant: Federico Nardari, University of Houston

4:50-5:00      Break

5:00-5:50      Paper seven
    The investment performance of contrarian funds
    Presenter: Kelsey Wei, University of Texas - Dallas
    Discussant: Hagen Kim, Texas A&M University

5:50-6:00      Lone Star 2011

6:30              Drinks & dinner at Grace, 777 Main Street, Fort Worth