FINANCIAL MATHEMATICS ACTIVITIES

March 28, 2024

The 2nd Annual Conference on Personal Risk Management
Thursday November 21st, 2002

Schedule

  • 8:30am Registration and Light Breakfast Buffet

Welcoming Remarks by Moshe Milevsky; York University & Executive Director, The IFID Centre

Keynote #1:
James Poterba
; Economics, M.I.T.
After-tax Benchmarks for Individual Investors

Keynote #2:
Chester Spatt
; Carnegie Mellon University
Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing (with R. Dammon and H. Zhang)

  • Buffet Lunch Break

Lecture #3:
Terrance Odean
; University of California-Berkley
Recent Developments in Behavioral Finance

Lecture #4:
Michael Stutzer
; University of Colorado
The Ratings Game: What is the Risk in Risk-Adjusted Mutual Fund Returns?

Lecture #5:
Svein-Arne Persson
; Norwegian School of Economics
Mortgage Financing: To Fix or To Float?

Lecture #6:
Joao Cocco
; London Business School
Household Risk Management and Optimal Mortgage Choice (with John Campbell)

  • 5:00pm Adjournment

Note: All lectures consist of 45 minutes for the speaker, plus 15 minutes for questions from the audience. Both limits will be enforced.

To Register