The 5th Cambridge-Princeton Annual Finance Event took place on 18-19 September 2009 at the University of Princeton Bendheim Center for Finance.
Papers Presented:
Yacine Aït-Sahalia, “Modelling Financial Contagion with Mutually Exciting Jump Processes”
Discussant: Mardi Dungey
Sule Alan, “Do Disaster Expectations Explain Household Portfolios?”
Amir Amel-Zadeh (with Geoff Meeks, Judge Business School), “Bank Failure, Market-to-market and the Financial Crisis”
Markus Brunnermeier, “Maturity Rat Race”
Harrison Hong
Tianhui Michael Li (with L.C.G.Rogers), “A Douby Bayesian Approach to the Equity Premium Puzzle”
John Mulvey, “Dynamic Portfolio Theory: The Role of Replication Strategies for Private Equity”
Discussant: Michael Dempster
Hamid Sabourian (with Andreas Park, University of Toronto), “Herding & Contrarian Behaviour in Financial Markets”
Hyun Shin, “Risk Appetite and Endogenous Risk”
Discussant: John Eatwell
Ronnie Sircar, “Games with Exhaustible Resources”
Vanessa Smith (with Nikolaos Demiris, Agricultural University of Athens), “On the Epidemic of Financial Crises”