Automated Trading Conference 2007: Programme
Behavioural Finance '07
Royal Society of Arts, London WC2, 28 November 2007
| Programme | |
| 08:30 | Registration and coffee |
| 09:00 | Welcome and introduction |
| 09:10 | A BEHAVIOURAL DEFENSE OF THE FED ASSET ALLOCATION MODEL - Detecting biases in long-terms earnings growth expectations - Predicting absolute versus relative returns in the stock market - Using statistical tools to reduce decision biases to improve FED model performance Michael Clemens, ABN AMRO |
| 10:00 | SMART MONEY AND MARKET MIS-PRICING - Short selling limits to arbitrage. Overpriced stocks stay overpriced - Examples of market mis-pricing during the Tech stock bubble - Retail investors and dumb money - Looking at issuance to predict future returns Owen Lamont, DKR Fusion Management and Yale School of Management |
| 10:45 | Refreshment Break |
| 11:15 | PHYSICS AND BEHAVIOURAL FINANCE - Pockets of predictability created by concensus - Arbitrage possibilities made by anchoring Jorgen Vitting-Andersen, University of Nice Sophia-Antipolis |
| 12:00 | INTRODUCTION TO NEUROFINANCE Jan Longeval, Bank Degroof |
| 12:45 | Lunch |
| 13:45 | THE STRANGE BEHAVIOUR OF INVESTORS: EXPERTS, OVERCONFIDENCE AND COMMITTEES Colin McLean, SVM Asset Management |
| 14:30 | INTERPRETING MARKET RUMOURS - Definitions and characteristics of rumours - Rumours and rational behaviour - Rumours and behavioural finance Mark Schindler, Clariden Leu |
| 15:15 | Refreshment Break |
| 15:45 | PANEL DISCUSSION: NEW FRONTIERS IN BEHAVIOURAL FINANCE Chaired by Gerald Ashley Panel: Michael Clemens (ABN Amro), Jan Longeval (Bank Degroof) and Jorgen Vitting-Andersen (University of Nice Sophia-Antipolis) |
| 16:30 | Close |
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