Workshop: Forecasting and Financial Markets

Date: Friday, 10 June 2016

Workshop Program

This one-day workshop brings together a group of leading international researchers in (financial) econometrics to discuss new developments in forecasting and the analysis of financial markets. It is intended as a meeting place for both theoretical as well as applied researchers in academia and professional organizations who work on the theme of the conference. The workshop covers a wide range of topics ranging from new methods to forecast covariance matrices and monitor forecast performance to selecting hedge fund managers and evaluating investment portfolios. In order to stimulate the interactive component of the workshop, every paper is discussed by an assigned discussant. The keynote speaker is Allan Timmermann (Rady School of Management, UC San Diego).

Link to the program

Keynote Speaker

  • Allan Timmermann
    Rady School of Management, UC San Diego
     

Invited Speakers

  • Fabio Trojani
    University of Geneva
  • Barbara Rossi
    Universitat Pompeu Fabra
  • Kevin Sheppard
    University of Oxford
  • Rogier Quaedvlieg
    Maastricht University
  • Marno Verbeek
    RSM-Erasmus University Rotterdam
  • Bart Diris
    Econometric Institute-Erasmus University Rotterdam

Venue

Erasmus University Rotterdam, Woudestein Campus

Van der Goot building, M2-11

Directions to Erasmus University Rotterdam

Campus Map

Map of Rotterdam

Registration

For academic participants there is no fee, but registration is necessary. Please fill out the online registration form. A fee may be charged for non-academic participant, please contact us by email eb-secr@remove-this.ese.eur.nl. Deadline for registration is June 1, 2016. The maximum number of participants for the workshop is 50. Registration to the Econometric and Tinbergen Institutes Lectures Series 2016 by Allan Timmermann also covers the registration for this workshop.

Accommodation

Participants are kindly requested to book their hotel themselves. Hotel Novotel Rotterdam Brainpark is within walking distance of the Woudestein Campus. Hotel Emma is located at the city center and is easily accessible by public transport. You can find more information here

Program committee

  • Bart Diris
  • Dennis Fok
  • Philip Hans Franses

 More information

For more information please contact Anneke Kop at eb-secr@ese.eur.nl