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CFF-AP2 conference June 7, 2016

Predicting future returns of stocks and other financial assets is a constant subject of fascination for academics and practitioners alike. Despite many decades of empirical research, there is little consensus on whether asset returns can be predicted in any meaningful way. Any predictable component of returns is bound to be small, and conclusive empirical evidence one way or the other appears unlikely. Nevertheless, the study of return predictability remains central to financial economics, and the countless number of studies in this area have greatly enhanced, and continues to enhance, our understanding of asset returns.

Please see speakers websites and their papers:

- Ian Martin, London School of Economics

- Marie Briere, Amundi Asset Management

- Jesper Rangvid, Copenhagen Business School

- Tim Bollerslev, Duke University

- Ron Kaniel, University of Rochester and Gothenburg

Page Manager: Katarina Forsberg|Last update: 6/9/2016
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