This the header photo for the AMC website and depicts the main buildings of the Humbold-Universität zu Berlin und ESMT.es.

Asset Management Conference

Jointly hosted by

This is a photo of the logo/seal from the Humboldt-Universität zu Berlin.
School of Business and Economics,
Humboldt-Universität zu Berlin
This is the logo of ESMT European School of Management and Technology.
ESMT European School of
Management and Technology

Start: August 25,2014 at 8:45
End: August 26, 2014 at 14:00
Location: ESMT, Berlin campus, Auditorium 2

The conference will focus on recent advances in mutual fund and hedge fund research. The goal of this conference is to bring together leading academics interested in asset management in a network environment, so as to provide a forum of discussion on a wide range of theoretical and empirical issues as well as policy implications relating to mutual funds and hedge funds.

Vertical Tabs

Final program

Final program

Download: Final Program (updated 08/18/14)

 

Recent Advances in Mutual Fund and Hedge Fund Research

Sponsored by SFB/TR15, SFB649, Wirtschaftswissenschaftliche Gesellschaft

  

Monday, August 25, 2014
Location: ESMT, Auditorium 2

8:45–9:00     

Welcome address

 


Fund Behavior

9:00–10:00

Hedge fund activists: Do they take cues from institutional exit
Nickolay Gantchev (UNC), Chotibhak Jotikasthira (UNC)
Discussant: Eliezer Fich (Drexel)

10:00–11:00

Who trades against mispricing?
Mariassunta Giannetti (Stockholm), Bige Kahraman (Stockholm)
Discussant: Francesco Franzoni (Swiss Finance Institute)


11:00–11:30


Coffee break

11:30–12:30

Do mutual funds have a say on pay?
Miriam Schwartz-Ziv (Michigan State), Russ Wermers (Maryland)
Discussant: Tim Adam (Humboldt)
 


12:30–14:00


Lunch: ESMT

 

 

Fund Data

14:00–15:00

To group or not to group? Evidence from CRSP, Morningstar Principia, and Morningstar Direct Mutual Fund Databases
Saurin Patel (Western Ontario), Sergei Sarkissian (McGill)
Discussant: Alberto Manconi (Tilburg)


15:00–15:30


Coffee break

 


Fund Performance


15:30–16:30


A market-based funding liquidity measure
Zhuo Chen (Northwestern), Andrea Lu (Northwestern)
Discussant: Xi Dong (INSEAD)


16:30–17:30


Bank-affiliated mutual funds worldwide: Conflicts of interest or informational edge?
Miguel A. Ferreira (Nova), Pedro Matos (Darden), Pedro Pires (Nova)
Discussant: Bige Kahraman (Stockholm)


18:30


Dinner
Restaurant Käfer, Deutscher Bundestag
(By invitation only!)


Tuesday, August 26, 2014, ESMT
Location: ESMT, Auditorium 2

 

Fund Boards

9:00–10:00

Director connections in the mutual fund industry
Paul Calluzzo (Rutgers)
Discussant: David Stolin (Toulouse Business School)

10:00–11:00

Hedge fund boards
Christopher Clifford (Kentucky), Jesse Ellis (North Carolina State), William Gerken (Kentucky)
Discussant: Christopher Schwarz (U. California Irvine)


11:00–11:30


Coffee break

 

 

Fund Flows

11:30–12:30

Mutual fund shareholder letter tone: Do investors listen?
Alexander Hillert (Mannheim), Alexandra Niessen-Ruenzi (Mannheim), Stefan Ruenzi (Mannheim)
Discussant: Darwin Choi (HKUST)


12:30–14:00


Lunch: ESMT


14:00


Adjourn

 

Photos

Photos

This is a photo of the participants of the Asset Management Conference at ESMT, 2014.
This is a photo of the participants of the Asset Management Conference at the Reichstag in Berlin, Germany ( 2014).
This is a photo of the participants of the Asset Management Conference at the Reichstag in Berlin, Germany ( 2014).

 

Venue

Venue

         

The conference will take place at ESMT, which was the former “Staatsratsgebäude” at Schlossplatz 1. Built in 1964, the building hosted the Staatsrat (National Council) of the GDR until 1989. After reunification, the building was used in many ways, including as the temporary office of the German Chancellor.

Since the fall of the Berlin Wall in 1989, Berlin has become one of Europe’s most vibrant cities. Some of Berlin’s famous landmarks are: Checkpoint Charlie, the symbolic crossover point between East and West Berlin during the Cold War or the Reichstag, the impressive parliament building that offers panoramic views of the city from its glass dome. Berlin’s cultural scene is thriving and it has something for everyone: bohemian cafes stand next to the finest restaurants, student drinking holes are nestled alongside sophisticated cocktail bars and underground clubs can be found close to the city’s grand opera house.

Directions

Please see the How to get there page for further information.

Call for papers

Call for papers

Conference on: Recent Advances in Mutual Fund and Hedge Fund Research

ESMT and the School of Business and Economics at Humboldt University are hosting a conference on recent advances in mutual fund and hedge fund research to be held in Berlin on August 25-26, 2014. The goal of the conference is to bring together leading academics interested in asset management in a network environment, so as to provide a forum of discussion on a wide range of theoretical and empirical issues as well as policy implications relating to mutual funds and hedge funds.

Paper submission

Authors are welcome to submit empirical or theoretical papers on any aspect related to mutual funds or hedge funds. Only papers which have not been published or accepted for publication will be considered. To provide ample time for the discussion of each paper, one hour will be allocated for the presentation and discussion of each paper. A maximum of eight papers will be selected for the conference. Presenting authors and discussants will receive hotel accommodation in Berlin for up to three nights and will not have to pay the conference registration fee. Limited travel grants are available.

If you would like to present your research, please send an electronic copy of your paper (pdf only) to Netsai Ndaza at Netsai.Ndaza@esmt.org by April 15, 2014. The authors of selected papers will be informed by April 30, 2014.

Participation

We invite all interested academics and practitioners to attend the conference. If you have questions and if you would like to discuss one of the presented papers at the conference please contact Guillermo Baquero (baquero@esmt.org) or Tim Adam (tim.adam@hu-berlin.de). More information can be found at https://www.esmt.org/amc2014.

Conference venue

The conference takes place at ESMT, which was the former “Staatsratsgebäude” at Schlossplatz 1. Built in 1964, the building hosted the Staatsrat (National Council) of the GDR until 1989. After reunification, the building was used in many ways, including as the temporary office of the German Chancellor. Since the fall of the Berlin Wall in 1989, Berlin has become one of Europe’s most vibrant cities. Some of Berlin’s famous landmarks are: Checkpoint Charlie, the symbolic crossover point between East and West Berlin during the Cold War or the Reichstag, the impressive parliament building that offers panoramic views of the city from its glass dome. Berlin’s cultural scene is thriving and it has something for everyone: bohemian cafes stand next to the finest restaurants, student drinking holes are nestled alongside sophisticated cocktail bars and underground clubs can be found close to the city’s grand opera house.