Academic Conference on Risk Management

 

Overview 

The Masters of Science in Financial Risk Management (MSFRM) Program at the University of Connecticut will host the 4th UConn Financial Risk Conference: Advances in Investments and Pensions Research at the UConn Graduate Business Learning Center on May 25, 2018.  This conference brings together academic researchers at the frontier of risk management and investments.  This year's conference program includes perspectives on investments from hedge fund activism, shareholder relationships and investor behavior, as well as, research on pensions and insurance that includes evidence from life insurance companies and government impact on pension funding.

 

Program Agenda
Friday, May 25, 2018

8:30 am - 9:00 am
Continental Breakfast & Welcome Remarks
Jose Martinez
Assistant Professor, Finance
University of Connecticut, School of Business
 
Morning Session: Investments
9:00 am - 9:45 am
Keynote Speech: Persuasion: Institutional Investors and Hedge Fund Activism
Wei Jiang
Arthur F. Burns Professor of Free & Competitive Enterprise
Columbia Business School
 
9:45 am - 10:30 am
How Does Past Experience Impact Hedge Fund Activism?
Authors: Nicole Boyson,
Linlin Ma and
Bob Mooradian
Presenter: Nicole M. Boyson, Northeastern University
Discussant: Sehoon Kim, University of Florida
 
10:30 am - 10:45 am
Coffee/Tea/Water Break
 
10:45 am - 11:30 am
How Are Shareholder Votes and Trades Related?
Authors: Miriam Schwartz-Ziv and
Sophia Zhengzi Li
Presenter: Miriam Schwartz-Ziv, Michigan State University
Discussant: Yao Shen, Baruch College
 
11:30 am - 12:15 pm
Going Mobile, Investor Behavior and Financial Fragility
Author: Xiao Cen
Presenter: Xiao Cen, Columbia Business School
Discussant: Sumudu Watugala, Cornell University
 
12:15 pm—1:30 pm
Lunch & Remarks
John Elliott
Dean, UConn School of Business
 
Afternoon Session: Pensions and Insurance
1:30 pm - 2:15 am
Keynote Speech: Optimal Illiquidity
James Choi
Professor of Finance
Yale School of Management
 
2:15 pm - 3:00 pm
Monetary Policy, Interest Rates, and Reaching for Yield: Evidence from Life Insurance Companies
Authors: Ali Ozdagli and
Zixuan Wang
Presenter: Ali Ozdagli, Federal Reserve Bank of Boston
Discussant: Domenico Giannone, Federal Reserve Bank of New York

3:00 pm - 3:15 am
Coffee/Tea/Water Break

3:15 pm - 4:00 pm
The Impact of Governmental Accounting Standards on Public-Sector Pension Funding
Authors: Divya Anantharaman and
Elizabeth Chuk
Presenter: Divya Anantharaman, Rutgers University
Discussant: Reining Petacchi, Georgetown University

Keynote Speakers

James Choi

James Choi

Professor of Finance

Yale School of Management

Wei Jiang

Wei Jiang

Arthur F. Burns Professor of Free and Competitive Enterprise and Vice Dean for Curriculum and Instruction

Finance and Economics Division, Columbia Business School