Conference in Memoriam of Jan Mossin on Asset Allocation, Investments, and Asset Pricing
Jan Mossin (1936-1987) made several important contributions to modern finance. Most important is his work on the CAPM in his Econometrica article from 1966: Equilibrium in a Capital Asset Market. Another important contribution, central to the topic of the conference, is his Journal of Business article on long term asset management also from 1966: Optimal Multi-period Portfolio Policies. With this conference, we would like to remember Jan Mossin and his work by bringing together academics and practitioners for an exchange of new ideas on asset allocation, investments, and asset pricing.
|Event dates:||2006-09-08 – 2006-09-09|
|Deadline Call for Papers:||2006-07-01|
Vigdis Saeterdal Department of Finance and Management Science Norwegian School of Economics and Business Administration Helleveien 30 NO-5045 Bergen Norway
|Classification:||G1 - General Financial Markets|
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