Saturday, August 20, 2011, 8:30-10:15 am; Asset Pricing Empirical
Asset Management II - C4

Session Chair: Marno Verbeek, Erasmus University

  • The Mutual Fund Industry Worldwide: Explicit and Closet Indexing, Fees, and Performance PDF
    Martijn Cremers1, Miguel Ferreira2, Pedro Matos3, Laura Starks4
    Yale University1; Universidade Nova de Lisboa2; University of Virginia3; University of Texas - Austin4
    • Discussant: Javier Gil-Bazo, University Pompeu Fabra
  • The Investment Behavior of State Pension Plans PDF
    Jeffrey Brown1, Joshua Pollet2, Scott Weisbenner1
    University of Illinois1; Michigan State University2
    • Discussant: Frank de Jong, Tilburg University
  • Alpha and Performance Measurement: The Effect of Investor Heterogeneity PDF
    Wayne E. Ferson, Jerchern Lin
    University of Southern California
    • Discussant: Juha Joenväärä, University of Oulu