OVERVIEW

 

The symposium aims at bringing together leading finance scholars and asset management industry experts from all over the world to focus on new advances in investing methodologies and practices. It is an annual event taking place on the first Sunday and Monday of May in some financial centers around the globe.

 

The authors are invited to submit unpublished empirical or partially theoretical papers in any area related to investments that are not under journal revision (R&R) and have not appeared at the AFA or WFA programs. The AFA/WFA restriction is waived when the symposium cooperates with a journal offering a dual submission possibility, and the authors use that option.

 

Possible topics include (in alphabetical order), but are not limited to:

 

• Arbitrage in Asset Markets
• Corporate Decisions and Asset Returns
• Firm Governance and Securities Valuation
• Global Investment Issues
• Hedge Funds and Other Alternative Investments
• High-Frequency Trading
• Investor Behavior and Performance
• Liquidity and Security Returns
• Mutual Funds and Pension Funds
• Portfolio Rebalancing Strategies
• Real Economy and Asset Prices
• Return Predictability

 

The submitted papers are reviewed and ranked by the symposium committee members and about ten papers are accepted for presentation. Each paper is assigned a discussant. Discussants are primarily selected from among the submitting authors, who at the time of paper submission express willingness to participate in the symposium in that capacity as well.

 

The inaugural symposium took place in Montreal on May 6-7, 2018.

 

The second symposium was in New York on May 5-6, 2019 in partnership with the Review of Financial Studies.

 

The third symposium will be in Zurich, Switzerland, on May 3-4, 2020. More information will be available by September 2019.