Organizers:

Chris Kirby, Clemson University

Session Chairs:

Chris Kirby, Clemson University

Papers:

"Hedge Fund Risk Analysis"
Nicolas P.B. Bollen, Vanderbilt University (Contact Author)

"Taxes, Factor Mimicking Portfolios, and Empirical Asset Pricing"
Mark LaPlante, University of Texas - Dallas (Contact Author)

"Momentum Profits When Mean Stock Returns Vary Across Economic Regimes"
Chris Stivers, University of Georgia (Contact Author)

Discussants:

Not yet assigned