On June 8, 2018, the DAFM and the Banking & Finance group of the Business School are co-organizing a full-day conference on financial markets, to celebrate the launch of King's Business School. The conference will take place at the Business School's new Bush House home on the Strand.

The conference will be of particular interest to academics and practitioners. The speakers will be world-renowned academics Nicholas Barberis (Yale University), Harald Hau (University of Geneva), Robert Kosowski (Imperial College London and Unigestion), and Christopher Polk (London School of Economics), and financier Victor Haghani (Elm Partners). A range of topics will be covered in the talks, including behavioral finance, derivatives pricing, investment sizing and more. A panel session on investment opportunities and risks in the current market environment will also take place; the panel members will be Kaunteya Bhattacharya, Jacob Kruse (Autonomous Research LLP), Mark Shaw (Agilis Investment Management), Ivana Vilicnik (Cape Ann Asset Management).

Attendees will have ample opportunity to interact with the speakers and each other during lunch, coffee breaks, and afternoon drinks.

 

08:30 – 08:50	Registration and Breakfast/Coffee/Tea
08:50 – 09:00	Welcome
09:00 – 09:50	Nicholas Barberis (Yale University) “Psychological aspects of investor behavior”
09:50 – 10:40	Harald Hau (University of Geneva and Swiss Finance Institute) “Discriminatory pricing of over-the-counter derivatives”
10:40 – 11:00	Coffee Break
11:00 – 12:00	Victor Haghani (Elm Partners) “Investment sizing and the Kelly formula: Applications and behavioral mistakes”
12:00 – 13:10	Lunch
13:10 – 14:10	Panel Discussion: “Risks and opportunities in the current investment environment”   Kaunteya Bhattacharya Jacob Kruse (Autonomous Research LLP) Mark Shaw (Agilis Investment Management) Ivana Vilicnik (Cape Ann Asset Management)
14:10 – 14:30	Coffee Break
14:30 – 15:20	Robert Kosowski (Imperial College Business School and Unigestion) “The correlation risk premium term structure”
15:20 – 16:10	Christopher Polk (London School of Economics) “A tug of war: Overnight versus intraday expected returns”
16:10	Conclusion and Drinks

Conference Organizers: Patrick Boyle, Jesse McDougall, Filippos Papakonstantinou