This is the preliminary program for the 2008 Joint Statistical Meetings in Denver, Colorado.
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|451||Wed, 8/6/08, 2:00 PM - 3:50 PM||CC-708|
|Portfolio Analysis, Exchange Rates, Microstructure, and GARCH Models - Contributed - Papers|
Business and Economics Statistics Section
|Chair(s): Christopher H. Morrell, Loyola College in Maryland|
|2:05 PM||Robust Portfolio Selection — Michael Schyns, University of Liege|
|2:20 PM||Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets — Motohiro Yogo, University of Pennsylvania|
|2:35 PM||Applications of Statistics in Finance Using the Statistics Online Computational Resource (SOCR) — Nicolas Christou, University of California, Los Angeles; Ivo D. Dinov, University of California, Los Angeles|
|2:50 PM||Market Depth in Agricultural Futures Markets — Julieta Frank, University of Illinois at Urbana-Champaign; Philip Garcia, University of Illinois at Urbana-Champaign|
|3:05 PM||The Information Content of Trades: A Class of Market Microstructure Models — Anna Valeva, Western Illinois University|
|3:20 PM||The 'Melting Pot': A Success Story? — Edna Schechtman, Ben-Gurion University of the Negev; Shlomo Yitzhaki, Central Bureau of Statistics/Hebrew University|
|3:35 PM||Floor Discussion|
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