JSM 2017 Online Program

Legend:
CC = Baltimore Convention Center, H = Hilton Baltimore
* = applied session ! = JSM meeting theme

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621 *	Thu, 8/3/2017, 8:30 AM - 10:20 AM		CC-319
Portfolio Choice, Stock Returns, Bankrupcty, and Default — Contributed Papers
Business and Economic Statistics Section
Chair(s): Kevin Moore, Federal Reserve Board
8:50 AM	Estimating Country Indexes Returns Based on Earnings Forecasts — Daiane Dos Santos, PUC - Rio de Janeiro ; Ricardo Weiss, R Weiss Consultoria
9:05 AM	Additive Logistic Model with Stochastic Macro-Economic Covariates for Corporate Bankruptcy Prediction — Xiaorui Zhu, University of Cincinnati, Lindner College of Business ; Yan Yu, University of Cincinnati ; Shaonan Tian, San Jose State University
9:20 AM	Bayesian Estimation of the Default Rate Distributions with Non-Gaussian Single Factor Models — Takayuki Shiohama, Tokyo University of Science
9:35 AM	Corporate Bankruptcy Prediction: a Penalized Semiparametric Index Hazard Model Approach — Shaobo Li, University of Cincinnati ; Shaonan Tian, San Jose State University ; Yan Yu, University of Cincinnati
9:50 AM	Valid Tests of Stock Return Predictability — Yang Guangyi, Guanghua School of Management, Peking University ; Wang Mingjin, Guanghua School of Management, Peking University
10:05 AM	Variable Selection for Portfolio Choice — Jin Liu, Peking University