Simulation Based and Finite Sample Inference in Finance

2-3 mai/May 2-3, 2003
Château Frontenac, Québec

Organisateurs/Organizers: Marie-Claude Beaulieu (Université Laval, CIRANO), Jean-Marie Dufour (Université de Montréal, CIRANO, CIREQ), Lynda Khalaf (Université de Montréal, CIREQ), Craig MacKinlay (Wharton School, University of Pennsylvania).

The purpose of this conference is to bring together high-quality papers on methodological developments and innovative empirical work in finance, including bootstrap and Monte Carlo methods, Bayesian methods and exact finite sample procedures. In addition to the paper presentation, the format of the conference will include a discussant for each paper and time allocated for open discussion.

Information: http://www.fsa.ulaval.ca/sbfsif/