The Symposium will focus on Asset Management issues. Topics suitable for the Symposium include, but are not limited to, the following: Portfolio Theory, Portfolio Optimization, Higher Moments in Asset Returns, Asset Pricing Tests, Return Forecasting, Modeling Volatility and Correlation, Asset Allocation Techniques, Style Investment, Performance Measurement, Alternative Asset Classes, Investor and Analyst Behavior, Fund Manager Selection and Compensation, among others.
All papers accepted for the symposium are eligible to be considered for publication in the EUROPEAN FINANCIAL MANAGEMENT in a special issue devoted to the symposium. If you wish your paper to be considered for publication in the EFM, please indicate so in your cover letter. Papers will be reviewed for the EFM upon receipt using its normal criteria. Note that the acceptance of a paper to the Symposium is not a guarantee of publication by the EFM. All papers will go through the journal’s standard blind review process.
Authors are invited to submit papers electronically (MS Word or PDF format) via the EFMA website http://www.efmaefm.org where further information about the symposium is available. The first page of the paper should contain the title; name of the author(s), address, telephone, fax numbers and E-mail addresses. Please indicate in your cover letter whether you would be willing to serve as a session chair and/or discussant. All submitted papers must include an abstract explaining the contribution of the paper.