"Feature Presentations (video)
2006 FMA European Conference Keynote Addresses
Michael Brennan, UCLA and London Business Schoool
'Rational (and Irrational) Prices, Returns, and Strategies'
Michael Brennan is a professor of finance at both UCLA Anderson and London Business School. His research interests include asset pricing, corporate finance, the pricing and role of derivative securities, market microstructure, and the role of information in capital markets. He has published extensively in all of these areas. He is currently working on several issues, including: the problem of asset allocation when investors face time-varying opportunity sets, initial public offerings and the allocation of control rights in the corporation, the determinants of international flows of portfolio investment, the role of convertible securities in corporate finance, and corporate hedging strategies."