Centre interuniversitaire de recherche en économie quantitative Septième colloque CIREQ-CIRANO Économétrie de la finance / Financial Econometrics Conference Hôtel de l'Institut, Montréal 24-25 avril / April 2009 PROGRAMME PRÉLIMINAIRE / PRELIMINARY PROGRAM Vendredi 24 avril 2009 / Friday, April 24, 2009 8:40 Mot de bienvenue / Welcome address : Eric Jacquier (HEC Montréal, CIREQ, CIRANO) 8:45 - SESSION I 10:30 Président / Chair : Eric Jacquier (HEC Montréal, CIREQ, CIRANO) Guofu ZHOU (Washington University), Aiguo Kong (Fudan University), David Rapach, Jack Strauss (St. Louis University), Jun Tu (Singapore Management University) How Predictable Are Components of the Aggregate Market Portfolio? Commentateur / Discussant : Rossen Valkanov (University of California at San Diego) Nicholas POLSON (The University of Chicago Booth School of Business), Michael Johannes (Columbia University), Arthur Korteweg (Stanford University) Sequential Learning, Predictive Regressions, and Optimal Portfolio Returns Commentateur / Discussant : Michael Halling (University of Utah) Xiaoyan ZHANG (Cornell University), Geert Bekaert, Robert Hodrick (Columbia University) Is There a Trend in Idiosyncratic Volatility? Commentateur / Discussant : Timothy T.