Posted 9/9/07
CALL FOR PAPERS AND PARTICIPANTS
18TH ANNUAL ASIA-PACIFIC FUTURES RESEARCH SYMPOSIUM
Seoul, Korea
April 3 and 4, 2008
PURPOSE:
The APFRS provides a platform for researchers and
practitioners to share and discuss the latest research and
issues in derivatives and risk management. The annual
symposium fosters interaction among practitioners and
academics and promotes research that advances the state of
knowledge in financial engineering. As reflected in the
selection of papers, the symposium adopts a global
perspective.
HISTORY:
The symposium is one of the longest running derivatives
research programs in the world, having begun in 1948 when
the Chicago Board of Trade hosted its first marketing
symposium. That event marked the formal beginning of the
CBOT's commitment to support research in derivative
markets.
RESEARCH TOPICS OF INTEREST:
- Risk measurement and management in futures and clearing
- Sources and determinants of liquidity
- Market Making programs and volume development issues
- Regulatory issues regarding stock lending and borrowing
- VAR and other risk issues
- Credit derivatives
- Market microstructure
SUBMISSION OF PAPERS:
- Deadline for Submission of Completed Papers: December 1,
2007
- Announcement of Accepted Papers: January 16, 2008
- Submit your paper, written in English only, in MS Word
format or as a PDF file, electronically via e-mail to:
Email: MAILTO:apfrs@kent.edu
with the subject line "Submission." Place author
information on a separate page.
SYMPOSIUM DETAILS:
- The symposium features a one and a half day program
focusing on research of derivative securities and
markets.
- There is no registration fee for the symposium and
attendance is by invitation only.
- Individuals who wish to participate or attend should send
a request to:
Email: MAILTO:apfrs@kent.edu
with the subject line "Invitation."
- Papers accepted for presentation at the symposium will
also be considered for inclusion in a special issue of
the Journal of Futures Markets or the Review of Futures
Markets.
- Presenters (one for each selected paper) and discussants
will be provided two nights of accommodation at the
conference hotel. Other attendees are responsible for
their own hotel costs.
ORGANIZERS:
Chicago Board of Trade-Educational Research Foundation
Myongji University and Myongji College
Kent State University
Journal of Futures Markets
Review of Futures Markets
For more information about the Symposium, contact:
CONTACT: Rebecca Evans
College of Business Administration, Room 301
Kent State University
P.O. Box 5190
Kent, Ohio 44242
Email: MAILTO:apfrs@kent.edu
or MAILTO:evansr@kent.edu