Liquidity Risk
Cornell University - Wall StThere will be a National Science Foundation sponsored conference on liquidity risk at Cornell University, Ithaca, New York, on June 27 and 28. All are welcome. There is no registration fee, but participants are asked to register for eventual reporting to the NSF. The organizer is Philip Protter, who may be contacted with requests for information, at pep4*at*cornell.edu.
 
 
Invited Participants
Marcel Blais WPI
Bob Jarrow Cornell University
Ioannis Karatzas Columbia University
Kiseop Lee University of Louisville
Mike Lipkin Katama, Inc. and Columbia
Ciamac Moallemi Columbia University
Wesley Phoa Capital Group, Los Angeles
Philip Protter Cornell University
Alexandre Roch Cornell University
Jesus Rodriguez Rutgers University
Chris Rogers University of Cambridge, UK
Alexander Schied Cornell University
Deniz Sezer York University, Toronto, Canada
Kazuhiro Shimbo Mizuho Alternative Investments, LLC
Sasha Stoikov Columbia University
Vathana Ly Vath University of Paris 6, Paris, France
 
 
Sponsors
This conference has been made possible through a grant to Cornell from the National Science Foundation, whose generosity is gratefully acknowledged, and it is supported by the School of Operations Research and Information Engineering
 
SISCO