Session Chair: Sung Hwan Shin (Hongik Univ.)

1. Robust Portfolio Management with Risk Limits

Bong-Gyu Jang (POSTECH)
Seyoung Park (POSTECH)

2. Liquidity Hedging with Futures and Forward Contracts

Yong Jae Shin
(Hankyong National Univ.
Unyong Pyo (Brock Univ.)

3. Systematic Cyclicality of Systemic Bubbles:
Evidence from the U.S. Commercial Banking System

Myeong Hyeon Kim (Korea Univ.)
Baeho Kim (Korea Univ.)

4. The Impact of Terrorism on Financial Markets:
Evidence from Asia
Faheem Aslam (Hanyang Univ.)