2026 Midwest Finance Annual Meeting

March 12-14, 2026

Radisson Blu Aqua Hotel, Chicago, IL

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Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Please note that all times are shown in the time zone of the conference. The current conference time is: 6th Mar 2026, 07:50:12pm PST

Only Sessions at Date / Time

Session Overview

Session

Volatility, Risk, and Returns

Time:

Friday, 13/Mar/2026:

3:30pm - 5:15pm

Session Chair: Zhi Da, University of Notre Dame

Location: Aegean

Presentations

Optimal Sharpe Ratio Timing with Stop Loss

Yufeng Han¹, Hong Liu², Jing Xu³, Guofu Zhou²

¹University of North Carolina at Charlotte; ²Washington University in St. Louis; ³Remin University

Discussant: Michael O'Doherty (University of Missouri)

Han-1156-Optimal Sharpe Ratio Timing with Stop Loss.pdf

A Century of Market Reversals: Resurrecting Volatility

Vincent Bogousslavsky¹, Blake LeBaron², Jeffrey Pontiff¹

¹Boston College; ²Brandeis University

Discussant: Huseyin Gulen (Purdue University)

Bogousslavsky-585-A Century of Market Reversals.pdf

Local Estimation for Option Pricing: Improving Forecasts with Market State Information

Hyung Joo Kim, Dong Hwan Oh

Federal Reserve Board of Governors

Discussant: Junbo Wang (Louisiana State University)

Kim-632-Local Estimation for Option Pricing.pdf