The Power of Prediction Markets

From the Efficient Market and Behavioral Finance Conference

For an updated version of this webcast, click here.

In this webcast, Justin Wolfers discusses the following:

  • How simple markets can aggregate and disperse information into efficient forecasts of uncertain future events
  • The track record of market-generated forecasts, and market expectations about probabilities
  • What prediction markets tell us about market efficiency and the collective knowledge of market participants

This webcast contains two sessions: 32-minute presentation and 20-minute Question and Answer session.

Speaker

Photo of Justin Wolfers

Justin Wolfers is an assistant professor of business and public policy at the Wharton School at the University of Pennsylvania. He is also a faculty research fellow at the National Bureau for Economic Research and a visiting scholar at the Federal Reserve Bank of San Francisco. Previously, Professor Wolfers served as an assistant professor at the Stanford Graduate School of Business. He was named a Fulbright Scholar, a fellow at the MacArthur Network on Inequality and Social Interactions, and a doctoral fellow at the Weiner Center for Social Policy. Professor Wolfers is the author of numerous articles that have appeared in academic journals. He received a bachelor's degree in economics from the University of Sydney and an AM and a PhD in economics from Harvard University.

This information is accurate as of the date of recording.

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Topics

  • Portfolio Management
  • Behavioral Finance

Details

Length: 52min
Posted: 10/5/2007
Recorded On: 6/6/2007
CE Credits: 1 CE
Formats:
  • Video Webcast
  • Audio Webcast

Price (USD)

Members: FREE
CFA Program Candidates: FREE
Standard Rate: FREE