Finance Brown Bag Seminar
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The Finance Brown Bag Seminar serves as a presentation platform for PhD students, faculty members, and visitors. It usually takes place on Wednesdays from 12:00 to 13:00 in S3 (H46). For further information contact Christian Wagner. |
Summer Term 2012
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February 15th, 12:00-13:00, S3 (H46) |
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March 22rd (!!! Thursday !!!), 11:00-12:00, S3 (H46) |
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April 4th, 12:00-13:00, S3 (H46) Ruediger Fahlenbrach (EPFL): Institutional Investors and Mutual Fund Governance: Evidence from Retail – Institutional Fund Twins |
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April 18th, 12:00-13:00, S3 (H46) George Skiadopoulos (Piraeus): Asset pricing for commodity futures: A puzzle |
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May 9th, 12:00-13:00, S3 (H46) Andrea Gamba (Warwick Business School): Firm Policies and the Cross-Section of CDS Spreads |
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May 23rd, 12:00-13:00, S2 (H46) |
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May 30th, 12:00-13:00, S2 (H46) |
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June 6th, 12:00-13:00, S3 (H46) |
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June 13th, 12:00-13:00, S2 (H46) |
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Date: tba Valentyn Panchenko (UNSW): Continuous double auction with full and limited information: experiments and individual learning model |
Winter Term 2011/2012
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September 14th, 12:00-13:00, S4 |
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November 30th, 12:30-13:30, S3 Bjorn Eraker (Wisconsin): Dynamic Present Values and the Intertemporal CAPM |
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December 6th (!!! Tue !!!), 12:30-13:30, S3 |
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January 11th, 12:00-13:00, S3 Manfred Frühwirth (WU) and Leopold Sögner (IHS): Does the Sun Shine on the Corporate Bond Market? |
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January 25th, 12:00-13:00, S3 Anna Gunnthorsdottir (WU): The predictive boundaries of the Nash equilibrium, and efficiency gains from merit-based social organization |
Previous Semesters:
Summer Term 2011
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Miret Padovani (Geneva) : The determinants of banks' lobbying activities.
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Robert Kremslehner (WU): Job Market for Directors: The Role of Limited Liability Provisions and Directors' and Officers' Insurance in Optimal Contracting.
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Yong Chen (Virginia Tech): Hedge Funds: The Good, the (Not-so) Bad, and the Ugly.
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Luis Goncalves-Pinto (NUS): The Value of Cross-Trading to Mutual Fund Families in Illiquid Markets: A Portfolio Choice Approach.
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Aksel Mjøs (NHH): Small firm finance during the financial crisis.
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Christian Wagner (WU): The Cross-Section of Credit Risk Premia and Equity Returns.
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Stephen Figlewski (NYU): Research on the Risk Neutral Probability Density for the US Market Portfolio.
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Hamed Ghoddusi (VGSF): Business Cycles, Long-Run Risk and Commodity Price Dynamics.
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Tiago Pinheiro (NHH Bergen): Earnings Manipulation, Managerial Compensation and Reputation Concerns.
Winter Term 2010/2011
(selection)
- Hamed Ghoddusi (VGSF): How the Shocks to Input and Output Change the Spreads and Asset Value; The Case of the Refinery Industry
- Vilimir Yordanov (VGSF): Dynamic CDO modelling
- Thomas Breuer (FHV): Stress Tests: From Arts to Science
- Antonio Diaz: The Problem of Estimating the Volatility of Zero Coupon Bond Interest Rate
- Greg Vilkov (Goethe University Frankfurt): Risk-Neutral Skewness: Return Predictability and Its Sources
- Tobias Berg (HU Berlin): The Term Structure of Risk Premia during the Financial Crisis: Evidence from a New Calibration Approach based on CDS Spreads.
- Paul Schneider (Warwick): Understanding Risk Premia in Index Option Prices.
Summer Term 2010
(selection)
- Jun 14 Natalia Ivanova (VGSF)
- May 19 Zsuzsanna Fluc (Michigan State University)
- Apr 20 Rodolfo Martell (Purdue University - Krannert School of Management
Winter Term 2009/2010
(selection)
- Dec 16 André Gygax (University of Melbourne)
- Dec 02 Lidija Lovreta (ESADE Business School)
- Oct 28 André Gygax (University of Melbourne)
- Feb 03 Juliusz Radwanski (VGSF)
Summer Term 2009
- Jun 10 Robert Faff (Monash University)
- Jun 03 Emir Hrnjic (National University of Singapore)
- May 27 Marti Subrahmanyam (New York University)
- May 20 László Györfi (Budapest University of Technology and Economics)
- May 07 Alfred Lehar (University of Calgary) - former CCEFM student
- Apr 29 Paul Schneider and Christian Wagner (WU-Wien)
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