Location: WU (Vienna University of Economics and Business) - Welthandelsplatz 1, A-1020 Vienna, D3.0.221, from 11:00 a.m. to 12:30 p.m.

To receive announcements about the seminar and other VGSF activities you are invited to subscribe to the VGSF newsletter. Past speakers are listed in the seminar archive. We gratefully acknowledge financial support from the WU Gutmann Center for Portfolio Management

Winter term 2014/2015                    



Oct 03              


Oct 10

Torben Andersen

Northwestern University
Parametric Inference and Dynamic State Recovery from Option Panels
- paper
The Risk Premia Embedded in Index Options - paper

Oct 17

Lars-Alexander Kühn                           

Carnegie Mellon University

Oct 24

Michael Weber

University of Chicago

Oct 31

Pete Kyle

University of Maryland

Nov 07

Howard Kung

London Business School

Nov 14

Steven Ongena

Swiss Finance Institute

Nov 21

Jin Yu

University of New South Wales

Dec 05


Dec 12

Sumit Agarwal

National University of Singapore

Dec 19

Frederico Belo

University of Minnesota

Jan 09


Jan 16

Robert Kosowski

Imperial College London

Jan 23


Summer term 2015             



Mar 06


Mar 13

Nicola Gennaioli

Bocconi University

Mar 20


Mar 27

Nicolas Petrosky-Nadeau      

Carnegie Mellon University

Apr 17

Andrey Malenko

MIT Sloan School of Management

Apr 24

Terry Hendershott

University of California Berkeley

May 20

Yuri Tserlukevich

Arizona State University

May 22

Ilona Babenko

Arizona State University

May 29

Rick Green

Carnegie Mellon University

Jun 03

Richard Sias

University of Arizona

Jun 10

Markus Brunnermeier

Princeton University

Jun 12

Antoinette Schoar

MIT Sloan School of Management

Jun 15

Ivan Shaliastovich

Univrsity of Pennsylvania Wharton

Jun 26

Mikhail Chernov