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              

Mike Burkart

Stockholm School of Economics
Activist Funds, Leverage, and Procyclicality - paper

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
A Labor Capital Asset Pricing Model - paper

Oct 24

Michael Weber

University of Chicago
Nominal Rigidities and Asset Pricing- paper

Oct 31

Pete Kyle

University of Maryland
Smooth Trading with Overconfidence and Market Power
- paper

Nov 07

Howard Kung

London Business School
Government Maturity Structure Twists - paper

Nov 14

no seminar

Nov 28

Thomas Gehrig

University of Vienna
Loan Sales and Screening Incentives - paper

Dec 05

Jin Yu

University of New South Wales
A Theory of Family Ownership - paper

Dec 12

Sumit Agarwal

National University of Singapore
Age of Decision: Pension Savings Withdrawal and
Consumption and Debt Response - paper

Dec 19

Chester Spatt

Carnegie Mellon University
A solution to the Palm–3Com spinoff puzzles - paper

Jan 09

Robert Dittmar

University of Michigan

Jan 16

Robert Kosowski

Imperial College London
The effect of regulatory constraints on fund performance:
New evidence from UCITS hedge funds

Jan 23

Stephan Siegel

University of Washington

Summer term 2015             



Feb 27

Karin S. Thorburn

Norwegian School of Economics

Mar 06

Christian Wagner

Copenhagen Business School

Mar 13

Nicola Gennaioli

Bocconi University

Mar 20

Kent Smetters

University of Pennsylvania Wharton

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

University of Pennsylvania Wharton

Jun 26

Mikhail Chernov