Brown Bag Seminar



Preliminary working papers are presented in the brown bag seminar. The seminar is held jointly with the WU Institute for Finance, Banking and Insurance. Alternatively, you can consult the schedule of the institute.

Summer Term 2012:

Winter Term 2011:

Summer Term 2011:

  • June 29, (!!! Wednesday !!!), 12:30-13:30, SR3, Robert Kremslehner (WU): Job Market for Directors: The Role of Limited Liability Provisions and Directors' and Officers' Insurance in Optimal Contracting.

  • June 21 (!!! Tuesday !!!), 12:30-13:30, SR3, Yong Chen (Virginia Tech): Hedge Funds: The Good, the (Not-so) Bad, and the Ugly.

  • June 14 (!!! Tuesday !!!), 12:30-13:30, SR3, Luis Goncalves-Pinto (NUS): The Value of Cross-Trading to Mutual Fund Families in Illiquid Markets: A Portfolio Choice Approach.

  • March 30, Thursday,  11:30-12:30, SR3, Stephen Figlewski (NYU): Research on the Risk Neutral Probability Density for the US Market Portfolio

  • March 23, Wednesday, 12:15-13:15, SR3, Hamed Ghoddusi (VGSF): Business Cycles, Long-Run Risk and Commodity Price Dynamics

  • March 3, Thursday, 12:15-13:15, SR3, Tiago Pinheiro, Earnings Manipulation, Managerial Compensation and Reputation Concerns


Winter Term 2010:

  • October 6, 12:00-13:00, SR3, Antonio Diaz, The Problem of Estimating the Volatility of Zero Coupon Bond Interest Rate (joint with Francisco Jareno and Eliseo Navarro)
  • October 13, 12:00-13:00, SR3, Thomas Breuer, Stress Tests: From Arts to Science (joint with Imre Csiszar)
  • October 14, 12:15-13:15, SR3, Vilimir Yordanov (VGSF), Dynamic CDO modelling
  • October 20, 13:00-14:00, SR3, Juliusz Radwanski (VGSF), Decomposing Bond Risk Premia
  • October 27, 12:15-13:15, SR3, Christian Wagner (WU), The Expectations Hypothesis and Properties of Bond Risk Premia (joint with Lucio Sarno and Paul Schneider)
  • November 24, 12:00-13:00, S3, Michael Kisser (NHH, VGSF graduate), Marketing and Capital Structure
  • December 6, 12:15-13:15, SR3, Greg Vilkov, Risk-Neutral Skewness: Return Predictability and Its Sources (joint with Z. Rehman)
  • December 22, 12:15, SR4, Hamed Ghoddusi (VGSF), How the Shocks to Input and Output Change the Spreads and Asset Value; The Case of the Refinery Industry (joint work with Sheridan Titman and Stathis Tompaidis)
  • January 12, SR3, 12:15, Paul Schneider (University of Warwick), Understanding Risk Premia in Index Option Prices (joint work with Roman Kozhan and Anthony Neuberger)
  • January 26, 12:15-13:15, SR4, Tobias Berg, The Term Structure of Risk Premia during the Financial Crisis: Evidence from a new Calibrating Approach based on CDS Spreads


Summer Term 2010:

  • June, 14th, Natalia Ivanova (VGSF)
  • April, 20th, Rodolfo Martell (Purdue University - Krannert School of Management)
  • May, 19th, Zsuzsanna Fluc (Michigan State University)


Winter Term 2009:

  • October, 28th, André Gygax (University of Melbourne)
  • December, 2nd, Lidija Lovreta (ESADE Business School)
  • December, 16th, André Gygax (University of Melbourne)
  • Febuary, 3rd, Juliusz Radwanski (VGSF)

Summer Term 2009:

  • April, 29th, Paul Schneider and Christian Wagner (WU)
  • May, 7th, Alfred Lehar (University of Calgary)
  • May, 20th, László Györfi (Budapest University of Technology and Economics)
  • May, 27th, Marti Subrahmanyam (New York University)
  • June, 3rd, Emir Hrnjic (National University of Singapore)
  • June, 10th, Robert Faff (Monash University)

© 2012 A joint initiative of the FWF - Austrian Science Fund , the Institute for Advanced Studies Vienna , the University of Vienna and the WU (Vienna University of Economics and Business) 01.02.2012