Finance Research Seminar
The seminars in the winter term 2009 will usually take place at the WU (Vienna University of Economics and Business) - H46, A-1190, Heiligenstädter Strasse 46-48, seminar room 1 (ground floor).
To receive announcements about the seminar and other VGSF activities you are invited to subscribe to the VGSF newsletter.
We acknowledge the sponsoring by the Gutmann Center for Portfolio Management for some of our workshops.
Summer Term 2010
Fri, Feb 26th, 3:30-5:00, H46, SR 1
Ron Giammarino (University of British Columbia)
SEO Risk Dynamics [paper]
Fri, Mar 5th, 3:30-5:00, H46, SR 1
Michael Brandt (Duke University)
What Does Equity Sector Orderflow Tell Us about the Economy? [paper]
Fri, Mar 12th, 3:30-5:00, H46, SR 1
Clemens Sialm (University of Texas at Austin)
Risk Shifting and Mutual Fund Performance [paper]
Fri, Mar 26th, 3:30-5:00, H46, SR 1
Christine Parlour (University of California, Berkley)
Fri, Apr 16th, 3:30-5:00, H46, SR 1
Denis Gromb (INSEAD)
Fri, Apr 23rd, 3:30-5:00, H46, SR 1
Tomas Björk (Stockholm School of Economics)
Fri, Apr 30rd, 3:30-5:00, H46, SR 1
Christian Julliard (London School of Economics)
Fri, May 7th, 3:30-5:00, H46, SR 1
Neil A. Doherty (University of Pennsylvania)
Competition among Rating Agencies and Information Disclosure [paper]
Fri, May 14th, 3:30-5:00, H46, SR 1
Jean Charles Rochet (University Toulouse 1)
Fri, May 21st, 3:30-5:00, H46, SR 1
Dirk Hackbarth (University of Illinois)
Fri, May 28th, 2:00-3:15 & 3:45-5:00, H46, SR 1
Pierre Collin-Dufresne (Columbia University)
Christian Gollier (University Toulouse 1)
Fri, Jun 4th, 2:00-3:15 & 3:45-5:00, H46, SR 1
Laura Starks (University of Texas at Austin)
Pietro Veronesi (University of Chicago)
Fri, Jun 11th, 3:30-5:00, H46, SR 1
Adrien Verdelhan (Massachusetts Institute of Technology)
Fri, Jun 18th, 3:30-5:00, H46, SR 1
Allaudeen Hameed (National University of Singapore)
Fri, Jun 25th, 3:30-5:00, H46, SR 1
Emmanuel Farhi (Harvard University)
Fri, Jul 2nd, 3:30-5:00, H46, SR 1
Hanno Lustig (University of California, Los Angeles)
Winter Term 2009
Fri, Oct 2nd, 3:30-5:00, H46, SR 1
Xunyu Zhou (University of Oxford)
Non-Expected Utility Maximisation [abstract]
Fri, Oct 9th, 3:30-5:00, H46, SR 1
Ulrich Horst (Humboldt-Universität zu Berlin)
Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences [abstract]
Thu, Oct 15th, 3:30-5:00, H46, SR 4
Lubos Pastor (University of Chicago)
Are Stocks Really Less Volatile in the Long Run? [paper]
Fri, Oct 23rd, 3:30-5:00, H46, SR 1
Raman Uppal (London Business School)
Improving Portfolio Selection Using Option-Implied Volatility and Skewness [paper]
Fri, Nov 6th, 3:30-5:00, H46, SR 1
Oren Sussman (University of Oxford)
Liquidity, Contagion and Financial Crisis [paper]
Fri, Nov 13th, 1:00-2:30, H46, SR 1
Roman Inderst (Goethe Universität Frankfurt am Main)
How (not) to Pay for Advice: A Framework for Consumer Protection [paper]
Fri, Nov 20th, Canceled
Markus Leippold (Universität Zürich)
Equilibrium Implications of Delegated Asset Management under Benchmarking [paper]
Fri, Nov 27th, 3:30-5:00, H46, SR 1
André Gygax (University of Melbourne)
Board Interlocking Network and the Design of Executive Compensation Packages [paper]
Fri, Dec 4th, 3:30-5:00, H46, SR 1
Alexander Mürmann (Vienna University of Economics and Business)
Optimal Investment and Premium Policies under Risk Shifting and Solvency Regulation [paper]
Fri, Dec 11th, 12:00-1:30, H46, SR 3
Robert Hauswald (American University)
The Real Effect of Foreign Banks [paper]
Fri, Dec 18th, 3:30-5:00, H46, SR 1
Philipp Illeditsch (University of Pennsylvania)
Ambiguous Information, Risk Aversion, and Asset Pricing [SSRN link]
Mon, Jan 18th, 4:00-5:30, H46, SR 1
Anat Admati (Stanford University)
Increased-Liability Equity: A Proposal to Improve Capital Regulation of Large Financial Institutions [paper]
Fri, Jan 22nd, 3:30-5:00, H46, SR 1
Ilya Strebulaev (Stanford University)
Corporate Bond Default Risk: A 150-Year Perspective [paper]
Fri, Jan 29th, 2:00-3:15 & 3:45-5:00, H46, SR 1
Colin Mayer (University of Oxford)
The Life Cycle of Family Ownership: A Comparative Study of France, Germany, Italy and the U.K. [paper]
Philipp Schnabl (New York University)
Efficient Recapitalization [paper]
Thu, Feb 4th, 4:00-5:30, H46, SR 1
Gordon Phillips (University of Maryland)
Product Market Synergies and Competition in Mergers and Acquisitions: A Text Based Analysis [paper link] [background paper link]