Finance Research Seminar
Location (unless indicated otherwise): WU (Vienna University of Economics and Business) - H46, 1190 Wien, Heiligenstädter Strasse 46-48, seminar room 1 (ground floor).
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We gratefully acknowledge financial support from the WU Gutmann Center for Portfolio Management for some of the talks.
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 19th, 3:30-5:00, H46, SR 1
Oliver Fabel (University of Vienna)
Implicit vs. Explicit Incentives: Theory and a Case Study [paper]
Fri, Apr 16th, 3:30-5:00, H46, SR 1
Denis Gromb (INSEAD)
Financially Constrained Arbitrage and Cross-Market Contagion [paper]
Fri, Apr 30rd, 3:30-5:00, H46, SR 1
Christian Julliard (London School of Economics)
Can Rare Events Explain the Equity Premium Puzzle? [paper]
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)
Reforming Capitalism [paper]
Fri, May 21st, 3:30-5:00, H46, SR 1
Dirk Hackbarth (University of Illinois)
Liquidity Mergers [paper]
Fri, May 28th, 2:00-3:15 & 3:45-5:00, H46, SR 1
Pierre Collin-Dufresne (Columbia University)
On the Relative Pricing of long Maturity S&P 500 Index Options and CDX Tranches [paper]
Christian Gollier (University Toulouse 1)
Socially Efficient Discounting Under Ambiguity Aversion [paper]
Fri, Jun 4th, 2:00-3:15 & 3:45-5:00, H46, SR 1
Laura Starks (University of Texas at Austin)
Investor Attention, Advertising, and Search and Participation Costs for Mutual Funds [paper]
Pietro Veronesi (University of Chicago)
Uncertainty about Government Policy and Stock Prices [paper]
Fri, Jun 11th, 3:30-5:00, H46, SR 1
Robert Hauswald (American University)
Authority and Information [paper]
Fri, Jun 18th, 3:30-5:00, H46, SR 1
Allaudeen Hameed (National University of Singapore)
Information, Analysts, and Stock Return Comovement [paper]
Fri, Jul 2nd, 3:30-5:00, H46, SR 1
Hanno Lustig (University of California, Los Angeles)
Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Re-Balancing [SSRN link]
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]