Brown Bag Seminars 2012-2013

July 15, 2013 Jeffrey PONTIFF (Boston College)
Does Academic Research Destroy Stock Return Predictability?
1pm-2pm, room 126 Extranef 
   
May 21, 2013 Kent DANIEL (Columbia University)
12pm-1pm, room 118 Extranef
   
May 10, 2013 Christoph FREI (University of Alberta)
Optimal Execution of a VWAP Order: a Stochastic Control Approach
12pm-1pm, room 118 Extranef
   
May 8, 2013 Theodosios DIMOPOULOS (UNIL)
Merger Activity in Industry Equilibrium
12.30pm-1.30pm, room 118 Extranef
   
May 7, 2013 Claire CELERIER (Zurich University)
What Drives Financial Complexity? A Look into the Retail Market for Structured Products
12pm-1pm, room 118 Extranef
   
Apr. 25, 2013 Francesca ZUCCHI (EPFL, Internal Brown Bag)
Cash Holdings and Competition
Emmanuel LECLERCQ (EPFL, Internal Brown Bag)
Finite-Jump Tangent Lévy Models
12.30pm-1.45pm, room 118 Extranef
   
Apr. 16, 2013 Loriano MANCINI (EPFL, Internal Brown Bag)
A Tale of Two Investors: Estimating Optimism and Overconfidence
12pm-1pm, room 118 Extranef
   
Apr. 9, 2013 Ron SIEGEL (Northwestern University)
Large Contests
12pm-1pm, room 118 Extranef
   
Mar. 26, 2013 Martin LARSSON (EPFL, Internal Brown Bag)
Non-equivalent beliefs and subjective bubbles
12pm-1pm, room 118 Extranef
   
Mar. 19, 2013 Kenza BENHIMA (UNIL)
Booms and Busts with dispersed information
12pm-1pm, room 109 Extranef
   
Feb. 28, 2013 Paul SCHNEIDER (University of Lugano)
Generalized Risk Premia – the Economic Value of Predictability
12pm-1pm, room 118 Extranef
   
Feb. 27, 2013 Sergio PULIDO (Carnegie Mellon University)
Quadratic BSDEs arising from a price impact model with exponential utility
12pm-1pm, room 118 Extranef
   
Feb. 5, 2013 Semyon MALAMUD (EPFL, Internal Brown Bag)
Decentralized Exchange
12pm-1pm, room 118 Extranef
   
Jan. 29, 2013 Julien HUGONNIER (EPFL, Internal Brown Bag)
Speculative behavior in OTC markets
12pm-1pm, room 118 Extranef