Finance Research Seminars 2012-2013

Supported by Unigestion

The Swiss Finance Institute at EPFL and the University of Lausanne organize joint research seminars in finance. The seminars attract speakers from academic institutions around the world and cover a variety of topics of interest to both academics and research-oriented professionals.

Unigestion, an independent asset manager, is pleased to support this series of seminars. By encouraging academic research, the firm’s aim is to foster innovation in the financial industry.

As of the Fall of 2012 all the Finance Research Seminars are recorded and made available online as screencasts. To access the video archive please login by clicking on this linkInformation on the seminars is sent regularly via our mailing-list. If you would like to be informed about future seminars please subscribe to our mailing list

The seminars usually take place on Fridays from 10:30 am to 12:00 pm in room 126 at Extranef on the campus of the University of Lausanne. Please visit planete.unil.ch/plan for directions.

Schedule for 2012–2013

Jul. 09, 2013 Eckhard PLATEN (UTS Sydney)
The Affine Nature of Aggregate Wealth
(download pdf)
10:30-12:00, room Extranef 126
   
Jun. 07, 2013 Michael WEISBACH (The Ohio State University)
Learning about CEO Ability and Stock Return Volatility (download pdf)
10:30-12:00, room Extranef 126
   
Jun. 05, 2013 Stefan HIRTH (Aarhus University, School of Business and Social Sciences)
Credit Rating Dynamics and Competition (download pdf)
12:15-13:45, room Extranef 126
   
May 31, 2013 Gregory DUFFEE (Johns Hopkins University)
Expected inflation and other determinants of treasury yields (download pdf)
10:30-12:00, room Extranef 126
   
May 24, 2013 Stefan HIRTH (Aarhus University, School of Business and Social Sciences)
Postponed to June 5!!!!
   
May 17, 2013 Andrea EISFELDT (UCLA, Anderson School of Management)
Measuring the Financial Soundness fo US Firms 1926-2012
(download pdf)
10:30-12:00, room Extranef 126
   
Apr. 26, 2013 Michael JOHANNES (Comubia Business School)
Volatility around the clock: Bayesian modeling and forecasting of intraday volatility in the financial crisis
(download pdf)
10:30-12:00, room Extranef 126
   
Apr. 24, 2013 Bill ZAME (UCLA)
Experiments on the Lucas Asset Pricing Model
(download pdf)
14:00-15:30, room Extranef 109
   
Apr. 19, 2013 Lars A. LOCHSTOER (Columbia University, Graduate School of Business)
Learning About Consumption Dynamics
(download pdf)
10:30-12:00, room Extranef 126
   
Apr. 12, 2013 Margarita TSOUTSOURA (The University of Chicago, Booth School of Business)
Tax Evasion across Industries: Soft Credit Evidence from Greece
(download pdf) 10:30-12:00, room Extranef 126
   
Mar. 22, 2013 Darren KISGEN (Boston College)
The Real and Financial Effects of Credit Ratings: Evidence from Moody’s Adjustments

(download pdf)
10:30-12:00, room Extranef 126
   
Mar. 15, 2013 Sebastian GRYGLEWICZ (Erasmus School of Economics, Erasmus University Rotterdam)
Dynamic Agency and Real Options
(download pdf)
10:30-12:00, room Extranef 126
   
Mar. 8, 2013 Andrew KAROLYI (Cornell University, Johnson Graduate School of Management)
Regulatory arbitrage and cross-border bank acquisitions
(download pdf)
10:30-12:00, room Extranef 126
   
Mar. 1, 2013 Christopher HENNESSY (London Business School)
Demand-Based Security Design
(download pdf)
10:30-12:00, room Extranef 126
   
Feb. 22, 2013 Nathalie MOYEN (University of Colorado, Leeds School of Business)
Corporate Cash Holdings and Credit Line Usage
(download pdf)
10:30-12:00, room Extranef 126
   
Feb. 15, 2013 Daniel PARAVISINI (London School of Economics)
The Information and Agency Effects of Scores: Randomized Evidence from Credit Committees
(download pdf)
10:30-12:00, room Extranef 126
   
Feb. 8, 2013 Miguel FERREIRA (Nova School of Business and Economics, Lisbon)
Equity Lending, Investment Restrictions and Fund Performance
(download pdf)
10:30-12:00, room Extranef 126
   
Feb. 1, 2013 Sergey TSYPLAKOV (Darla Moore School of Business, University of South Carolina)
Incentive Effects of Contingent Capital
(download pdf)
10:30-12:00, room Extranef 126
   
Jan. 25, 2013 Paolo GHIRARDATO (University of Torino)
Ambiguity in the small and in the large
(download pdf)
10:30-12:00, room Extranef 126
   
Jan. 18, 2013 Evgeny LYANDRES (Boston University)
What determines investment and operating strategies of public and private firms: Theory and Evidence
(download pdf)
10:30-12:00, room Extranef 126
   
Dec. 21, 2012 Alex EDMANS (University of Pennsylvania, The Wharton School)
Financing Through Asset Sales (download pdf)
10:30-12:00, room Extranef 126
   
Dec. 14, 2012 François DEGEORGE (University of Lugano, Swiss Finance Institute)
Is the rise of secondary buyouts good news for investors? (download pdf)
10:30-12:00, room Extranef 126
   
Dec. 7, 2012 Ian MARTIN (Stanford, GSB)
Simple variance swaps (download pdf)
10:30-12:00, room Extranef 126
   
Nov. 23, 2012 Yaniv GRINSTEIN (Cornell University, Johnson Graduate School of Management)
Good Monitoring, Bad Monitoring
(download pdf)
10:30-12:00, room Extranef 126
   
Nov. 16, 2012 Anastasia KARTASHEVA (Bank for International Settlements)
Precision of Ratings
(download pdf) 
10:30-12:00, room Extranef 126
   
Nov. 2, 2012 Nizar TOUZI (Ecole Polytechnique, Centre de Mathématiques Appliquées)
Optimal Transportation and Robust Hedging of Derivatives
(download pdf)
10:30-12:00, room Extranef 126
   
Oct. 26, 2012 Konstantinos E. ZACHARIADIS (London School of Economics)
The Impact of Security Trading on Corporate Restructuring
(download pdf)
10:30-12:00, room Extranef 126
   
Oct. 18, 2012 Ivar EKELAND (University of British Columbia, Mathematics Department)
Cancelled!
   
Oct. 12, 2012 Brent GLOVER (Carnegie Mellon University, Tepper School of Business)
Idiosyncratic Risk and the Manager
10:30-12:00, Extranef Room 126.
   
Oct. 5, 2012 Jin-Chuan DUAN (National University of Singapore, Risk Management Institute)
Corporate Default Prediction and the RMI Coporate Vulnerability Index (download pdf)
10:30-12:00, Extranef Room 126.
   
Sept. 28, 2012 Elias ALBAGLI (University of Southern California, Marshall School of Business)
Investment Horizons and Asset Prices under Asymmetric Information (download pdf)
10:30-12:00, Extranef Room 126.
   
Sept. 21, 2012 Darrell DUFFIE (Stanford University, Graduate School of Business)
Measuring Corporate Default Risk Premia: 2001-2010
10:30-12:00, Extranef Room 126.