Finance Research Seminars 2011-2012

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.

Information on the seminars is sent regularly via our mailing-list. Do not hesitate to subscribe to our mailing list  if you would like to be informed about future seminars.

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.

2011–2012 Schedule

 

June 12, 2012 Stijn VAN NIEUWERBURGH (New York University, Stern School of Business)
Seminar cancelled
   
June 8, 2012 Jacob GOEREE (University of Zurich)
Inefficient Markets (download pdf)
10:30-12:00, Extranef Room 126.
   
June 1, 2012 Bruno STRULOVICI (Northwestern University)
Flexible Renegotiation with Persistent Private Information
10:30-12:00, Extranef Room 126.
   
May 25, 2012 Igor MAKAROV (London Business School)
Deliberate Limits to Arbitrage (download pdf)
10:30-12:00, Extranef Room 126.
   
May 11, 2012 Amit SERU (University of Chicago, Booth School of Business)
Seminar Cancelled
   
May 4, 2012 Brian KELLY (University of Chicago, Booth School of Business)
Market Expectations in the Cross Section of Present Values (download pdf)
10:30-12:00, Extranef Room 126.
   
Apr. 27, 2012 Antje BERNDT (Carnegie Mellon, Tepper School of Business)
What Broker Charges Reveal about Mortgage Credit Risk (download pdf)
10:30-12:00, Extranef Room 126.
 
     
Apr. 20, 2012 Scott JOSLIN (University of Southern California, Marshall School of Business)
Interest Rate Volatility and No-Arbitrage Term Structure Models (download pdf)
10:30-12:00, Extranef Room 125.
 
     
Mar. 30, 2012 Paul GLASSERMAN (Columbia, Graduate School of Business)
Co-Cos, Bail-In and Tail Risk
10:30-12:00, Extranef Room 126.
 
     
Mar. 27, 2012 Jules VAN BINSBERGEN (Northwestern, Kellogg Business School)
Equity Yields (download pdf)
10:30-12:00, Extranef Room 126.
 
     
Mar. 9, 2012 Martin OEHMKE (Columbia, Graduate School of Business)
Should Derivatives be Privileged in Bankrupcy (download pdf)
10:30-12:00, Extranef Room 126.
 
     
Mar. 2, 2012 Fabio MACCHERONI (Bocconi University)
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case (download pdf)
10:30-12:00, Extranef Room 126.
 
     
Feb. 24, 2012 Larry EPSTEIN, (Boston University)
Ambiguous volatility, Possibility and Utility in Continuous Time (download pdf)
10:30-12:00, Extranef Room 126.
 
     
Feb. 10, 2012 Alexander GORBENKO (London Business School)
CDS Auctions (download pdf)
10:30-12:00, Extranef Room 126.
 
     
Jan. 27, 2012 Viktor TODOROV (Northwestern, Kellogg Business School)
Parametric Inference, Testing and Dynamic State Recovery from Option Panels with Fixed time Span
10:30-12:00, Extranef Room 126.
 
     
Jan. 13, 2012 Marzena ROSTEK (University of Wisconsin-Madison, department of Economics)
Price Inference in Small Markets (download pdf)
10:30-12:00, Extranef Room 126.
 
     
Dec. 16, 2011 Bo BECKER (Harvard Business School)
Cyclicality of Credit Supply: Firm Level Evidence (download pdf)
10:30-12:00, Extranef Room 126.
 
     
Dec. 9, 2011 Scott JOSLIN (MIT, Sloan School of Business)
Seminar cancelled
 
     
Dec. 2, 2011 Alexei TCHISTYI (Berkeley, Haas School of Business)
Risking Other People’s Money: Gambling, Limited Liability, and Optimal Incentives 
10:30-12:00, Extranef Room 126.
 
     
Nov. 22, 2011 Jianjun MIAO (Boston University)
Bubbles and Credit Constraints (download pdf)
10:30-12:00, Extranef Room 126.
 
     
Nov. 18, 2011 Hanno LUSTIG (UCLA, Anderson School)
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees (download pdf)
10:30-12:00, Extranef Room 126.
 
     
Nov. 8, 2011 Mete SONER (ETH Zürich)
Resilient price impact of trading and the cost of illiquidity (download pdf)
10:30-12:00, Extranef Room 126.
 
     
Nov. 4, 2011 Andrey MALENKO (MIT, Sloan School of Business)
Optimal Design of Internal Capital Markets (download pdf)
10:30-12:00, Extranef Room 126.
 
     
Oct. 14, 2011 Laurent CALVET (HEC Paris)
Seminar cancelled
 
     
Oct. 7, 2011 Matthew RHODES-KROPF (Harvard Business School)
Financing Risk and Bubbles Innovation (download pdf)
10:30-12:00, Extranef Room 126.
 
     
Sept. 27, 2011 Dirk HACKBARTH (College of Business at Illinois, Department of Finance)
Default Risk, Stock Returns, and the 1978 Bankruptcy Reform Act
10:30-12:00, Extranef Room 126.
 
     
Sept. 23, 2011 Christian UPPER (Bank of International Settlements)
Debt reduction after crises (download pdf)
10:30-12:00, Extranef Room 126.