Finance Seminar Series - Winter term 2008/2009
The seminar takes place every Tuesday from 5:15 p.m. to - 6:30 p.m. in room "Deutsche Bank" in the House of Finance. Paper download (PDF) will be enabled when available.
Organizer: Holger Kraft
Assistant: Sebastian Wagner
We gratefully acknowledge financial support by Alfons und Gertrud Kassel Stiftung and Interessengemeinschaft Frankfurter Kreditinstitute.
Former Seminars:
| Date: | Speaker: | Affiliation: | Topic: | ||
| 1. | 14.Oct | Raman Uppal | London Business School | A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms | Abstract | PDF |
| 2. | 21.Oct | Thorsten Hens | University of Zürich | The dark side of the moon: structured products from the customer's perspective | Abstract | PDF |
| 3. | 28.Oct | Thorsten Beck | Tilburg University | Who gets the credit? And does it matter? Household vs. firm lending across countries | Abstract | PDF |
| 4. | 04.Nov | Mordecai Kurz (!!!starts at 2pm in Room "Commerzbank" (HoF)!!!) | Stanford University | The Role of Diverse Beliefs in Market Dynamics | |
| 5. | 10.Nov | Robert C. Merton | Harvard Business School | Observations on Risk Propagation and the Dynamics of Macro Financial Crises: A Derivative Perspective | Abstract | PDF |
| 6. | 18.Nov | Antonio Mele | London School of Economics and Political Science | Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia | Abstract | PDF |
| 7. | 25.Nov | Andreas Madestam | Universitá Commerciale Luigi Bocconi | The Social Costs of a Credit Monopoly | Abstract |
| 8. | 02.Dec | Esa Jokivuolle | Bank of Finland | Credit allocation, capital requirements, and procyclicality | Abstract | PDF |
| 9. | 09.Dec | Harjoat S. Bhamra | University of British Columbia | The Levered Equity Risk Premium and Credit Spreads: A Unified Framework | Abstract | PDF |
| 10. | 16.Dec | Loriana Pelizzon | Università Ca' Foscari Venezia | Deciphering the Libor and Euribor Spread during the Subprime crisis | Abstract | PDF |
| 11. | 13.Jan | David Feldman | Australian School of Business | The CAPM Relation for Inefficient Portfolios | Abstract | PDF |
| 12. | 26.Jan | Richard J. Herring !!!Starts at 5:15 pm in the Casino, Room 1.801 !!! | Wharton School | The Corporate Complexity of International Financial Conglomerates and Its Implication for Systemic Risk | Abstract | PDF |