Finance Seminar Series - Summer term 2013

The seminar takes place every Tuesday from 4:15 p.m. to - 5:30 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: 

Summer term 2019Winter term 2018/2019
Summer term 2018Winter term 2017/2018
Summer term 2017Winter term 2016/2017
Summer term 2016Winter term 2015/2016
Summer term 2015Winter term 2014/2015
Summer term 2014Winter term 2013/2014
Summer term 2013Winter term 2012/2013
Summer term 2012Winter term 2011/2012
Summer term 2011Winter term 2010/2011
Summer term 2010Winter term 2009/2010
Summer term 2009Winter term 2008/2009
Summer term 2008Winter term 2007/2008
Summer term 2007Winter term 2006/2007
Summer term 2006Winter term 2005/2006
Summer term 2005

Winter term 2004/2005

Date:Speaker:Affiliation: Topic:
1.16.AprRüdiger FahlenbrachÉcole polytechnique fédérale de LausanneTrust preferred securities and regulatory arbitrageAbstract | PDF
2.23.AprAlok KumarUniversity of Miami, School of Business AdministrationIncome Hedging and Asset PricesAbstract | PDF
3.30.AprLasse Heje PedersenNYU Stern"Betting against Beta" and "Embedded Leverage" Abstract | PDF1 | PDF2
4.07.MaySøren HvidkjærCopenhagen Business SchoolFactor covariances predict factor returnsAbstract
5.14.MayEngelbert DocknerVienna University of Business and Economics Sovereign Bond Risk Premiums Abstract | PDF
6.21.MayEvgeny LyandresBoston UniversityInvestment and operating strategies of public and private ?rms: Theory and evidenceAbstract | PDF
7.28.MayGeoffrey TateUNC Kenan-Flagler Business SchoolAre Credit Ratings Subjective? The Role of Credit Analysts in Determining RatingsAbstract | PDF
8.04.JunLoriano ManciniÉcole polytechnique fédérale de LausanneThe Term Structure  of Variance Swaps, Risk Premia and the Expectation HypothesisAbstract | PDF
9.11.JunSimon KwanFederal Reserve Bank of San FranciscoMonetary Transmission and Dynamic Provisioning through the Lens of Loan Loss Reserve on Credit ExtensionAbstract | PDF
11.16.JulLubos PastorUniversity of Chicago, Booth School of BusinessPolitical Uncertainty and Risk Premia Abstract |PDF