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:
| Date: | Speaker: | Affiliation: | Topic: | ||
| 1. | 16.Apr | Rüdiger Fahlenbrach | École polytechnique fédérale de Lausanne | Trust preferred securities and regulatory arbitrage | Abstract | PDF |
| 2. | 23.Apr | Alok Kumar | University of Miami, School of Business Administration | Income Hedging and Asset Prices | Abstract | PDF |
| 3. | 30.Apr | Lasse Heje Pedersen | NYU Stern | "Betting against Beta" and "Embedded Leverage" | Abstract | PDF1 | PDF2 |
| 4. | 07.May | Søren Hvidkjær | Copenhagen Business School | Factor covariances predict factor returns | Abstract |
| 5. | 14.May | Engelbert Dockner | Vienna University of Business and Economics | Sovereign Bond Risk Premiums | Abstract | PDF |
| 6. | 21.May | Evgeny Lyandres | Boston University | Investment and operating strategies of public and private ?rms: Theory and evidence | Abstract | PDF |
| 7. | 28.May | Geoffrey Tate | UNC Kenan-Flagler Business School | Are Credit Ratings Subjective? The Role of Credit Analysts in Determining Ratings | Abstract | PDF |
| 8. | 04.Jun | Loriano Mancini | École polytechnique fédérale de Lausanne | The Term Structure of Variance Swaps, Risk Premia and the Expectation Hypothesis | Abstract | PDF |
| 9. | 11.Jun | Simon Kwan | Federal Reserve Bank of San Francisco | Monetary Transmission and Dynamic Provisioning through the Lens of Loan Loss Reserve on Credit Extension | Abstract | PDF |
| 10. | 18.Jun | Netspar | Netspar | tba | |
| 11. | 16.Jul | Lubos Pastor | University of Chicago, Booth School of Business | Political Uncertainty and Risk Premia | Abstract |PDF |