Finance Seminar Series - Winter term 2006/2007
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. | 24.Oct | Ricardo Leal (joint with André L. Carvalhal-Da-Silva) | Coppead Business School, Rio de Janeiro | Corporate Governance and Value in Brazil (and in Chile) | Abstract | PDF |
| 2. | 31.Oct | Dirk Hackbarth (joint with Erwan Morellec) | Washington University St. Louis, Olin School of Business | Stock Returns in Mergers and Acquisitions | Abstract | PDF |
| 3. | 07.Nov | Laurent Weill (joint with Pierre-Guillaume Méon) | Robert Schumann University, Straßbourg | Does financial intermediation matter for economic performance? | Abstract | PDF |
| 4. | 14.Nov | Loriana Pelizzon (joint with Monica Billio and Mila Getmansky) | University of Venice | Dynamic Risk Exposure of Hedge Funds: A Regime-Switching Approach | Abstract | PDF |
| 5. | 21.Nov | Jesper Rangvid (joint with Abraham Lioui) | Copenhagen Business School, Finance Department | Return Predictability in a Monetary Economy | Abstract | PDF |
| 6. | 12.Dec | Dezsö Szalay (joint with Enrique Schroth) | University of Warwick | Cash Breeds Success: The Role of Financing Contraints in Patent Races | Abstract | PDF |
| 7. | 21.Dec | Jens Jackwerth (joint with George M. Constantinides and Stylianos Perrakis) | University of Konstanz | Mispricing of S&P 500 Index Options | Abstract |
| 8. | 16.Jan | Gunter Löffler | University of Ulm | Can rating agencies look through the cycle? | Abstract | PDF |
| 9. | 23.Jan | Alessandro Sbuelz (joint with Anna Battuaz) | University of Verona | Closed-form optimal investment when present values and costs are jump-diffusions | Abstract | PDF |
| 10. | 30.Jan | Lars Norden (joint with Wolf Wagner) | University of Mannheim | Credit Derivatives and Loan Pricing | Abstract | PDF |