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: 

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


1.14.OctRaman UppalLondon Business SchoolA Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio NormsAbstract  | PDF
2.21.OctThorsten HensUniversity of ZürichThe dark side of the moon: structured products from the customer's perspectiveAbstract  | PDF
3.28.OctThorsten BeckTilburg UniversityWho gets the credit? And does it matter? Household vs. firm lending across countriesAbstract  | PDF
4.04.NovMordecai Kurz
(!!!starts at 2pm in Room "Commerzbank" (HoF)!!!)
Stanford UniversityThe Role of Diverse Beliefs in Market DynamicsPDF
5.10.NovRobert C. MertonHarvard Business SchoolObservations on Risk Propagation and the Dynamics of Macro Financial Crises: A Derivative PerspectiveAbstract  | PDF
6.18.NovAntonio MeleLondon School of Economics and Political ScienceMacroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-PremiaAbstract  | PDF
7.25.NovAndreas MadestamUniversitá Commerciale Luigi BocconiThe Social Costs of a Credit MonopolyAbstract
8.02.DecEsa JokivuolleBank of FinlandCredit allocation, capital requirements, and procyclicalityAbstract  | PDF
9.09.DecHarjoat S. BhamraUniversity of British ColumbiaThe Levered Equity Risk Premium and Credit Spreads: A Unified FrameworkAbstract  | PDF
10.16.DecLoriana PelizzonUniversità Ca' Foscari VeneziaDeciphering the Libor and Euribor Spread during the Subprime crisisAbstract  | PDF
11.13.JanDavid FeldmanAustralian School of BusinessThe CAPM Relation for Inefficient PortfoliosAbstract  | PDF
12.26.JanRichard J. Herring 
!!!Starts at 5:15 pm in the Casino, Room 1.801 !!!
Wharton SchoolThe Corporate Complexity of International Financial Conglomerates and Its Implication for Systemic RiskAbstract  | PDF