FINANCE LUNCH SEMINARS 2009 - 10

October 8

Enrique Sentana (CEMFI)
"Valuation of VIX Derivatives" (joint with J. Mencia)

October 15

Diego Pereira (UPF)
"Explaining the Stock Price-Inflation Puzzle: Inflation as a Signal for a Rare Event"

November 13 Please note different day, Friday and room, 20.237

Javier Gil (Universidad Carlos III)
"Obfuscation in retail financial markets: Evidence from the mutual fund industry"

November 19

Xavier Freixas (UPF)
"Optimal Capital Insurance for Systemic Institutions"

November 26

Jesper Rangvid (Copenhagen Business School)

"The fourth-quarter consumption growth rate: A pure-macro, not-estimated stock return predictor that works in-sample and out-of-sample"

December 3

Kristoffer Nimark (CREI)

"Speculative Dynamics in the Term Structure of Interest Rates"

March 9

Tomas Bjork (Stockholm School of Economics) Please Note different day, Tuesday and room 20.287

"Time inconsistent stochastic control"

March 10

Filipo Ippolito (Bocconi University) Please Note different day, Wednesday

"Debt Structure and Debt Specialization" (joint with P. Colla and K. Li)

March 19

Pedro Saffi (IESE) Please Note different day, Friday

"Equity Lending Markets and Ownership Structure" (joint with J. Sturgess)

March 25

Jens Jackwerth (University of Konstanz)

"The Puzzle of Index Option Returns" (joint with G.M. Constantinides and A. Z. Savov)

May 6

Jung-Hyun Ahn (Rouen Business School)

"Securitization, Competition and Efficiency" (Joint with R. Breton)

May 13

Peter Hoffman (UPF)

"Adverse selection, Transaction Fees, and Multi-market Trading"

May 20

Fabrizio Spargoli (UPF)

"Information disclosure and market discipline of banks"

May 27

Doriana Ruffino (University of Minnesota)

"Robust Mean-Variance Portfolio Analysis" (Joint with F. Maccheroni and M. Marinacci)

June 17 --CANCELLED--

Petya Platikanova (ESADE)

"S&P 500 additions and cash holding decisions"

June 30 Please note different day, wednesday and room, 40.S01

Alisa Roell (Columbia University)

"Managerial Compensation and Stock Price Manipulation" (Joint with L. Peng)

For further information, please contact Sira Homs