Research seminar

The Center for Wealth and Risk hosts the Finance Research Seminar every semester. Faculty, junior researchers, and guests present what they are currently working on. Join us when we learn new stuff!

The research seminar takes place every Tuesday at 1215 for a full hour during the lecture weeks of the semester in room 07-003 (above the cafeteria).

Date             Speaker                         Host

21.02.2012 No seminar

28.02.2012 Kay Pilz                           Matthias Fengler
A Hybrid Commodity and Interest Rate Market Model (2009 working paper)

06.03.2012 Ana-Maria Fuertes         Stephan Süss
Optimally Harnessing Inter-Day and Intra-Day Information for Daily Value-at-Risk Prediction

13.03.2012 Tim Jenkinson                 Stefan Morkötter
Private Equity Performance: What do we Know?

20.03.2012 Georgi Bontschev          Martin Eling
Factors that Affect the Performance of Distressed Securities Hedge Funds

27.03.2012 Suleyman Basak            Stephan Süss
Asset Prices and Institutional Investors

17.04.2012 Ekkehart Boehmer         Norman Seeger
International Evidence on Algorithmic Trading (Link to the current working paper)

24.04.2012 Ralph De Haas               Martin Brown
Group lending or individual lending? Evidence from a randomised field experiment in Mongolia

01.05.2012 No seminar

08.05.2012 No seminar

15.05.2012 Helmut Herwartz            Matthias Fengler
On housing booms and credit market conditions: A state space model

22.05.2012 Iman van Lelyveld          Martin Brown
Pricing in the Interbank Market