Loading...
Search:

Welcome to the Geneva Finance Research Institute (GFRI).

GFRI research is multidisciplinary and encourages synergies between the Geneva School of Economics and
Management (GSEM
), the Faculties of Law, Psychology and Science of Education.  GFRI collaborates in particular with the Center for Banking and Financial Law and the National Center for Research in Affective Sciences, both located at the University of Geneva.

 

GFRI also engages in knowledge transfer activities such as conferences, seminars and public debates on finance topics related to Portfolio Management and Corporate Governance.


GFRI is delighted to announce its Finance Seminar Series supported by Geneva Financial Center:

Apr 21, 2016

Prof. Zacharias Sautner, Frankfurt School of Finance, 12.15-13.45, room PS06

Apr 28, 2016

Prof. Amit Serur, Chicago Booth, CANCELED

May 9, 2016

Dr. Maxime Bonelli, "Stock Market Volatility Dynamics: a Volume Filtered-GARCH Model", 12.15-13.45. room PS06

May 12, 2016

Prof. Dong Lou, LBS, 12.15-13.45, room PS06

May 26, 2016

Prof. Suresh Sundaresan, Columbia University, 12.15-13.45, room PS06

Jun 2, 2016

Prof. Arvind Krishnamurthy, Stanford, 12.15-13.45, room PS06

Jun 9, 2016

Prof. Kris Jacobs,University of Houston, 12.15-13.45, room PS06

 








Latest News

Date added: May 4, 2016 Taux négatifs et franc fort, dans quel état est l'économie suisse?
Tous les premiers jeudis du mois, la BCV, en partenariat avec Le Temps, vous propose un rendez-vous avec un spécialiste de l'économie. Aujourd'hui, Michel Girardin répondra à vos questions dès 11h30 sur letemps.ch et bcv.ch Michel Girardin répondra à vos questions dès 11h30 sur letemps.ch et bcv.ch.
Date added: May 3, 2016 Digitalization in Banking—Separating Reality from Hype - 21st June 2016

Date added: Apr 22, 2016 Signing Ceremony SFi-GEMWeM - 1st June 2016

Date added: Apr 18, 2016 Prof. Valta forthcoming publication in the Journal of Financial Economics

Prof. Philip Valta ‘s research paper Debt Enforcement, Investment, and Risk Taking Across Countries (with Erwan Morellec, Giovanni Favara, and Enrique Schroth) has been accepted for publication at the Journal of Financial Economics.

Date added: Apr 18, 2016 Video Presentation: Prof. Fabio Trojani

Prof. Fabio Trojani presenting his research "From Data Science to Hedge Fund Performance" at the 5th Swiss Asset Management Day on 7 April 2016

Date added: Apr 13, 2016 Prof. Tony Berrada forthcoming publication in "Current Biology"

"Variance after-effects distort risk perception in humans" by E. Payzan-LeNestour, B. W Balleine, T. Berrada & J. Pearson is forthcoming in Current Biology.

Abstract:

In many contexts, decision-making requires an accurate representation of outcome variance—otherwise known as “risk” in economics. Conventional economic theory assumes this representation to be perfect, thereby focusing on risk preferences rather than risk perception per se [1-3], but see [4]. However, humans often misrepresent their physical environment. Perhaps the most striking of such misrepresentations are the many well-known sensory after-effects, which most commonly involve visual properties, such as color, contrast, size, and motion. For example, viewing downward motion of a waterfall induces the anomalous biased experience of upward motion during subsequent viewing of static rocks to the side [5]. Given that after-effects are pervasive, occurring across a wide range of time horizons [6] and stimulus dimensions (including properties such as face perception [7,8], gender [9], and numerosity [10]), and some evidence exists that neurons show adaptation to variance in the sole visual feature of motion [11], we were interested to assess whether after-effects distort variance perception in humans. We found that perceived variance is decreased after prolonged exposure to high variance and increased after exposure to low variance within a number of different visual representations of variance. We demonstrate these after-effects occur across very different visual representations of variance, suggesting these effects are not sensory but operate at a high (cognitive) level of information processing. These results suggest, therefore, that variance constitutes an independent cognitive property and that prolonged exposure to extreme variance distorts risk perception—a fundamental challenge for economic theory and practice.

 

Date added: Mar 24, 2016 LATSIS SYMPOSIUM 2016 / 3rd GENEVA SUMMIT ON SUSTAINABLE FINANCE

The theme of the event was “The Role of Finance in Promoting Sustainable Development.” As in previous years, the conference was a platform for sustainable finance related research relevant to academics, investment practitioners, think-tanks, policy-makers, non-governmental organizations, and civil society at large.

The conference featured a keynote presentation by Mr. Tidjane Thiam, CEO of Credit Suisse and it has generated 1200 registrations.

Press articles covering the conference:

- Geneva Summit on Sustainable Finance CS Chef fordert Umdenken, NZZ, 23.03.16 [Download]
- Très attendu hier à Genève, l’Agefi, 23.03.16 [Download]
- La finance durable a rassemblé plus de 1000 participants à Genève, Le Temps,23.03.16 [Download]
- Tidjane Thiams Mantra, Finews, 23.03.16. [Download]
- Rayonnement international et audience en nette hausse, l’Agefi 17.03.16 [Download
- La finance durable est érigée en vedette à Genève, Tribune de Genève, 21.03.16  [Download]

Date added: Mar 7, 2016 LATSIS SYPOSIUM 2016
Date added: Feb 24, 2016 L'Université de Genève lance une formation de masse en gestion de fortune

L'Université de Genève lance une formation de masse en gestion de fortune

L’alma mater genevoise a remporté un appel d’offres de Coursera, une entreprise de la Silicon Valley spécialisée dans les cours via Internet. En tant que partenaire, UBS va utiliser la plateforme pour former ses employés.

Voir l'article complet

 

Date added: Jan 26, 2016 Prof. Michel Girardin
Date added: Jan 21, 2016 Prof. Rajna Gibson Brandon

 Prof. Gibson Brandon has been nominated Editorial Board Member of the Financial Analysts Journal with effect from the 1st of January 2016.

 

 

Date added: Jan 21, 2016 Online course: Make Smart Investment Decisions Build and manage a wealth-generating investment portfolio.
Date added: Nov 17, 2015 CAIA - UNIGE Academic Partnership Signing Ceremony

All pictures taken during the CAIA-UNIGE Academic Partnership

Signing Ceremony held at the University of Geneva on

the 9th of November 2015 are available here

Date added: Nov 6, 2015 Prof. Philipp Krueger awarded with the prestigious Moskowitz Prize
Date added: Oct 30, 2015 Mrs Elisabeth Pröhl awarded with funding to advance her dissertation research
The Macro Financial Modeling initiative supports collaborative research to develop enhanced macroeconomic models that better capture the linkages between the financial sector and the economy as a whole.
 
With generous support from the Alfred P. Sloan Foundation and the CME Group Foundation, the MFM initiative is able to support doctoral students in economics or other fields pursuing innovative work on macroeconomic models with financial sector linkages or related topics in this area. This year, fourteen graduate students were awarded with funding to advance their dissertation research and, in turn, further the initiative's goal to work toward more robust models of the macroeconomy. Mrs Elisabeth Pröhl is one these students awarded.

 

view all