| GFRI is the University of Geneva vehicle of knowledge transfer in Finance to the City. As such, we regularly organize seminars, conferences and debates on Finance research.
Finance Seminar Series: (Papers may be available for download at the bottom of the page)
15 December, 2011: Prof. Pedro Matos, University of Virginia, "The Mutual Fund Industry Worldwide:
Explicit and Closet Indexing, Fees, and Performance"
8 December, 2011: Prof. Burton Hollifield, Carnegie Mellon University, "The Role of Mortgage Brokers in the
Subprime Crisis"
5 December, 2011: Prof. Vihang Errunza, McGill University,"The Impact of Investability on Asset
Valuation"
25 November, 2011: Prof. David Feldman, University of New South Wales,Linear Beta Pricing With Inefficient Benchmarks
24 November, 2011: Prof. Ralph Koijen, University of Chicago Booth, "Equity Yields"
17 November, 2011: Mr. Raul Gonzalez, Université de Genéve, "Recovering Nonlinear Dynamics from Option Prices"
10 November, 2011: Mr. Daniel Andrei, EPFL,"Information Percolation Driving Volatility" 27 October, 2011: Dr.Mathieu Trépanier, Tsquared Consulting Partners SA," Linguistic-Based Perceptual Shocks and Quantile Regression: A Study of Corporate Reputation and Financial Performance"
13 October, 2011: Prof. Chendi Zhang, Warwick Business School,"Information Sharing, Creditor Rights and Corporate Debt Maturity"
7 October, 2011: Prof. Antonio Mele, University of Lugano,"Uncertainty, Information Acquisition and Price Swings in Asset Markets"
29 September, 2011: Prof. John Griffin, University of Texas, "How Important are Foreign Ownership Linkages for International Stock Returns? "
22 September, 2011: Prof. Alexander Wagner, University of Zurich, "The Executive Turnover Risk Premium"
9 July, 2011: Prof. Antonio Cosma, University of Luxembourg, “Valuing options using fast recursive projections”
8 June, 2011: Prof. Ran Duchin, UMICH,“The Politics of Government Investment”
26 May, 2011: Prof. Kate Phylaktis, Cass, “Liquidity in the foreign exchange market”
12 May, 2011: Prof. John Cotter, UCD, "A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics"
29 April, 2011: Prof. Kee-Hong Bae, York Uni,“Do Hedge Funds Have Information Advantages? Evidence from Hedge Fund Stock Holdings”
21 April, 2011: Dr. Philipp Krueger, GFRI, "The WACC-Fallacy: The Real Effects of Using a Unique Discount Rate"
14 April, 2011: Prof. Fabio Castiglionesi, Tilburg, “Liquidity Coinsurance and Bank Capital”
7 April, 2011: Prof. Markus Leippold, UZH, “Collateral Smile”
31 March, 2011: Prof. Colin Lizieri, Cambridge, “Capital Market Reactions to Real Estate Mergers and Acquisitions: An International Perspective”
24 March, 2011: Dr. Alessandro Fontana, GFRI, “The CDS-bond Basis on Corporate Entities during the 2007/08 Financial Crisis”
17 March, 2011: Prof. Hubert de La Bruslerie, Paris 1 Sorbonne, “Crossing takeover premiums and mix of payment: Empirical test of contractual setting in M&A transactions”
3 February, 2011: Dr. Angie Andrikogiannopoulou, Princeton Uni., “Estimating Risk Preferences from a Large Panel of Real-World Betting Choices”
2 February, 2011: Dr. Sahar Parsa, MIT, “Instituational Investors'Short-Termism, Trading Frequency and Firm-Level Stock Price Volatility”
1 February, 2011: Dr. Jonhathan Brogaard, Northwestern Uni., “Crossing takeover premiums and mix of payment: Empirical test of contractual setting in M&A transactions”
26 January, 2011: Dr. Louis Goncalvez-Pinto, USC, “ How Does Illiquidity Affect Delegated Portfolio Choice?”
14 January, 2011: Dr. Kim Peijnenburg, Tilburg Uni., “ Life-Cycle Asset Allocation with Ambiguity Aversion and Learning”
12 January, 2011: Dr. Alberto Rossi, USCD,"“ Towards a Theoretical Explanation of Time-Varying Trading”
16 December, 2010: Prof. Damir Filipovic, EPFL,“Quadratic Variance Swap Models: Theory and Evidence”
9 December, 2010: Prof. Mike Chernov, LSE,“Sources of Entropy in Dynamic Representative Agent Models”
2 December, 2010: Prof. C. Pérignon, HEC Paris, "Backtesting Risk Models using both the Number and the Magnitude of VaR Exceptions"
26 November, 2010: Prof. Kerstin Preuschoff, UZH,"A neural perspective on decision making and learning under uncertainty."
11 November, 2010: Prof. Fabio Trojani, Università della Svizzera Italiana,"Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much"
1 November, 2010: Prof. Anna Cieslak, Università della Svizzera Italiana,"Understanding bond risk premia"
14 October, 2010: Prof. Adlai Fisher, University of British Columbia,"Dimension-Invariant Dynamic Term Structures"
30 September, 2010: Prof. Suleyman Basak, London School of Economics,"Strategic Asset Allocation in Money Management"
20 July, 2010: Prof. Rudiger Fahlenbrach, EPFL,"CEO Contract Design: "How Do Value Maximizing Principles Do It? "
7 June, 2010: Prof. Christian Hilber, London School of Economics,"Supply Constraints and House Price Dynamics: Panel Data Evidence from England"
31 May, 2010: Prof. René Garcia, EDHEC,"Generalized Disappointment Aversion, Long-Run Volatility Risk and Asset Prices"
6 May, 2010: Prof. Ines Chaieb, Amsterdam University,"Do implicit barriers matter for globalization?"
23 Avril, 2010: Prof. Marcel Rindisbacher, Boston University,"Optimal Portfolio Allocations with Hedge Funds"
19 April, 2010: Prof. Patrick Gagliardini,Università della Svizzera Italiana, "Granularity Adjustment in Dynamic Multiple Factor Models: Systematic vs Unsystematic Risks"
12 April, 2010: Prof. Bruce Carlin, University of California Los Angeles,"Obfuscation, Learning, and the Evolution of Investor Sophistication"
17 March, 2010: Mr.Philipp Kruger, Toulouse School of Economics,"Corporate Social Responsibility and the Board of Directors"
8 March 2010: Prof. Rau Raghavendra, Purdue University,"Performance for pay? The relationship between CEO incentive compensation and future stock price performance"
8 February, 2010: Prof. M. Massa, INSEAD, "The Role of Relative Availability of Bond and Bank Financing: A Measure of Financial Inflexibility"
11 January, 2010: Prof. J.C. Rochet, Centrede Calcul de Toulouse, "Lending Booms and Sudden Stops.Why Do Countries Borrow so Much ?"
14 December, 2009: Mrs. A. Vedolin, Università della Svizzera Italiana, "Equilibrium Volatility Risk Premia in The Cross Section"
10 December, 2009: Prof. S. Leroy, University of California Santa Barbara, "Mortgage Default and Mortgage Valuation"
7 December, 2009: Mr. A. Jeanneret, University of Lausanne, "Sovereign Default Risk and the U.S. Equity Market"
23 November, 2009: Mrs. E. Payzan, EPFL, "Is Rational Asset Valuation in Unstable Financial Markets Possible?"
(Papers available for download at the bottom of the page)
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