Finance Seminars Archive
Fall 2007 Schedule
Unless otherwise noted, all seminars will be held Fridays,
in room 203, from 2:00-3:30pm.
| Date | Presenter | Paper |
Friday,
September 14 |
Rui Yao, Baruch, CUNY
BUSN 112 |
Measuring Intra-temporal Substitution in the Presence of Housing Adjustment Cost - A Structural Approach. |
Friday,
October 5 |
Neng Wang,
Columbia |
TBA |
Friday,
October 12 |
Scott Joslin, MIT |
Pricing and Hedging Volatility Risk in Fixed Income Markets |
Friday,
October 26 |
Jim Hilliard, UConn
3 - 4:30 pm |
Insurance Company Capital Structure Swaps and Shareholder Wealth |
Friday,
November 30 |
David Grabowski, Harvard Medical School |
Ownership Conversions and Nursing Home Performance |
Friday,
December 7 |
Ethan Chiang, BC |
Skewness and Co-skewness in Bond Returns |
Spring 2007 Schedule
Unless otherwise noted, all seminars will be held Fridays,
in room 204, from 2:00-3:30pm.
Fall 2006 Schedule
| Date | Presenter | Paper |
Friday,
December 15 | Douglas Blackburn
Indiana University | Option Implied Risk Aversion and Elasticity of Intertemporal Substitution |
Friday,
December 8 | Dan DiBartolomeo | TBA |
Friday,
December 1 | Paul Hsu
Columbia University | Aggregate Technology Shocks and Market Return Predictability |
Friday,
November 10 | Karthik Krishnan
BC | Universal Banking and Incentive Problems: What Do Ex-Post Lending Patterns Tell Us? |
Friday,
October 27 | Mila Getmansky
UMASS | Dynamic Risk Exposure of Hedge Funds: A Regime-Switching Approach |
Friday,
October 20 | Harris Schlesinger
University of Alabama | Changes in Risk & the Demand for Saving |
Monday,
October 9
4-5pm, CLAS 344 | Yacine Ait-Sahalia
Princeton University | Testing for Jumps in a Discretely Observed Process |
Friday,
September 22 | Richard Rendleman
UNC | Valuing Multiple Employee Stock Options Issued by the Same Company |
| Thursday, September 7 | Walt Dolde & John Knopf
Presented in BUSN Boardroom | Impact of Corporate Ownership and Governance on Risk-Taking and Returns at Thrift Institutions |
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