Finance Seminar
Organised by the Department of Banking and Finance at the University of Zurich
| Friday, 12:15 - 13:30 |
| Program (PDF, 124 KB) |
| Date | Speaker | Topic |
|---|---|---|
| 20.09. | Bruno Biais Toulouse School of Economics |
Variation margins, fire sales, and information constrained optimality Paper (PDF, 453 KB) |
| 27.09. | Shmuel Baruch University of Utah |
The Distortion in Prices due to Passive Investing Paper (PDF, 611 KB) |
| 04.10. | Ludovic Phalippou Saïd Business School |
How Alternative Are Private Markets? Paper (PDF, 691 KB) |
| 11.10. | Ragnar Juelsrud Norges Bank |
Granular Credit Risk Abstract (PDF, 73 KB) |
| 18.10. | Paul Ehling Norwegian Business School |
Tax Collection from Realized Capital Gains on Equity Paper (PDF, 1257 KB) |
| 25.10. | Lukas Schmid Duke University |
The Risks of Safe Assets Paper (PDF, 965 KB) |
| 01.11. | Tim Schmidt-Eisenlohr Federal Reserve Board |
Institutional Investors, the Dollar, and U.S. Credit Conditions Paper (PDF, 865 KB) |
| 08.11. | Federico Bandi Johns Hopkins University |
Spectral Factor Models Paper (PDF, 1106 KB) |
| 15.11. | Jörgen Haug NHH |
Options and Risk Paper (PDF, 1364 KB) |
| 22.11. | Heinz Zimmerman University of Basel |
Steady state analysis of market fundamentals: An exploration Paper (PDF, 510 KB) |
| 29.11. | Michael Hasler University of Texas at Dallas |
Does the CAPM Predict Returns? Paper (PDF, 563 KB) |
| 06.12. | Jules van Binsbergen Wharton School |
tba |
| 13.12. | Marco Di Maggio Harvard Business School |
tba |
| 20.12. | Matteo Crosignani University of Michigan |
tba |
Details of past seminars can be found here.