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.