Brownbag & MFE Practitioner Seminars

Brown Bag Seminars at the Swiss Finance Institute @ EPFL serve as a presentation platform for PhD students, faculty members, and visitors.
On the other hand practitioners are invited to deliver presentations about their experiences, introduce their companies and describe potential internship opportunities (for MFE students), are invited students, post-docs, staff, and professors.

Past seminars

Past Finance Research seminars


Dec. 21, 2012 Alex EDMANS (University of Pennsylvania, The Wharton School)
Financing Through Asset Sales 
Dec. 14, 2012 François DEGEORGE (University of Lugano, Swiss Finance Institute)
Is the rise of secondary buyouts good news for investors? 
Dec. 7, 2012 Ian MARTIN (Stanford, GSB)
Simple variance swaps
Nov. 23, 2012 Yaniv GRINSTEIN (Cornell University, Johnson Graduate School of Management)
Good Monitoring, Bad Monitoring 
Nov. 16, 2012 Anastasia KARTASHEVA (Bank for International Settlements)
Precision of Ratings
Nov. 2, 2012 Nizar TOUZI (Ecole Polytechnique, Centre de Mathématiques Appliquées)
Optimal Transportation and Robust Hedging of Derivatives
Oct. 26, 2012 Konstantinos E. ZACHARIADIS (London School of Economics)
The Impact of Security Trading on Corporate Restructuring
Oct. 12, 2012 Brent GLOVER (Carnegie Mellon University, Tepper School of Business)
Idiosyncratic Risk and the Manager
Oct. 5, 2012 Jin-Chuan DUAN (National University of Singapore, Risk Management Institute)
Corporate Default Prediction and the RMI Coporate Vulnerability Index 
Sept. 28, 2012 Elias ALBAGLI (University of Southern California, Marshall School of Business)
Investment Horizons and Asset Prices under Asymmetric Information 
Sept. 21, 2012 Darrell DUFFIE (Stanford University, Graduate School of Business)
Measuring Corporate Default Risk Premia: 2001-2010










June 8, 2012 Jacob GOEREE (University of Zurich)
Inefficient Markets
June 1, 2012 Bruno STRULOVICI (Northwestern University)
Flexible Renegotiation with Persistent Private Information
May 25, 2012 Igor MAKAROV (London Business School)
Deliberate Limits to Arbitrage
May 11, 2012 Amit SERU (University of Chicago, Booth School of Business)
Seminar Cancelled
May 4, 2012 Brian KELLY (University of Chicago, Booth School of Business)
Market Expectations in the Cross Section of Present Values
Apr. 27, 2012 Antje BERNDT (Carnegie Mellon, Tepper School of Business)
What Broker Charges Reveal about Mortgage Credit Risk
Apr. 20, 2012 Scott JOSLIN (University of Southern California, Marshall School of Business)
Interest Rate Volatility and No-Arbitrage Term Structure Models 
Mar. 30, 2012 Paul GLASSERMAN (Columbia, Graduate School of Business)
Co-Cos, Bail-In and Tail Risk
Mar. 27, 2012 Jules VAN BINSBERGEN (Northwestern, Kellogg Business School)
Equity Yields
Mar. 9, 2012 Martin OEHMKE (Columbia, Graduate School of Business)
Should Derivatives be Privileged in Bankrupcy
Mar. 2, 2012 Fabio MACCHERONI (Bocconi University)
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case
Feb. 24, 2012 Larry EPSTEIN, (Boston University)
Ambiguous volatility, Possibility and Utility in Continuous Time
Feb. 10, 2012 Alexander GORBENKO (London Business School)
CDS Auctions
Jan. 27, 2012 Viktor TODOROV (Northwestern, Kellogg Business School)
Parametric Inference, Testing and Dynamic State Recovery from Option Panels with Fixed time Span
Jan. 13, 2012 Marzena ROSTEK (University of Wisconsin-Madison, department of Economics)
Price Inference in Small Markets


Dec. 16, 2011 Bo BECKER (Harvard Business School)
Cyclicality of Credit Supply: Firm Level Evidence 
Dec. 2, 2011 Alexei TCHISTYI (Berkeley, Haas School of Business)
Risking Other People’s Money: Gambling, Limited Liability, and Optimal Incentives
Nov. 22, 2011 Jianjun MIAO (Boston University)
Bubbles and Credit Constraints
Nov. 18, 2011 Hanno LUSTIG (UCLA, Anderson School)
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 
Nov. 8, 2011 Mete SONER (ETH Zürich)
Resilient price impact of trading and the cost of illiquidity
Nov. 4, 2011 Andrey MALENKO (MIT, Sloan School of Business)
Optimal Design of Internal Capital Markets
Oct. 7, 2011 Matthew RHODES-KROPF (Harvard Business School)
Financing Risk and Bubbles Innovation
Sept. 27, 2011 Dirk HACKBARTH (College of Business at Illinois, Department of Finance)
Default Risk, Stock Returns, and the 1978 Bankruptcy Reform Act
Sept. 23, 2011 Christian UPPER (Bank of International Settlements)
Debt reduction after crises 


Past Brownbag seminars

July 15, 2013 Jeffrey PONTIFF (Boston College)
Does Academic Research Destroy Stock Return Predictability?
May 21, 2013 Kent DANIEL (Columbia University)
May 10, 2013 Christoph FREI (University of Alberta)
Optimal Execution of a VWAP Order: a Stochastic Control Approach
May 8, 2013 Theodosios DIMOPOULOS (UNIL)
Merger Activity in Industry Equilibrium
May 7, 2013 Claire CELERIER (Zurich University)
What Drives Financial Complexity? A Look into the Retail Market for Structured Products
Apr. 25, 2013 Francesca ZUCCHI (EPFL, Internal Brown Bag)
Cash Holdings and Competition
Emmanuel LECLERCQ (EPFL, Internal Brown Bag)
Finite-Jump Tangent Lévy Models
Apr. 16, 2013 Loriano MANCINI (EPFL, Internal Brown Bag)
A Tale of Two Investors: Estimating Optimism and Overconfidence
Apr. 9, 2013 Ron SIEGEL (Northwestern University)
Large Contests
Mar. 26, 2013 Martin LARSSON (EPFL, Internal Brown Bag)
Non-equivalent beliefs and subjective bubbles
Mar. 19, 2013 Kenza BENHIMA (UNIL)
Booms and Busts with dispersed information
Feb. 28, 2013 Paul SCHNEIDER (University of Lugano)
Generalized Risk Premia – the Economic Value of Predictability
Feb. 27, 2013 Sergio PULIDO (Carnegie Mellon University)
Quadratic BSDEs arising from a price impact model with exponential utility
Feb. 5, 2013 Semyon MALAMUD (EPFL, Internal Brown Bag)
Decentralized Exchange
Jan. 29, 2013 Julien HUGONNIER (EPFL, Internal Brown Bag)
Speculative behavior in OTC markets
July 10, 2012 Patrick THIRAN (Computer Science Department, EPFL)
“From Gossip to Voting”

June 14, 2012 Thomas NELLEN (Swiss National Bank)
“Access to central bank operations and money market integration”
May 22, 2012 Muruvvet BUYUKBOYACI (California Institute of Technology)
“Parallel Tournaments”
May 15, 2012 Carlo ACERBI (MSCI, Analytics Research)
“Supply-Demand Symmetry of Market Impact Models”
Apr. 3, 2012 Matthias EFING (SFI, UNIGE)
“Bank Capital Regulation with an Opportunistic Rating Agency”
Apr. 2, 2012 Jens CHRISTENSEN (Senior Economist at the Federal Reserve Bank of San Francisco)
“Can Spanned Term Structure Factors Drive Stochastic Volatility”
Mar. 20, 2012 Bernd SCHWAAB (European Central Bank, Financial Research)
“Conditional probabilities and contagion measures for Euro Area sovereign default risk”
Dec. 6, 2011 Daniel ANDREI (UNIL)
“Information Percolation Driving Volatility”
12:15pm-1:15pm, room 118 Extranef
Jul. 27, 2011 Damien CHALLET (UNIL & UniFR)
12pm-1pm, room 118 Extranef
Jun. 30, 2011 Martin LARSSON (Cornell University)
“Discretely sampled variance swaps versus their continuous approximations”
12pm-1pm, room 118 Extranef
Jun. 14, 2011 Alexei ZHDANOV (UNIL, Internal Brown Bag)
12pm-1pm, room 118 Extranef
Jun. 9, 2011 Agostino CAPPONI (Purdue University)
12pm-1pm, room 118 Extranef
May 24, 2011 Philipp KRUEGER (Geneva Finance Research Institute)
“The WACC Fallacy: The Real Effects of Using a unique Discount Rate”
12pm-1pm, room 118 Extranef
May 3, 2011 Pinar UYSAL (EPFL)
“Can Equity Volatility Explain the Global Loan Pricing Puzzle”
12pm-1pm, room 118 Extranef
Apr. 7, 2011 Hamed AMINI (Ecole Normale Supérieure de Paris)
12pm-1pm, room 118 Extranef
Apr. 5, 2011 Claudia RAVANELLI (EPFL, Internal Brown Bag)
“Pareto optimal allocations for probabilistic sophisticated variational preferences on L^1”
12pm-1pm, room 118 Extranef
Mar. 22, 2011 Andreea MINCA (Paris 6 University – INRIA)
“Credit Default Swaps and Systemic Risk”
12pm-1pm, room 118 Extranef
Mar. 8, 2011 Davide LA VECCHIA (University of Lugano)
“Higher-Order Infinitesimal Robustness”
12pm-1pm, room 118 Extranef
Feb. 8, 2011 Eric JONDEAU (UNIL, Internal Brown Bag)
12pm-1pm, room 118 Extranef
Jan. 25, 2011 Ruediger FAHLENBRACH (EPFL, Internal Brown Bag)
“This time is the same: Using the events of 1998 to explain bank returns during the financial crisis”
12pm-1pm, room 118 Extranef
Jan. 18, 2011 Marcin JASKOWSKI (Vienna Graduate School of Finance)
“Credit Spreads, Factors and Noise”
12pm-1pm, room 118 Extranef
Jan. 11, 2011 Julien CUJEAN (EPFL)
“Information Percolation in Centralized Markets”
12pm-1pm, room 118 Extranef