Finance Research Seminars
These research seminars are organized jointly by the Swiss Finance Institute at EPFL and the University of Lausanne. The seminars attract speakers from academic institutions around the world and cover a variety of topics of interest to both academics and research-oriented professionals.
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- The seminars usually take place on Fridays from 10:30 am to 12:00 pm in room 126 at Extranet on the campus of the University of Lausanne.
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.
No scheduled events
Past seminars
Past Finance Research seminars
2012
| 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 |
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| June 1, 2012 | Bruno STRULOVICI (Northwestern University) Flexible Renegotiation with Persistent Private Information |
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| May 25, 2012 | Igor MAKAROV (London Business School) Deliberate Limits to Arbitrage |
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| May 11, 2012 | Amit SERU (University of Chicago, Booth School of Business) Seminar Cancelled |
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| May 4, 2012 | Brian KELLY (University of Chicago, Booth School of Business) Market Expectations in the Cross Section of Present Values |
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| Apr. 27, 2012 | Antje BERNDT (Carnegie Mellon, Tepper School of Business) What Broker Charges Reveal about Mortgage Credit Risk |
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| Apr. 20, 2012 | Scott JOSLIN (University of Southern California, Marshall School of Business) Interest Rate Volatility and No-Arbitrage Term Structure Models |
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| Mar. 30, 2012 | Paul GLASSERMAN (Columbia, Graduate School of Business) Co-Cos, Bail-In and Tail Risk |
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| Mar. 27, 2012 | Jules VAN BINSBERGEN (Northwestern, Kellogg Business School) Equity Yields |
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| Mar. 9, 2012 | Martin OEHMKE (Columbia, Graduate School of Business) Should Derivatives be Privileged in Bankrupcy |
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| Mar. 2, 2012 | Fabio MACCHERONI (Bocconi University) Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case |
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| Feb. 24, 2012 | Larry EPSTEIN, (Boston University) Ambiguous volatility, Possibility and Utility in Continuous Time |
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| Feb. 10, 2012 | Alexander GORBENKO (London Business School) CDS Auctions |
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| Jan. 27, 2012 | Viktor TODOROV (Northwestern, Kellogg Business School) Parametric Inference, Testing and Dynamic State Recovery from Option Panels with Fixed time Span |
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| Jan. 13, 2012 | Marzena ROSTEK (University of Wisconsin-Madison, department of Economics) Price Inference in Small Markets |
2011
| Dec. 16, 2011 | Bo BECKER (Harvard Business School) Cyclicality of Credit Supply: Firm Level Evidence |
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| Dec. 2, 2011 | Alexei TCHISTYI (Berkeley, Haas School of Business) Risking Other People’s Money: Gambling, Limited Liability, and Optimal Incentives |
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| Nov. 22, 2011 | Jianjun MIAO (Boston University) Bubbles and Credit Constraints |
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| Nov. 18, 2011 | Hanno LUSTIG (UCLA, Anderson School) Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees |
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| Nov. 8, 2011 | Mete SONER (ETH Zürich) Resilient price impact of trading and the cost of illiquidity |
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| Nov. 4, 2011 | Andrey MALENKO (MIT, Sloan School of Business) Optimal Design of Internal Capital Markets |
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| Oct. 7, 2011 | Matthew RHODES-KROPF (Harvard Business School) Financing Risk and Bubbles Innovation |
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| Sept. 27, 2011 | Dirk HACKBARTH (College of Business at Illinois, Department of Finance) Default Risk, Stock Returns, and the 1978 Bankruptcy Reform Act |
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| 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 |