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Doctoral Program in Finance

Finance Seminar - Spring Term 2014

Organised by the Department of Banking and Finance at the University of Zurich

Friday, 12:15 - 13:30

Program (PDF, 59 KB)

Date Speaker Topic
21.02 Per Mykland
University of Chicago
Sequential Cross-Validation in High Frequency Data
28.02 Pierre-Olivier Weill
The Market for OTC Credit Derivatives
07.03 Josef Falkinger
University of Zurich
In Search of Economic Reality under the Veil of Financial Markets
14.03 Gilles Zumbach
Fundo (Lausanne) /
swissQuant (Zurich)
A Mean/Variance Approach to long Term Fixed Income Portfolio Allocation
21.03 George Skiadopoulos
University of Piraeus
Jumps in Option Prices and their Determinants: Real-time Evidence from the E-mini S and P 500 Option Market
28.03 Colin Mayer
Oxford University
The Ownership of Japanese Corporations in the 20th Century
04.04 Branko Urosevic
University of Belgrade
Globalization, Exchange Rate Regimes and Financial Contagion
11.04 Ilya Strebulaev
Stanford University
Financing as a Supply Chain: The Capital Structure of Banks and Borrowers
18.04 Easter break
25.04 Easter break
02.05 no seminar due to holiday
09.05 Pierre Lasserre
Université du Québec
à Montréal
Alternative and Indefinitely Repeated Investments: Species Choice and Harvest Age in Forestry
16.05 Michael Magill
University of Southern California
Martine Quinzii
University of California, Davis
Prices and Investment with Collateral and Default
23.05 Ralph De Haas
Bank Lending and Firm Innovation - Evidence from Russia
30.05 no seminar due to holiday
Special Finance Seminar
16.06 Tobias Moskowitz
University of Chicago
Trading Costs of Asset Pricing Anomalies
11.07 Hersh Shefrin
Santa Clara University
Investors’ Judgments, Asset Pricing Factors, and Sentiment

Details of past seminars can be found here.

Weiterführende Informationen


Room: KOL-E-21, University Centre, Entrance Rämistrasse 71, 8006 Zurich

Scientific Coordinator

Administrative Coordinator

Mr Andrin Bögli