Finance & Insurance Seminar

  • Aktuelle Informationen

    Das Finance & Insurance Seminar findet während der Vorlesungszeit am Dienstag von 16.15 Uhr bis 17.45 Uhr im Raum J253 statt. Das Seminar ist gemeinsam organisiert von Nicole Branger, Nadja Guenster, Thomas Langer, Andreas Pfingsten und Simon Rottke.

    Bei Fragen zur Veranstaltung wenden Sie sich bitte an Doris Hohmeier.

    SOMMersemester 2019
    Datum Vortragender Vortragstitel
    02.07.2019

    Sebastian Gehricke

    University of Otago, Dunedin, New Zealand

    Modeling VXX under jump diffusion with stochastic long-term mean

    Achtung!

    Die Veranstaltung findet bereits um 12:15 Uhr im J 253 statt.

    09.07.2019

    Toni Ahnert

    Bank of Canada, Ottawa, Ontario, Canada

    Bank Competition, Bank Runs and Opacity

    Wintersemester 2018/19

    Datum

    Vortragender

    Vortragstitel

    27.11.2018

    Toni Ahnert

    Bank of Canada, Financial Stability Department

    Rollover Risk and Bank Leverage

    (mit Kartik Anand, Philipp Koenig)

    Diese Veranstaltung findet nicht statt.

    18.12.2018

    Oliver Entrop

    Universität Passau

    Optimal Early Exercise Strategies under Transaction and Decision Costs
    15.01.2019

    Sven Klingler

    BI Oslo, Department of Finance

     

    How Safe are Safe Haven?

  • Vorträge vergangener Semester

    SOMMERSEMESTER 2018

    Datum

    Vortragender

    Vortragstitel

    29.05.2018

    Theresa Spickers

    Ludwig-Maximilians-Universität München
    Fakultät für Betriebswirtschaft
    Institut für Kapitalmärkte und Finanzwirtschaft

    Firms’ self-assessed climate risk and asset pricing

    Wintersemester 2017/18

    Datum

    Vortragender

    Vortragstitel

    19.12.2017

    Lars Norden
    Brazilian School of Public and Business Administration (EBAPE),
    Getulio Vargas Foundation (FGV) Rio de Janeiro

    Does Uniqueness in Banking Matter?

    30.01.2018

    Olav Korn
    Georg-August-Universität Göttingen

    Stock Illiquidity and Option Returns

    Sommersemester 2017

    Datum

    Vortragender

    Vortragstitel

    23.05.2017

    Florian S. Peters
    University of Amsterdam (UvA)

    Optimism Propagation

    13.06.2017

    Bryan Foltice
    Butler University

    Exponential Growth Bias Matters: Evidence and Implications for Financial Decision Making of College Students in the U.S.A.

    20.06.2017

    Valeri Sokolovski
    Stockholm School of Economics 
    from June 2017
    HEC Montreal

    Crowds, Crashes, and the Carry Trade

    04.07.2017

    Christian Leuz 
    University of Chicago 
    Booth School of Business

    Who Falls Prey to the Wolf of Wall Street? Investor Participation in Market Manipulation

    11.07.2017

    Markus Dertwinkel-Kalt 
    University of Cologne

    Concentration Bias in Intertemporal Choice

    18.07.2017

    Elisabeth Kempf 
    University of Chicago 
    Booth School of Business

    Canary in a Coalmine: Securities Lending Predicting the Performance of Securitized Bonds

    Wintersemester 2016/17

    Datum

    Vortragender

    Vortragstitel

    18.10.2016

    Christine Laudenbach 
    Goethe Universität Frankfurt am Main

    Personal reminders and commitment: debt management as a natural experiment

    15.11.2016

    Tobin Hanspal 
    Copenhagen Business School

    Once Bitten, Twice Shy: The Role of Inertia and Personal Experiences in Risk Taking

    13.12.2016

    Gesa-Kristina Petersen 
    LMU München

    What we say is who we are - How fund manager profiles and their strategies predict fund investment and performance

    24.01.2017

    Valeriya Dinger 
    University of Osnabrück

    Systemic Effects of Bank Equity Issues: Competition, Stabilization and Contagion

    31.01.2017

    Olesya V. Grishchenko 
    Board of Governors of the Federal Reserve System, Washington, D.C.

    The term structure of interest rates with short-term and long-term risks

    07.02.2017

    Philipp Krueger 
    University of Geneva

    The Sustainability Footprint of Institutional Investors

    Sommersemester 2016

    Datum

    Vortragender

    Vortragstitel

    03.05.2016

    Matthias Sutter 
    Universität zu Köln

    Where to look for the morals in markets?

    24.05.2016

    Karl Schmedders 
    Universität Zürich

    Asset Pricing with Heterogeneous Agents and Long-Run Risk

    07.06.2016

    Philipp Illeditsch 
    Wharton

    Disagreement about Inflation and the Yield Curve

    14.06.2016

    Milica Mormann 
    University of Miami

    Visual Finance: The Role of Salience and Attention in Financial Decision Making

    19.07.2016

    Dirk Simons 
    Universität Mannheim

    Do Mandatory Liquidity Disclosures Foster or Forestall Coordination Failures?

    Wintersemester 2015/16

    Datum

    Vortragender

    Vortragstitel

    27.10.2015

    Thorsten Hens 
    Universität Zürich

    Designing Risk Profiler in the Laboratory

    17.11.2015

    Harald Scheule 
    University of Technology Sydney

    Credit risk in mortgage portfolios

    01.12.2015

    Ruediger Fahlenbrach 
    École polytechnique fédérale de Lausanne

    How Do Investors and Firms React to an unexpected Currency Appreciation Shock?

    Sommersemester 2015

    Datum

    Vortragender

    Vortragstitel

    07.04.2015

    Stefanie Kleimeier 
    Universität Maastricht

    The Resurgence of Cultural Borders in International Finance during the Financial Crisis: Evidence from Eurozone Cross-Border Depositing

    21.04.2015

    Jürgen Eichberger 
    University of Heidelberg

    Ambiguity and Games

    05.05.2015

    Martin Hibbeln 
    Technische Universität Braunschweig

    Informational Synergies in Consumer Credit

    19.05.2015

    Paul Ehling 
    BI Norwegian Business School

    Disagreement and the Cross Section of Stock Returns

    23.06.2015 

    Stefan Zeisberger 
    Stony Brook University, New York

    All's Well that Ends Well? On the Importance of How Returns are Achieved

    27.07.2015 

    Michael Weber 
    University of Chicago

    The Term Structure of Equity Returns: Risk or Mispricing?

    Wintersemester 2014/15

    Datum

    Vortragender

    Vortragstitel

    21.10.2014

    Sébastien Pouget 
    University of Toulouse

    Testing asset pricing theory on six hundred years of stock returns

    04.11.2014

    Jennifer Coats 
    Colorado State University

    The Effect of Ambiguity on Risk Management Choices: An Experimental Study

    16.12.2014

    Carsten Erner 
    UCLA Anderson School of Management

    Consumer Financial Well-Being

    27.01.2015

    Michael Viehs 
    University of Oxford

    Carbon Disclosure and Cost of Debt

    03.02.2015

    Jasmin Gider 
    University of Bonn

    Deterring Illegal Insider Trading

    Sommersemester 2014

    Datum

    Vortragender

    Vortragstitel

    08.04.2014

    Erik Kole 
    Erasmus University Rotterdam

    How to Identify and Forecast Bull and Bear Markets?

    22.04.2014

    Tobias Berg 
    University of Bonn

    Playing the Devil’s Advocat: The Causal Effect of Risk Management on Loan Quality

    06.05.2014

    Andreas Richter 
    LMU Munich

    Endogenous Information and Adverse Selection under Loss Prevention

    13.05.2014

    Guillermo Baquero 
    European School of Management and Technology, Berlin

    The Convexity and Concavity of the Flow-Performance Relationship for Hedge Funds

    20.05.2014

    Jeroen Derwall 
    Maastricht University

    Does Insider Trading Add Credibility to Firm Product Innovation?

    27.05.2014

    Tim Kroencke 
    University of Mannheim

    Asset Pricing without Garbage

    17.06.2014

    Christoph Merkle 
    University of Mannheim

    Financial Loss Aversion Illusion

    01.07.2014

    Giuliano Curatola 
    Goethe University Frankfurt

    Loss aversion, habit formation and the term structure of equity and interest rates

    Wintersemester 2013/14

    Datum

    Vortragender

    Vortragstitel

    22.10.2013

    Kolja Loebnitz

    Liquidity-Adjusted Capital Requirements and Their Model-Free Properties

    29.10.2013 

    Christian Koziol 
    University of Tübingen

    The Risk with Low Volatility Stocks

    12.11.2013

    Sarah Qian Wang 
    University of Warwick

    Credit Default Swaps and Corporate Cash Holdings

    19.11.2013

    Arvid O. I. Hoffmann 
    Maastricht University

    Technical Analysis and Individual Investors

    26.11.2013

    Hendrik Hakenes 
    University of Bonn

    Regulatory Capture by Sophistication

    03.12.2013

    Stefan Ruenzi 
    University of Mannheim

    Extreme Dependence and Asset Pricing: Returns and Liquidity

    21.01.2014

    Ulrich Schmidt 
    Kiel Universitity

    Overconfidence and Risk Taking of Ethiopian Farmers

    04.02.2014

    Paulo Rodrigues 
    Maastricht University

    Values and investments: Evidence from institutional trading responses to news components

    Sommersemester 2013

    Datum

    Vortragender

    Vortragstitel

    27.05.2013

    Alex Stomper 
    Humboldt-Universität zu Berlin

    The Politics of Related Lending

    03.06.2013

    Stefan Zeisberger 
    University of Zurich

    Do Investors Overreact to Small but Frequent Losses? An Experimental Analysis

    17.06.2013

    Norman Seeger 
    VU University Amsterdam

    Out-of-Sample Performance of Jump-Diffusion Models for Equity Indices: What the Financial Crisis was Good for

    15.07.2013

    Stefan Ankirchner 
    Bonn University

    Hedging Forward Positions: Basis Risk vs. Liquidity Costs

    Wintersemester 2012/13

    Datum

    Vortragender

    Vortragstitel

    30.10.2012

    Antje Mahayni 
    University of Duisburg-Essen

    Optimizing Proportional Portfolio Insurance Strategies - From Theory to Practice

    13.11.2012

    Thomas Post 
    Maastricht University

    What Makes Investors Optimistic, What Makes Them Afraid?

    27.11.2012

    Rainer Haselmann 
    University of Bonn

    Capital Regulation and Banks' Lending Behavior

    03.12.2012

    Ralf Meisenzahl 
    Federal Reserve Board

    The Real Effects of Credit Line Drawdowns

    08.01.2013

    Ralf Elsas 
    LMU Munich

    From Underleverage to Excess Debt: The Changing Environment of Corporate Debt

    22.01.2013

    Joachim Grammig 
    University of Tübingen

    Creative Destruction and Asset Prices

    Wintersemester 2011/12

    Datum

    Vortragender

    Vortragstitel

    11.10.2011

    Matthias Muck 
    University of Bamberg

    Optimal Exercise Strategies for Open-End Turbo Certificates

    22.11.2011

    Antoon Pelsser 
    Maastricht University

    Robustness, Model Ambiguity and Pricing

    13.12.2011

    André Betzer 
    University of Wuppertal

    Strategic Trading and Trade Reporting by Corporate Insiders

    17.01.2012

    Maik Schmeling 
    Leibniz Universität Hannover

    Order Flow, Private Information, and Currency Risk Premia

    31.01.2012

    Monika Trapp 
    University of Cologne

    Fund manager allocation