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Past seminars
The Oxford Financial Research Centre boasts a world-class seminar
programme.
For those interested, we set out below details of all the Inter-Departmental
Seminars held between September 1997 and June 2005.
Trinity Term 2005
|
Speaker |
Title |
|
Daniel Kahneman,
Princeton |
The Psychology of
Behavioral Finance
|
|
Jaksa Cvitanic,
University of Southern California |
Estimation of
volatility values from discretely observed diffusion data
|
|
Kees Oosterlee,
Delft University
|
Evaluation of European and American options
under de Variance
Gamma process with
grid stretching and accurate discretization
|
|
Steven Shreve,
Carnegie Mellon
|
Modelling Credit
Spread, Implied Volatility, and Optimal Capital Structure with Endogenous Default and Jump Risk
|
|
Steve Kou, Columbia
University
|
A Two-Person Game
for Pricing Convertible Bonds |
|
|
|
|
Hilary Term 2005
Michaelmas Term 2004
|
Professor C D
Aliprantis
Purdue University
|
Some Applications of
Riesz Spaces to Economics, Finance and Econometrics
|
|
Professor Hamid
Sabourian
Cambridge University
|
Herd Behaviour in financial models with sequential
trades
|
|
Professor Francesca
Cornelli
London Business School
|
Investor sentiment and Pre-Issue Markets
|
|
Professor
Michel Habib
Université Montpellier II
|
The role of Knowhow Acquisition in the Formation and
Duration of Joint Ventures
|
|
Professor Harald Hau
INSEAD
|
Macroeconomic Order Flows: explaining equity and exchange rate returns
|
|
Rafael Repullo
CEMFI
|
Policies for Banking
Crises: A Theoretical Framework
|
|
Alvaro Cartea
Birkbeck College,
University of London
|
Pricing in
Electricity markets: a Mean Reverting Jump Diffusion Model with
Seasonality
|
|
Marco Pagano
University of Napoli,
Italy
|
Optimal Auditing Standards
|
Trinity Term 2004
|
Hyun-Song Shin
London School of Economics
|
Endogenous Disclosures and the Post Earnings Announcement
Drift
|
|
Antoon Kolen
University of Maastricht
|
Robust Portfolio Selection |
|
Hamid Sabourian
University of Cambridge
|
Herding in efficient markets with monotonic signals
|
|
Aneel Keswani
Cass Business School
|
Determinants of mutual fund performance persistence: a
cross sector analysis
|
|
Professor Ailsa Röell
Princeton University
|
Executive pay, earnings manipulation and shareholder
litigation
|
|
Robert G Tompkins
|
Estimating Default Probabilities Using the Unconditional
Disturbances Approach
|
Michaelmas Term 2003
|
Raman
Uppal
London
Business School
|
Ambiguity aversion
and the puzzle of own-company stock in pension plans
|
|
Mike
Burkhart
Stockholm
School of Economics
|
In-kind
Finance: A theory of trade credit
|
|
Luca
Deidda
CeFiMS, SOAS,
University
of London
|
On
the existence of equilibria in competitive markets with adverse
selection and price-setting sellers
|
|
Thomas
Mariotti
London
School of Economics
|
Strategic
liquidity supply and security design
|
|
Todd
Kaplan
University
of Exeter
|
Why
banks should keep secrets
|
|
Theo
Vermaelen
INSEAD
|
The
many facets of privately negotiated stock repurchases
|
|
Arnoud
Boot
Universiteit
van Amsterdam
|
Go
public or stay private: A theory of entrepreneurial choice
|
Trinity Term 2003
|
Gael
Giraud
|
The Limit-price Exchange Process |
|
Harald
Hau
INSEAD
|
The Role
of Transaction Costs for Financial Volatility. Evidence from the
Paris Bourse
|
|
Matti
Suominen
INSEAD
|
Capital Structure and
Industry Equilibrium |
|
Wayne
Ferson
Boston
College
|
Evaluating Fixed Income Fund Performance with Stochastic Discount
Factors
|
|
Chester
Spatt Carnegie-Mellon University Pittsburgh
|
Equilibrium Asset Pricing Under Heterogeneous Information |
Hilary Term 2003
|
Amil
Dasgupta
London School of Economics
|
Coordination, Learning, and
Delay |
|
Carmen
Ansotegui
ESADE Business School
|
Integration of European Stocks
Markets after Euro |
|
Mark
Salmon
Cass Business School
|
Do Hedge Funds provide downside protection? |
|
Elu
von Thadden
University of Lausanne |
A Contracting Approach to
Debt Structure and Corporate Bankruptcy
|
|
Enrico
Perotti
University of Amsterdam
|
Entrepreneurs and New Ideas |
|
David
Webb
London School of Economics |
Principal Agent Problems with Prospect
Theory Preferences: An Application to Executive Stock Option
|
|
Enrique
Sentana
CEMFI, Madrid |
How does the Future Change our Past Views of the
Present?
|
Michaelmas Term 2002
|
David
Hobson University of
Bath
|
Robust
hedging of derivatives
|
|
Christian
Laux London School
of Economics |
Incentives
in Internal Capital Markets. Capital Constraints, Competition and Investment
Opportunities
|
|
Henry
Wynn University of
Warwick
|
Algebraic
statistics: the use of computer algebra in statistical modelling
|
|
Mark
Salmon Cass Business
School
|
Do
Hedge Funds provide Downside Protection
|
|
Stephen
Taylor Lancaster
University
|
From
risk-neutral to real-world densities
|
|
Frank
Gerhard
University of
Oxford
|
A
factor model of realized covariation
|
|
Lucio
Sarno Warwick
Business School
|
Exchange
Rates & Fundamentals: Evidence on the Economic Value of
Predictability
|
|
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