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Seminars in 2012

December 12th, 12:00 – 13:00 BWZ SR 1

Sergey Zhuk (University of Vienna)

Revealing Downturns


December 5th, 12:00 – 13:00 BWZ SR 1

Ralph Spitzer (Österreichische Nationalbank)

Financial Stability and Macroeconomic Stress Testing from a Central Bank's Perspective


November 28th, 12:00 – 13:00 BWZ SR 1

Dorje Brody (Brunel University London)

Noise, Risk Premium, and Bubble


November 14th, 12:00 – 13:00 BWZ SR 1

William Cheung (University of Vienna)

Option Trading and Firm Performance: Informed or Uninformed?


October 31st, 12:00 – 13:00 BWZ SR 1

Özlem Dursun VGSF

The Transmission of Liquidity Shocks to the Real Economy


October 17th, 12:00 – 13:00 BWZ SR 2

Thomas Gehrig (University of Vienna)

Loan Sales and Screening Incentives

June 20th, 12:00 – 13:00 BWZ SR 1

Natalia Bailey (University of Cambridge)

Exponent of Cross-sectional Dependance: Estimation and Inference


June 6th, 12:00 – 13:00 BWZ SR2

Roberto Savona (University of Brescia)

Hedge Fund Systemic Risk Signals


May 30th, 12:00 – 13:00 BWZ SR2

Martin Summer (Österreichische Nationalbank)

Leverage and Asset Pricing in General Equilibrium and in Double Auctions


May 16th, 12:00 – 13:00 BWZ SR2

Marcelo Fernandes (Queen Mary University of London)

Conditional alphas and realized betas


May 9th, 12:00 – 13:00 BWZ SR 2

Michela Verardo (LSE London)

Does herding behavior predict mutual fund performance?


April 25th, 12:00 – 13:00 BWZ SR2

Lane P. Hughston (UCL London)

General Lévy models for asset pricing, interest rates, and scenario analysis


March 29th, 11:00 – 12:30 BWZ SR2

Sergey Zhuk (Princeton University)

Speculative Bubbles and Real Investment


March 21st, 12:00 – 13:00 BWZ SR2

Julian Kolm (Vienna Graduate School of Economics)

Capital Regulation and Securitization


February 21st, 11:00 – 12:30 BWZ SR2

Vladimir Vladimirov (Goethe University Frankfurt)

Financing Bidders in Takeover Auctions


February 20th, 11:00 – 12:30 BWZ SR2

Steffen Juranek (Goethe University Frankfurt)

Vertical Integration, Competition, and Financial Exchanges: Is there Grain in the Silo?


February 15th, 11:00 – 12:00 BWZ SR2

Martin Schmalz (Princeton University)

Managing Human Capital Risk


February 2nd, 11:00 – 12:30 BWZ SR2

Peter Pontuch (Université Paris-Dauphine)

Financing Constraints, Product Market Competition, and Business Cycle Sensitivity


January 18th, 11:00 – 12:30 BWZ SR1

Mario Bersem (University of Mannheim,
University of Amsterdam)

Incentive-Compatible Sovereign Debt


January 11th, 12:00 BWZ SR2

Christopher Scharl

Presents his dissertation proposal


Institut für Finanzwirtschaft
Fakultät für Wirtschaftswissenschaften
Universität Wien

Oskar-Morgenstern-Platz 1
1090 Wien
T: +43-1-4277-38262
F: +43-1-4277-838262
Universität Wien | Universitätsring 1 | 1010 Wien | T +43-1-4277-0