BROWN BAG SEMINARS

 in seminar room 2, BWZ, Wednesday, at 12-13

25th April, Lane Hughston (University College London)
"General Lévy models for asset pricing, interest rates, and scenario analysis"

9th May, Michela Verardo (LSE, London)
"Does herding behavior predict mutual fund performance?" 

16th May, Marcelo Fernandes (Queen Mary University of London)
"Conditional alphas and realized betas"

30th May, Martin Summer (Oesterreichische Nationalbank)
"Leverage and Asset Pricing in General Equilibrium and in Double Auctions"

6th June, Roberto Savona (University of Brescia)
"Hedge Fund Systemic Risk Signals”

20th June, Natalia Bailey (University of Cambridge)
"Exponent of Cross-sectional Dependence: Estimation and Inference"

25th April, Lane Hughston (University College London)
"General Lévy models for asset pricing, interest rates, and scenario analysis"

If you wish to talk with the speakers after the seminar, please contact petra.czarnecki@univie.ac.at.