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Cambridge Finance

 
Read more at: CF Weekly Workshop - Pedro Saffi

CF Weekly Workshop - Pedro Saffi

Talk by Dr Pedro Saffi Asymmetric Risk Shifting in Long and Short Positions and their Impact on Hedge Fund Performance (with Gabriela Bertol Domingues (LSE)) Abstract: This paper investigates the impact of dynamic risk shifting on the performance of mutual funds, using a unique database with monthly portfolio holdings of...

Tuesday, 22 November, 2011 - 17:00 to 18:00

Read more at: CF Weekly Workshop - Jamie Alcock

CF Weekly Workshop - Jamie Alcock

Talk by Dr Jamie Alcock Title: The Price of Asymmetric Dependence Abstract: We examine the relative importance of asymmetric dependence (AD) and systematic risk in the cross-section of US equities. Using a β-invariant AD metric, we demonstrate a lower-tail dependence premium that is only 35% of the market risk premium...

Tuesday, 25 October, 2011 - 17:00 to 18:00

Read more at: CF Weekly Workshop - D'Maris Coffman & Mardi Dungey

CF Weekly Workshop - D'Maris Coffman & Mardi Dungey

Talk by Dr D'Maris Coffman & Professor Mardi Dungey 'Towards a Multi-Market Model of North American Agricultural Commodities in the Interwar Period' Abstract to Follow

Tuesday, 11 October, 2011 - 17:00 to 18:00

Read more at: CF Weekly Workshop - D'Maris Coffman

CF Weekly Workshop - D'Maris Coffman

D'Maris Coffman - to be announced

Tuesday, 14 June, 2011 - 17:00 to 18:00

Read more at: CF Weekly Workshop - Raghavendra Rau

CF Weekly Workshop - Raghavendra Rau

Prof Raghavendra Rau Title: 'Which Firms benefit from Bribes and How Much? Evidence from corruption cases worldwide' We analyze a hand-collected sample of 166 prominent bribery cases, involving 107 publicly listed firms from 20 stock markets that have been reported to have bribed government officials in 52 countries...

Tuesday, 31 May, 2011 - 17:00 to 18:00

Read more at: CF Weekly Workshop - Carsten Bienz

CF Weekly Workshop - Carsten Bienz

Carsten Bienz (Norwegian School of Economics and Business Administration) Title: The Defeasance of Control Rights (co-authored with Antoine Faure-Grimaud (LSE) and Zsuzsanna Fluck (MSU)). We analyze one frequent clause in bonds, covenant defeasance. Covenant defeasance allows the issuer to remove the bond's covenants by...

Tuesday, 24 May, 2011 - 17:00 to 18:00

Read more at: CF weekly workshop - Chryssi Giannitsarou

CF weekly workshop - Chryssi Giannitsarou

Chryssi Giannitsarou (Faculty of Economics) Title: Tbc

Tuesday, 14 June, 2011 - 17:00 to 18:00

Read more at: CF weekly workshop

CF weekly workshop

** Please note the start time ** TBC

Tuesday, 8 March, 2011 - 16:45 to 17:45

Read more at: CF weekly workshop - Sule Alan

CF weekly workshop - Sule Alan

** Please note the start time ** Dr Sule Alan (Faculty of Economics) Title : Subprime consumer credit demand: an empirical analysis of a randomised interest rate experiment Abstract : We test the interest rate sensitivity of subprime credit card borrowers using a unique panel data set from a UK credit card company. What is...

Tuesday, 1 February, 2011 - 16:45 to 17:45

Read more at: CF weekly workshop - Hector Calvo Pardo

CF weekly workshop - Hector Calvo Pardo

Dr Hector Calvo Pardo (University of Southampton) presenting. Title : Households' Subjective Stock Market Expectations and Portfolio Choice Abstract : Households portfolios remain poorly understood. The theory emphasizes the central role of beliefs to understand choices at both the extensive and the intensive margins (...

Tuesday, 23 November, 2010 - 17:00 to 18:00

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