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Economics and Finance Seminar Spring 2008 |
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All seminars are from 12:45 to 2:15 at VC10-215.
Contacts: Liuren Wu
(Liuren_Wu@baruch.cuny.edu) and
Jonathan Wang
(Jun_Wang@baruch.cuny.edu).
Date
Speaker
Affiliation Title
03/19/2008
Jialin Yu
Columbia University Commonality in Disagreement and Asset Pricing
03/26/2008
Tim Simin
Penn State University Expected Commodity Futures Returns
04/02/2008
Stephen Figlewski
New York University The Implied Risk Neutral Density for the U.S. Market Portfolio (slides)
04/09/2008
Otto van Hemert
New York University Understanding the Subprime Mortgage Crisis (Slides)
04/16/2008
Dan Friedman
University of California, Santa Cruz TBA
04/30/2008
David Hsieh
Duke University What can Central Bankers Learn from
Hedge Fund Replication Strategies? (Slides)
05/07/2008
Stijn Van Nieuwerburgh
New York University The Wealth-Consumption Ratio
05/14/2008
Fabio Trojani
University of St Gallen Correlation Risk and Optimal Portfolio Choice