Zicklin School of Business
Economics and Finance Seminar
Spring 2008
 

All seminars are from 12:45 to 2:15 at VC10-215.
Date Speaker AffiliationTitle
03/19/2008 Jialin Yu Columbia UniversityCommonality in Disagreement and Asset Pricing
03/26/2008 Tim Simin Penn State UniversityExpected Commodity Futures Returns
04/02/2008 Stephen Figlewski New York UniversityThe Implied Risk Neutral Density for the U.S. Market Portfolio (slides)
04/09/2008 Otto van Hemert New York UniversityUnderstanding the Subprime Mortgage Crisis (Slides)
04/16/2008 Dan Friedman University of California, Santa CruzTBA
04/30/2008 David Hsieh Duke UniversityWhat can Central Bankers Learn from Hedge Fund Replication Strategies? (Slides)
05/07/2008 Stijn Van Nieuwerburgh New York UniversityThe Wealth-Consumption Ratio
05/14/2008 Fabio Trojani University of St GallenCorrelation Risk and Optimal Portfolio Choice

 

Contacts: Liuren Wu (Liuren_Wu@baruch.cuny.edu) and Jonathan Wang (Jun_Wang@baruch.cuny.edu).