SeminarSpecial Seminar
Mon, Dec 31, 2018
Special Seminar
81st Mr. Helbling and Mr. Cohen-Setton
Toward a New Long-term Growth Model for Asia
- Date
- Wed, December 19, 2018
- Speaker
- Mr. Helbling(Division Chief in the IMF’s Asia and Pacific Department, covering Australia and New Zealand)
Mr. Cohen-Setton(Research fellow, Peterson Institute for International Economics) - Remarks
- Co-Sponsor: Tokyo Workshop on International and Development Economics (TWID)
80th Stephen H. Penman
Accounting, Risk, and the Cost of Capital
- Date
- Sat, November 24, 2018
- Speaker
- Stephen H. Penman (George O. May Professor of Financial Accounting / Columbia Business School)
79th Prof. Jean Tirole
Narratives, Imperatives, and Moral Reasoning
- Date
- Wed, October 31, 2018
- Speaker
- Prof. Jean Tirole (Chairman, Toulouse School of Economics (TSE) / Chairman of the Executive Committee, Institute for Advanced Study in Toulouse (IAST))
- Remarks
- Co-Sponsor:
Microeconomics Workshop
Hitotsubashi University
78th Prof. Robert C. Merton
Finance Science and Financial Innovation: History and Future
- Date
- Mon, October 30, 2017
- Speaker
- Prof. Robert C. Merton (The School of Management Distinguished Professor of Finance at the MIT Sloan School of Management / University Professor Emeritus at Harvard University / Resident Scientist at Dimensional Holdings Inc.)
- Remarks
- Co-Sponsor: Macroeconomics Workshop(CIRJE)
77th Prof. Andrew Levin
CENTRAL BANK DIGITAL CURRENCY AND THE FUTURE OF MONETARY POLICY (with Michael D. Bordo)
- Date
- Tue, October 3, 2017
- Speaker
- Prof. Andrew Levin (Department of Economics, Dartmouth College)
76th Prof. Russell Cooper
Household Finance in China
- Date
- Thu, June 15, 2017
- Speaker
- Prof. Russell Cooper (The Pennsylvania State University)
- Remarks
- Sponsor: Mizuho Financial Group Endowed Chairs, Risk Management of Financial Corporations
Co-Sponsor: Macroeconomics Workshop(CIRJE)
75th Prof. Nobuhiro Kiyotaki
Intangibles, Inequality and Stagnation (joint with Shengxing Zhang)
- Date
- Thu, June 8, 2017
- Speaker
- Prof. Nobuhiro Kiyotaki (Professor of Economics at Princeton University)
- Remarks
- Sponsor: Mizuho Financial Group Endowed Chairs, Risk Management of Financial Corporations
Co-Sponsor: Macroeconomics Workshop(CIRJE)
74th Prof. Neil Wallace
Models of money based on imperfect monitoring and pairwise meetings:policy implications
- Date
- Thu, May 11, 2017
- Speaker
- Prof. Neil Wallace (Professor of Economics at the Pennsylvania State University)
- Remarks
- Co-Sponsor: Macroeconomics Workshop(CIRJE)
73rd Prof. Andrew Levin
Robust Design Principles for Monetary Policy Committees
- Date
- Fri, October 21, 2016
- Speaker
- Prof. Andrew Levin (Professor of Economics, Dartmouth College)
- Remarks
- Co-Sponsor: Macroeconomics Workshop(CIRJE)
72nd Prof. Matthew P. Richardson
Risk Without Reward:The Case for Strategic FX Hedging
- Date
- Mon, April 4, 2016
- Speaker
- Prof. Matthew P. Richardson (Charles E. Simon Professor of Applied Economics, New York University)
71st Prof. Stephen G. Cecchetti
Why does financial sector growth crowd out real growth?(with Enisse Kharroubi)
- Date
- Tue, June 2, 2015
- Speaker
- Prof. Stephen G. Cecchetti (Professor of International Economics, Brandeis International Business School)
70th Dr. James J. McAndrews
Segregated Balance Accounts
- Date
- Mon, June 1, 2015
- Speaker
- Dr. James J. McAndrews (Executive Vice President and Director of Research, Federal Reserve Bank of New York)
69th Prof. Dr. Beatrice Weder di Mauro
New Institutions and New Policies for a Workable Eurozone
- Date
- Thu, April 16, 2015
- Speaker
- Prof. Dr. Beatrice Weder di Mauro (Johannes-Gutenberg-University of Mainz, Chair of International Macroeconomics, European Commission, DG ECFIN)
- Remarks
- Co-Sponsor: Mizuho Financial Group, Macroeconomics Workshop
68th Lord Adair Turner
Credit, money and leverage: monetary policy after the crisis
- Date
- Tue, March 3, 2015
- Speaker
- Lord Adair Turner (Former Chairman of the United Kingdom's Financial Services Authority & Senior Fellow at the Institute for New Economic Thinking)
67th Prof. J. Mark Ramseyer(1) and Prof. Robert D. Cooter(2)
Social Capital and the Formal Legal System(1)
Welfare Overtaking and Intellectual Property Law(2)
- Date
- Mon, May 19, 2014
- Speaker
- Prof. J. Mark Ramseyer (Harvard Law School)
Prof. Robert D. Cooter(UC Berkeley)
66th Prof. Eswar S. Prasad
The Dollar Trap: How the U.S. Dollar Tightened Its Grip on Global Finance
- Date
- Mon, April 21, 2014
- Speaker
- Prof. Eswar S. Prasad (Tolani Senior Professor of Trade Policy & Professor of Economics, Cornell University)
65th Prof. Jean Tirole
Cognitive Games and Cognitive Traps
- Date
- Fri, May 24, 2013
- Speaker
- Prof. Jean Tirole (Chairman of the board of the Jean-Jacques Laffont Foundation/Toulouse School of Economics (TSE) )
- Remarks
- Co-Sponsor: Macroeconomics Workshop and Microeconomics Workshop
64th Prof. Haitao Li
Pricing Sovereign Credit Default Swaps with Credit Ratings
- Date
- Thu, April 4, 2013
- Speaker
- Prof. Haitao Li (Professor of Finance, Stephen M. Ross School of Business, University of Michigan)
- Remarks
- Co-Sponsor: The Norinchukin Bank
63rd Dr. Michael Marrese
Developed Market and Emerging Market Growth, Inflation and Structural Challenges: Special Emphasis on Europe
- Date
- Thu, October 11, 2012
- Speaker
- Dr. Michael Marrese (Managing Director, Head of EMEA EM Economics and Strategy, J.P. Morgan)
- Remarks
- Co-Sponsor: The Norinchukin Bank
62nd Prof. Jean-Pierre Fouque
Multiscale Stochastic Volatility Models
- Date
- Mon, September 10, 2012
- Speaker
- Prof. Jean-Pierre Fouque (Professor, Statistics & Applied Probability, University of California Santa Barbara)
- Remarks
- Co-Sponsor: The Norinchukin Bank
61st Prof. Paul C. Pfleiderer
Reducing the Fragility of the Financial Sector: The Importance of Equity and Why it is Not Expensive
- Date
- Wed, September 5, 2012
- Speaker
- Prof. Paul C. Pfleiderer
(Professor (by courtesy) of Law and
C.O.G. Miller Distinguished Professor of Finance
Graduate School of Business, Stanford University
Co-founder of Quantal International, Research Head) - Remarks
- Prof. Paul C. Pfleiderer
(Professor (by courtesy) of Law and
C.O.G. Miller Distinguished Professor of Finance
Graduate School of Business, Stanford University
Co-founder of Quantal International, Research Head)
60th Prof. Amit Seru
Securitization and Financial Crisis
- Date
- Thu, June 28, 2012
- Speaker
- Prof. Amit Seru (Associate Professor of Finance and Neubauer Faculty Fellow, University of Chicago Booth School of Business)
- Remarks
- Co-Sponsor: Macroeconomics Workshop
59th Emeritus Professor Keimei Kaizuka
The Changing Nature of Fiscal Reconstruction : Has Fiscal Reconstruction Lost Its Power of Persuasion as Policy Target?
- Date
- Thu, March 15, 2012
- Speaker
- Emeritus Professor Keimei Kaizuka (Former Director of the Center for Advanced Research in Finance / Professor emeritus at The University of Tokyo)
- Remarks
- Co-Sponsor: The Norinchukin Bank
58th Professor Paul Sweeting
An Actuarial Approach to Enterprise Risk Management
- Date
- Tue, December 6, 2011
- Speaker
- Professor Paul Sweeting (Managing Director at J.P. Morgan Asset Management, Professor of Actuarial Science at University of Kent)
57th Emeritus Professor Robert Z. Aliber
TURMOIL IN THE GLOBAL ECONOMY 1970-2010
- Date
- Mon, November 7, 2011
- Speaker
- Emeritus Professor Robert Z. Aliber (Professor Emeritus of International Economics and Finance, University of Chicago Booth School of Business)
56th Professor Anil Kashyap
On Macro-prudential Financial Regulation
- Date
- Thu, June 23, 2011
- Speaker
- Professor Anil Kashyap (Edward Eagle Brown Professor of Economics and Finance, Richard N. Rosett Faculty Fellow, University of Chicago Booth School of Business)
55th Professor Takao Kobayashi
The Architecture of the New Financial System
- Date
- Tue, January 25, 2011
- Speaker
- Professor Takao Kobayashi (Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo)
- Remarks
- Co-Sponsor: The Norinchukin Bank
(Professor Takao Kobayashi 55th CARF Special Seminar & His Last Lecture)
54th Professor Avanidhar Subrahmanyam
Trends in the Cross-Section of Expected Stock Returns
- Date
- Tue, January 18, 2011
- Speaker
- Professor Avanidhar Subrahmanyam (Goldyne and Irwin Hearsh Chair in Money and Banking, UCLA Anderson School of Management)
- Remarks
- Co-Sponsor: The Norinchukin Bank
53rd Professor Yoshiro Miwa
The Reality of Further Increase in the "Independence of Firms from Banks" and the "Financial Crisis" (Fiasco): A Study of Financial Behavior of Japanese Firms with Firm-Level Data from the "Corporate Enterprise Quarterly Statistics" --1994-2009
- Date
- Tue, January 11, 2011
- Speaker
- Professor Yoshiro Miwa (Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo)
52nd Professor Richard Roll
Internationally Correlated Jumps
- Date
- Thu, December 2, 2010
- Speaker
- Professor Richard Roll (Japan Alumni Chair in Finance, UCLA Anderson School of Management)
- Remarks
- Co-Sponsor: The Norinchukin Bank
51st Professor Alexander Ljungqvist
Does the Stock Market Harm Investment Incentives?
- Date
- Mon, November 15, 2010
- Speaker
- Professor Alexander Ljungqvist (Ira Rennert Chair in Finance and Entrepreneurship, Director of Research, NYU Berkley Center for Entrepreneurship & Innovation, Stern School of Business, New York University)
- Remarks
- Co-Sponsor: The Norinchukin Bank
50th Professor Alexander Ljungqvist
Monitoring Managers: Does it Matter?
- Date
- Mon, November 8, 2010
- Speaker
- Professor Alexander Ljungqvist
(Ira Rennert Chair in Finance and Entrepreneurship, Director of Research, NYU Berkley Center for Entrepreneurship & Innovation, Stern School of Business, New York University) - Remarks
- Co-Sponsor: The Norinchukin Bank
49th Jason MacQueen
To Optimize or Not to Optimise, that is the Question?
- Date
- Tue, October 5, 2010
- Speaker
- Jason MacQueen (Co-founder and Managing Director, R-Squared Risk Management / Chairman of the London Quant Group)
- Remarks
- Co-Sponsor: The Norinchukin Bank
48th Emeritus Professor Keimei Kaizuka
Outlook for Japan's Government Budget Deficit
- Date
- Tue, September 14, 2010
- Speaker
- Emeritus Professor Keimei Kaizuka (Director of the Center for Advanced Reserch in Finance)
47th Professor Chester Spatt
Equilibrium Credit Ratings and Policy
- Date
- Wed, June 23, 2010
- Speaker
- Professor Chester Spatt (Pamela R. and Kenneth B. Dunn Professor of Finance, Director, Center for Financial Markets, Tepper School of Business, Carnegie Mellon University)
46th Professor Ramon Ravinovitch
Managerial Entrenchment and Risk Management
- Date
- Tue, June 15, 2010
- Speaker
- Professor Ramon Ravinovitch (Director of MS in Finance Program, Professor of Finance, C.T. Bauer College of Business, University of Houston)
- Remarks
- Co-Sponsor: The Norinchukin Bank
45th Dr. Adam S. Posen
The Realities and Relevance of Japan's Great Recession
- Date
- Mon, May 31, 2010
- Speaker
- Dr. Adam S. Posen (External Member, Monetary Policy Committee, The Bank of England)
44th Professor Jin-Chuan Duan
Clustered Defaults
- Date
- Tue, April 20, 2010
- Speaker
- Professor Jin-Chuan Duan (Director of Risk Management Institute, Cycle & Carriage Professor of Finance, National University of Singapore)
- Remarks
- Co-Sponsor: The Norinchukin Bank
43rd Professor Anat Admati
Increased Liability Equity: A Proposal to Improve the Capital Requirement of Large Financial Institutions
- Date
- Tue, April 13, 2010
- Speaker
- Professor Anat Admati (George G.C. Parker Professor of Finance and Economics, Graduate School of Business, Stanford University)
- Remarks
- Co-Sponsor: The Norinchukin Bank
42nd Professor Andre Perold
金融危機後の金融の行方
- Date
- Tue, March 16, 2010
- Speaker
- Professor Andre Perold (George Gund Professor of Finance and Banking, Harvard Business School)
- Remarks
- Co-Sponsor: The Norinchukin Bank、高度金融人材産学協議会
41st Mr. Ignazio Visco
Pension System Sustainability: Some Policy Proposals
- Date
- Tue, March 2, 2010
- Speaker
- Mr. Ignazio Visco (Deputy Director General and Member of the Governing Board of the Bank of Italy)
40st Mr. Dan diBartolomeo
Joint Estimation of Equity Risk and Liquidity Risk
- Date
- Fri, November 27, 2009
- Speaker
- Mr. Dan diBartolomeo (President, Northfield Information Service)
- Remarks
- Co-Sponsor: The Norinchukin Bank
39th Mr. Robert Macrae
Back to Basics: Short-Sample Unconstrained Markowicz
- Date
- Mon, November 9, 2009
- Speaker
- Mr. Robert Macrae (Arcus Investment Limited)
- Remarks
- Co-Sponsor: The Norinchukin Bank
38th Dr. Oldrich Vasicek
The Economics of Interest Rates
- Date
- Tue, October 27, 2009
- Speaker
- Dr. Oldrich Vasicek (Special Advisor, Moody's KMV)
- Remarks
- Co-Sponsor: The Norinchukin Bank
37th Dr. Oldrich Vasicek
Models of the Term Structure of Interest Rates
- Date
- Tue, October 20, 2009
- Speaker
- Dr. Oldrich Vasicek (Special Advisor, Moody's KMV)
- Remarks
- Co-Sponsor: The Norinchukin Bank
36th Professor Edward Green
Efficient Contracts, Inefficient Equilibria, and Renegotiation
- Date
- Tue, June 23, 2009
- Speaker
- Professor Edward Green (Professor of Economics, The Pennsylvania State University)
- Remarks
- Co-Sponsor: The Norinchukin Bank , Microworkshop
35th Professor Ehud I. Ronn
The Valuation and Information Content of Options on Crude-Oil Futures Contracts
- Date
- Mon, June 22, 2009
- Speaker
- Professor Ehud I. Ronn (Director, Center for Energy Finance Education and Research, Professor of Finance, McCombs School of Business, University of Texas at Austin)
- Remarks
- Co-Sponsor: The Norinchukin Bank
Topic: Investment and Capital Markets
34th Mr. Takehiko Nakao
Global Financial Crisis: Implications for the Economic Policy
- Date
- Tue, June 2, 2009
- Speaker
- Mr. Takehiko Nakao (Senior Deputy Director-General of the International Bureau, Ministry of Finance, Japan)
33rd Dr. Michel Crouhy
Financial Engineering and Financial Crisis
(joint research with Stuart Turnbull and Robert Jarrow)
- Date
- Tue, May 19, 2009
- Speaker
- Dr. Michel Crouhy (Head of Research and Development at NATIXIS)
- Remarks
- Co-Sponsor: The Norinchukin Bank
Topic: Financial Crisis
32nd Professor Yoshiro Miwa
Credit Crunch?: Details from Borrower Quarterly Financial Data about What Actually Happened in Japan during 1997-1999
- Date
- Tue, April 28, 2009
- Speaker
- Professor Yoshiro Miwa (Professor of the Center for Advanced Research in Finance, Graduate School of Economics The University of Tokyo)
31st Professor David Johnstone
Economic Interpretation of Maximum Likelihood and the Probability of Bankruptcy
- Date
- Fri, April 24, 2009
- Speaker
- Professor David Johnstone (Professor of Finance and Chair of Finance, University of Sydney)
30th Emeritus Professor Keimei Kaizuka
Financial Crisis in the United States - Comparing with the Great Depression -
- Date
- Thu, March 19, 2009
- Speaker
- Emeritus Professor Keimei Kaizuka (Director of the Center for Advanced Reserch in Finance)
29th Professor Kalyan Chatterjee
Indices of Self-Control and Risk Attitude: New Models of Individual Choice
- Date
- Mon, March 16, 2009
- Speaker
- Professor Kalyan Chatterjee (Distinguished Professor of Economics and Management Science, The Pennsylvania State University)
- Remarks
- Topic: Utility Theory and Behavioral Finance
28th Professor Harrison Hong
Economics of Bubbles and Crises
- Date
- Tue, December 16, 2008
- Speaker
- Professor Harrison Hong (John H. Scully '66 Professor of Economics and Finance, Princeton University)
27th Professor Janos Kornai
The Soft Budget Constraint (SBC) Syndrome in the Public Sector
- Date
- Mon, December 8, 2008
- Speaker
- Professor Janos Kornai (Professor Emeritus of Economics, Harvard University)
26th Professor Philippe Jorion
Credit Contagion by Counterparty Risk
- Date
- Wed, December 3, 2008
- Speaker
- Professor Philippe Jorion (Chancellor's Professor of Finance, Paul Merage School of Business, University of California at Irvine)
- Remarks
- (Canceled)
Topic: Credit Risk
25th Mr. Masaaki Shirakawa
Topic: Liquidity and the Settlement System
- Date
- Wed, November 26, 2008
- Speaker
- Mr. Masaaki Shirakawa (Governor of Bank of Japan)
24th Professor Timothy J. Riddiough
(1)Review key events leading up to the current time/(2)Assess the underlying causes of the crisis/(3)Examine and assess the policy responses to the crisis/(4) Provide a forward-looking perspective
- Date
- Thu, October 30, 2008
- Speaker
- Professor Timothy J. Riddiough (E.J. Plesko Chair, Director, Center for Real Estate University of Wisconsin - Madison)
- Remarks
- Topic: Perspectives on the U.S. Real Estate and Financial Market Crisis
23rd Professor Stephen A. Ross
The True Cost of Social Security
- Date
- Mon, September 1, 2008
- Speaker
- Professor Stephen A. Ross (Franco Modigliani Professor of Financial Economics, MIT Sloan School of Management)
- Remarks
- Topic: Financial Economics in General
22nd Professor Dwight Jaffee (Willis Booth Professor of Banking, Finance, and Real Estate, Haas School of Business, UC Berkeley)
1. The U.S. Subprime Mortgage Innovation: Lessons Learned from the Crisis 2. The Optimal Capital of Monoline and Multiline Insurers
(joint with Rustam Ibragimov and Johan Walden)
- Date
- Wed, May 21, 2008
- Speaker
- Professor Dwight Jaffee (Willis Booth Professor of Banking, Finance, and Real Estate, Haas School of Business, UC Berkeley)
- Remarks
- Topic: Real Estate Finance
21st Dr. Scott Lummer
Enhanced Synthetic Immunization: A New Way of Structuring Asset Allocation
- Date
- Tue, January 29, 2008
- Speaker
- Dr. Scott Lummer (Ph.D., CFA, Director of Quantitative Research, Atlantic Asset Management)
- Remarks
- Topic: Investment and Capital Markets
20th Professor Rajnish Mehra
1. The Equity Premium: Why is it a Puzzle?/ 2 .Intermediated Quantities and Returns
(Joint with E.C Prescott)
- Date
- Tue, December 4, 2007
- Speaker
- Professor Rajnish Mehra (Professor of Finance, Department of Economics, University of California, Santa Barbara)
- Remarks
- Topic: Investment and Capital Markets
19th Professor Kalok Chan
Home Bias and Stock Exchange Consolidation
- Date
- Tue, October 23, 2007
- Speaker
- Professor Kalok Chan (Professor of Finance, Department of Finance, Hong Kong University of Science & Technology, Hong Kong University of Science & Technology)
- Remarks
- Topic: Investment and Capital Markets
18th Professor Lars Peter Hansen
1. Risk over Long Horizons: An Econometric Perspective/2. Fragile Beliefs and the Price of Model Uncertainty
- Date
- Fri, July 20, 2007
- Speaker
- Professor Lars Peter Hansen (Homer J. Livingston Distinguished Service Professor, Department of Economics, University of Chicago)
- Remarks
- Topic: Model Sensitivity, Risk
17th Dr. Arun Muralidhar
Hedging Currency Risk in International Investment and Trade
- Date
- Tue, April 24, 2007
- Speaker
- Dr. Arun Muralidhar (Chairman, Mcube Investment Technologies)
- Remarks
- Topic: Asset Management
16th Dr. Jarrod Wilcox
Harry Markowitz and the Discretionary Wealth Hypothesis: A Better Paradigm for Finance
- Date
- Tue, February 27, 2007
- Speaker
- Dr. Jarrod Wilcox (Founder and President of Wilcox Investment, Inc.)
- Remarks
- Topic: Portfolio Management
15th Mr. Dan diBartolomeo
An Algorithmic Approach to Optimal Trade Scheduling
- Date
- Thu, November 30, 2006
- Speaker
- Mr. Dan diBartolomeo (Founder and President of Northfield Information Services, Inc.)
- Remarks
- Topic: Trading Strategy
14th Dr. Clifford Asness
Around the world with value and momentum
- Date
- Wed, November 15, 2006
- Speaker
- Dr. Clifford Asness (Managing & Founding Principal, AQR Capital Management)
- Remarks
- Topic: Value and momentum investing were originally investigated in the area of U.S. stock selection. Since then it has been extended to stock selection around the world, choosing amongst world equity markets, bonds markets, choosing where to be on the yield curve, choosing commodities, and even more. This extension is vital for both practical and theoretical reasons. Practically one can build a much better investment product through diversification, and theoretically the chance that these results are the random product of data mining goes down with every supportive discovery.
13th Dr. Arun Muralidhar
Rethinking Pension Reform
- Date
- Tue, September 26, 2006
- Speaker
- Dr. Arun Muralidhar (Chairman, Mcube Investment Technologies)
12th Dr. Martin Leibowitz
Correlation effects in short extension "120/20" strategies
- Date
- Wed, July 19, 2006
- Speaker
- Dr. Martin Leibowitz (Managing Director, Morgan Stanley)
- Remarks
- Co-Sponsor: MPT Forum
Topic: Asset Allocation
11th Professor Jason MacQueen
Markowitz was Wrong!!
- Date
- Thu, June 22, 2006
- Speaker
- Professor Jason MacQueen (Visiting Professor, CARF, University of Tokyo)
- Remarks
- For MPT Forum members only
Topic: Equity Investment
10th Professor Bruno Solnik
Optimal Currency Hedging: Traditional and Behavioral
- Date
- Fri, June 16, 2006
- Speaker
- Professor Bruno Solnik (HEC School of Management, Former President of the European Finance Association, appointed to the Legion d'honneur (2005))
- Remarks
- Co-Sponsor: MPT Forum
Topic: Asset Pricing
9th Professor Merritt B. Fox
Law, Share Price Accuracy and Economic Performance
- Date
- Tue, May 16, 2006
- Speaker
- Professor Merritt B. Fox (Michael E. Patterson Professor of Law, Columbia Law School)
- Remarks
- Topic: Law and Finance
8th Mr. Robert D. Arnott
Do Efficient Markets Preclude an Efficient Market Portfolio?
- Date
- Thu, February 9, 2006
- Speaker
- Mr. Robert D. Arnott (Chairman of Research Affiliates)
- Remarks
- Topic: Fundamental Indexation
7th Professor Robert Engle
Risk and Volatility: Econometric Models and Financial Practice
- Date
- Fri, December 9, 2005
- Speaker
- Professor Robert Engle (New York University and NBER, winner of the 2003 Nobel Prize in Economic Science)
- Remarks
- Topic: Financial Econometrics
6th Mr. Mark Kritzman
The Hierarchy of Investment Choice
- Date
- Tue, November 29, 2005
- Speaker
- Mr. Mark Kritzman (President and CEO of Windham Capital Management)
- Remarks
- Topic: The Relative Importance of Various Investment Activities
5th Professor Melvyn Teo
Style Effects in the Cross-Section of Stock Returns
- Date
- Fri, October 7, 2005
- Speaker
- Professor Melvyn Teo (Assistant Professor of Finance, Singapore Management University)
- Remarks
- Topic: Asset Pricing
4th Professor Roger Ibbotson
Human Capital and Asset Allocation
- Date
- Fri, July 1, 2005
- Speaker
- Professor Roger Ibbotson (School of Management, Yale University)
- Remarks
- Topic: Asset Allocation
3rd Professor Franklin Allen
China's Financial System: Past, Present, and Future
- Date
- Thu, May 26, 2005
- Speaker
- Professor Franklin Allen (Wharton School of Management, Pennsylvani University)
- Remarks
- Topic: Financial System
2nd Dr. Jeffrey Bohn
Reduced-form vs. Structural Modeling of Credit Risk
- Date
- Thu, April 21, 2005
- Speaker
- Dr. Jeffrey Bohn (Head of the Global Research Grooup of Moody's KMV)
- Remarks
- Topic: Credit Risk Modeling
1st Professor Charles Plott
The Basic Laws of Market Economics: The Application of Laboratory Methods in Economics
- Date
- Thu, April 14, 2005
- Speaker
- Professor Charles Plott (Edward S. Harkness Professor of Economics and Political Science, California Institute of Technology)
- Remarks
- Topic: Market Design