Forum

Ended : Tokyo Finance Workshops (2005-2011)

The Tokyo Finance Workshop is organized by the Center for Advanced Research in Finance (CARF) of the University of Tokyo, Aoyama-Gakuin University’s Graduate School of International Management (ABS), Hitotsubashi University’s Graduate School of International Corporate Strategy (ICS), and Waseda Graduate School of Finance, Accounting, and Law. The workshop is held on four campuses (Hongo, Shibuya, Kanda, and Nihonbashi of metropolitan Tokyo) alternately. The research topics covered are the theory of financial economics, empirical finance, and financial engineering. Scholars in financial institutions and policy makers are welcome to the workshop.

Event Archive

TitleDateSpeaker
#48: Vagueness as Adjudicator Authority: Theory and Evidence on Contract Vagueness and Enforcement Evaluation (Cancelled)
[Abstract]
2011/4/5(Tue)
16:30-18:00
Jiro Kondo
Assistant Professor, Kellogg School of Management
Northwestern University

Venue : Room 9, 5F COREDO Nihonbashi, Waseda University Nihonbashi Campus
#47: Health Delta (The title has been changed. Before: "Life Insurance Demand and Welfare Implications of a Secondary Market")2010/12/21(Tue)
16:00-17:40
Motohiro Yogo
Ph.D.
Monetary Advisor
The Federal Reserve Bank of Minneapolis

Trading Lab, 4th floor of Economics Research Building
#46: The effect of managerial ownership on the cost of debt: Evidence from Japan2010/11/16(Tue)
16:30-18:30
Akinobu Shuto
Research Institute for Economics & Business Administration
Kobe University

Trading Lab, 4th floor of the main Economics Building
#45: Irreversible Investment under Competition with Markov2010/10/18(Mon)
16:30-18:30
Katsumasa Nishide
Associate Professor
International Graduate School of Social Sciences
Yokohama National University

Trading Lab, 4th floor of the main Economics Building
#44: Margin-Based Asset Pricing and the Law of One Price2010/6/8(Tue)
16:00-17:40
Nicolae Garleanu
Associate Professor of Finance
HAAS School of Business
University of California Berkeley

Trading Lab, 4th floor of the main Economics Building
#43: Dynamics of international integration of financial markets2010/5/18(Tue)
16:00-17:40
Tatsuyoshi Okimoto
Associate Professor, Graduate School of International Corporate Strategy, Hitotsubashi University

Trading Lab, 4th floor of the main Economics Building
#42: Digging into Commodities (Coauthored with Harrison Hong)2010/3/23(Tue)
16:00-17:40
Motohiro Yogo
Assistant Professor of Finance
Wharton School
University of Pennsylvania

Trading Lab, 4th floor of the main Economics Building
#41: Pricing, hedging and market design issues for carbon emission permits2010/2/24(Wed)
16:00-17:40
Luca Taschini
Grantham Research Institute
London School of Economics

Trading Lab, 4th floor of the main Economics Building
#40: International Risk Sharing During the Globalization Era2010/1/18(Mon)
16:00-17:40
Akito Matsumoto
Research Department, IMF

COREDO Nihonbashi 5F, Waseda University Nihonbashi Campus
#39: The Economics of Private Equity Funds2009/12/8(Tue)
16:00-17:40
Ayako Yasuda
Assistant Professor of Management,
Graduate School of Management
University of California at Davis

Trading Lab, 4th floor of the main Economics Building
#38: Liquidity as an Investment Style
[Abstract]
2009/11/11(Wed)
16:00-17:30
Roger Ibbotson
Professor in the Practice of Finance, Yale School of Management
Chairman and CIO of Zebra Capital Management, LLC
Special Advisor, Ibbotson Associates Japan

COREDO Nihonbashi 5F, Waseda University Nihonbashi Campus
#37: Informed Trading and Portfolio Returns2009/10/13(Tue)
16:00-17:40
Dmitry Livdan
Assistant Professor of Finance
Walter A. Haas School of Business
University of California, Berkeley

Trading Lab, 4th floor of the main Economics Building
#36: Factor Tilts and Optimal Leverage Ratio2009/7/16(Thu)
16:00-17:40
Seiji Minami
Chief Quantitative Analyst
Quantitative Analysis Group
Asset Management Division
Resona Bank, Ltd.

Trading Lab, 4th floor of the main Economics Building
#35: Dynamic Trading with Predictable Returns and Transaction Costs2009/5/28(Thu)
16:00-17:40
Nicolae Garleanu
Assistant Professor
HAAS School of Business
University of California, Berkeley

Trading Lab, 4th floor of the main Economics Building
#34: Agent Heterogeneity and Housing Market Dynamics (Canceled)2009/5/26(Tue)
16:00-17:40
Wenlan Qian
Assistant Professor of Finance, NUS Business School,
National University of Singapore

Trading Lab, 4th floor of the main Economics Building
#33: Asset Liability Management for Japanese Public Pension2009/4/21(Tue)
16:00-17:40
Toshiki Honda
Associate Professor, Graduate School of International Corporate Strategy, Hitotsubashi University

Trading Lab, 4th floor of the main Economics Building
#32: Dependence evolution in international equity markets2009/3/10(Tue)
17:00-18:30
Tatsuyoshi Okimoto
Associate Professor, Graduate School of International Corporate Strategy, Hitotsubashi University
UC San Diego

Graduate School of International Corporate Strategy, Hitotsubashi University (Gakujutsu Sogo Center)
#31: Asset Pricing and Mispricing: Integrating Market Inefficiencies into Asset Pricing Models2008/11/7(Fri)
16:30-18:00
Michael Brennan
Professor of Finance, UCLA Anderson School of Management

COREDO Nihonbashi 5F, Waseda University Nihonbashi Campus
#30: Differences in Investor Preferences and Performance2008/9/4(Thu)
16:30-18:00
Takeshi Yamada
Associate Professor
Director, Saw Centre for Financial Studies
National University of Singapore

COREDO Nihonbashi 5F, Waseda University Nihonbashi Campus
#29: The Interest Rate Determination when Economic Variables are Partially Observable2008/7/15(Tue)
16:00-17:40
Hiroshi Morita
Professor, International Graduate School of Social Sciences,
Yokohama National University

Tatsuyoshi Okimoto
Associate Professor, International Graduate School of Social Sciences, Yokohama National University

Trading Lab, 4th floor of the main Economics Building
#28: Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry2008/7/1(Tue)
16:00-17:40
Masahiro Watanabe
Assistant Professor of Finance
Rice University

Trading Lab, 4th floor of the main Economics Building
#27: The Origins of the International Value Effect2008/6/26(Thu)
16:40-18:20
Akiko Watanabe
Assistant Professor of Finance
School of Business, University of Alberta

Trading Lab, 4th floor of the main Economics Building
#26: Bailouts, the incentive to Manage Risk and Financial Crises2008/5/20(Tue)
16:00-17:40
Stavros Panageas
Assistant Professor
The Wharton School, University of Pennsylvania

Trading Lab, 4th floor of the main Economics Building
#25: Labor Income Dynamics at Business-cycle Frequencies: Implications for Portfolio Choice2008/4/15(Tue)
16:00-17:40
Anthony W. Lynch
Associate Professor of Finance
New York University

Trading Lab, 4th floor of the main Economics Building
#24: Risk-sensitive portfolio optimization and its variations2008/2/21(Thu)
16:00-17:40
Jun Sekine
Kyoto University

Trading Lab, 4th floor of the main Economics Building
#23: Market Reaction to Analyst Recommendations in Order-driven Markets
[資料]
2008/1/22(Tue)
16:00-17:40
Joel Fabre
Lecturer in Finance, Faculty of Economics and Business, University of Sydney

Trading Lab, 4th floor of the main Economics Building
#22: On economic reasons for highly leveraged positions in international finance: Two theoretical examples2008/1/15(Tue)
16:00-18:00
Makoto Saito
Hitotsubashi University

Graduate School of International Corporate Strategy,
Hitotsubashi University (Gakujutsu Sogo Center)
#21: Are Returns Predictable?2007/12/26(Wed)
13:00-14:20
Yexiao Xu
Associate Professor of Finance,
School of Management,
The University of Texas at Dallas

Trading Lab, 4th floor of the main Economics Building
#20: Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets2007/12/20(Thu)
16:00-17:40
Motohiro Yogo
Assistant Professor,
Wharton School, University of Pennsylvania

Trading Lab, 4th floor of the main Economics Building
#19: Heterogeneous impatience in a continuous-time model2007/11/6(Tue)
16:00-17:40
Chiaki Hara
Kyoto University

Trading Lab, 4th floor of the main Economics Building
#18: Endogenous Labor/Leisure/Investment Choice with Time Constraint and Asset Returns2007/7/24(Tue)
16:00-17:40
Dong-Hyun Ahn
Associate Professor,
School of Economics,
Seoul National University

Trading Lab, 4th floor of the main Economics Building
#17: Do Stock Prices Reflect the Corporate Governance Quality of Japanese Firms? (Coauthored with Hiroyuki Aman (Univ. of Nagasaki))2007/7/12(Thu)
16:30-18:00
Prof. Pascal Nguyen
School of Banking and Finance,
University of New South Wales,
Sydney, Australia
+
Graduate School of International
Corporate Strategy, Hitotsubashi Univ.

Graduate School of International Corporate Strategy,
Hitotsubashi University (Gakujutsu Sogo Center)
#16: New Evidence of Asymmetric Dependence Structures in International Equity Markets2007/6/26(Tue)
16:00-17:40
Tatsuyoshi Okimoto
Associate Professor,
International Graduate School of Social Sciences,
Yokohama National University

Trading Lab, 4th floor of the main Economics Building
#15: Young, Old, Conservative and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing2007/5/8(Tue)
16:00-17:40
Nicolae B. Garleanu
Assistant Professor of Finance
Wharton School, University of Pennsylvania

Trading Lab, 4th floor of the main Economics Building
#14: Contagion or Globalisation on International Financial Markets2007/4/17(Tue)
17:00-18:40
Dr. Marie Briere
Head of Fixed Income, FX and Volatility Strategy
Credit Agricole Asset Management

Hitotsubashi Memorial Hall
#13: Backtesting Risk Methodologies from One Day to One Year2007/3/12(Mon)
16:00-17:40
Dr. Gilles Zumbach
RiskMetrics Group

COREDO Nihonbashi 5F, Waseda University Nihonbashi Campus
#12: Technology shocks and asset price dynamics: The role of housing in general equilibrium2007/1/23(Tue)
16:00-17:40
Jiro Yoshida
HAAS School of Business, University of California, Berkeley

Trading Lab, 4th floor of the main Economics Building
#11: "Durability of Output and Expected Stock Returns" (with Joao F. Gomes and Leonid Kogan)
[File]
2006/12/19(Tue)
16:00-17:40
Motohiro Yogo
Assistant Professor,
Wharton School, University of Pennsylvania

Trading Lab, 4th floor of the main Economics Building
#10: Evaluating Time-Series Restrictions for Cross-Sections of Expected Returns: Multifactor CCAPMs
[File]
2006/9/1(Fri)
16:00-17:40
Dr. Jinyong Kim
Lehman Brothers Quantitative Strategies, Asia

Graduate School of International Corporate Strategy,
Hitotsubashi University
#9: Portfolio Choice with Jumps: A Closed Form Solution
[File]
2006/8/16(Wed)
16:00-18:00
Yacine Ait-Sahalia
Otto A. Hack '03 Professor of Finance and Economics
Director, Bendheim Center for Finance
Princeton University

Lecture Hall No.3, 3rd floor of the main Economics Building
#8: Time-Varying Liquidity Risk and the Cross Section of Stock Returns2006/6/9(Fri)
16:00-17:40
Masahiro Watanabe
Assistant Professor

Jesse H. Jones Graduate School of Management
Rice University

Akiko Watanabe
Assistant Professor
School of Business, University of Alberta

COREDO Nihonbashi 5F, Waseda University Nihonbashi Campus
#7: Consumption Behavior, Asset Returns, and the Risk Aversion: Evidence from Japanese Household Survey
[File]
2006/4/18(Tue)
16:00-17:40
Kenji Wada
Keio University

Trading Lab, 4th floor of the main Economics Building
#6: Heterogeneous risk attitudes in a continuous-time model2006/1/13(Fri)
16:00-17:40
Chiaki Hara
Kyoto University

Graduate School of International Corporate Strategy, Hitotsubashi University (Gakujutsu Sogo Center)
#5: New Era of M&A2005/12/9(Fri)
18:30-19:45
Nobuo Sayama
Hitotsubashi University

COREDO Nihonbashi 5F, Waseda University Nihonbashi Campus
#4: The Optimality of Defaultable Debt Contract in Continuous Time
[Abstract]
2005/11/1(Tue)
16:00-17:40
Hisashi Nakamura
University of Tokyo

Classroom #1, B1F of the main Economics Building
#3: An Equilibrium Model of Asset Pricing and Moral Hazard2005/9/29(Thu)
16:00-17:40
Hui Ou-Yang
Associate Professor of Finance
Duke University

Graduate School of International Corporate Strategy, Hitotsubashi University(Gakujutsu Sogo Center)
#2: A reduced form approach for the simultaneous estimation of hazard rate and LGD using rating and financial information2005/8/29(Mon)
16:00-17:40
Tomohiro Ando
Keio University

COREDO Nihonbashi 5F, Waseda University Nihonbashi Campus
#1: Market Microstructure of Dealer Markets: A Survey2005/6/21(Tue)
16:00-17:40
Wataru Ohta
Associate Professor of Economics, Nagoya University

Lecture Hall No.2, 3rd floor of the main Economics Building