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
| Title | Date | Speaker |
|---|---|---|
| #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 Japan | 2010/11/16(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 Markov | 2010/10/18(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 Price | 2010/6/8(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 markets | 2010/5/18(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 permits | 2010/2/24(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 Era | 2010/1/18(Mon) 16:00-17:40 | Akito Matsumoto Research Department, IMF COREDO Nihonbashi 5F, Waseda University Nihonbashi Campus |
| #39: The Economics of Private Equity Funds | 2009/12/8(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 Returns | 2009/10/13(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 Ratio | 2009/7/16(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 Costs | 2009/5/28(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 Pension | 2009/4/21(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 markets | 2009/3/10(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 Models | 2008/11/7(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 Performance | 2008/9/4(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 Observable | 2008/7/15(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 Asymmetry | 2008/7/1(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 Effect | 2008/6/26(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 Crises | 2008/5/20(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 Choice | 2008/4/15(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 variations | 2008/2/21(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 examples | 2008/1/15(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 Assets | 2007/12/20(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 model | 2007/11/6(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 Returns | 2007/7/24(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 Markets | 2007/6/26(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 Pricing | 2007/5/8(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 Markets | 2007/4/17(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 Year | 2007/3/12(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 equilibrium | 2007/1/23(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 Returns | 2006/6/9(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 model | 2006/1/13(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&A | 2005/12/9(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 Hazard | 2005/9/29(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 information | 2005/8/29(Mon) 16:00-17:40 | Tomohiro Ando Keio University COREDO Nihonbashi 5F, Waseda University Nihonbashi Campus |
| #1: Market Microstructure of Dealer Markets: A Survey | 2005/6/21(Tue) 16:00-17:40 | Wataru Ohta Associate Professor of Economics, Nagoya University Lecture Hall No.2, 3rd floor of the main Economics Building |