Research Seminars 2013-2014

Venue for seminars: ICMA Centre, Room G03/04
Seminar Time: 1:00pm to 2:00pm

Ursula Marchioni, Blackrock

Current developments in ETFs

Date: TBC

Ursula Marchioni is our industry speaker for this term’s seminar series. She is a Director at Blackrock and Head of iShares EMEA Equity Strategy & ETP Research. Ursula previously held positions at Credit Suisse Asset Management, Societe Generale and KPMG Advisory. She holds degrees from Imperial College London and Universita degli Studi di Trento in Italy. Ursula has written papers for Institutional Investor Journals (IIJ) such as the Journal of Index Investing.

Eirini Konstantinidi, University of Exeter Business School

How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns

Date: 19 Mar, 14

Eirini Konstantinidi is a Lecturer in Finance at the University of Exeter Business School. Prior to her current position, she was a PhD in Finance student at the University of Piraeus. Her research interests lie in the areas of volatility derivatives markets, implied volatility spillovers and variance risk premia. Her works have been published in the Journal of Banking and Finance and the International Journal of Forecasting.

Claudia Girardone, Essex Business School


Date: 5 Mar, 14

Claudia Girardone is a Professor of Banking and Finance at Essex Business School. Her research interests are focused on bank mergers and acquisitions, bank corporate governance, competition issues in banking integration and modelling efficiency and productivity of financial institutions. She is on the editorial board of several journals including the Journal of Banking and Finance and the European Journal of Finance. Her papers have featured in leading finance journals. She holds a PhD from Bangor University.

Michael Clements, ICMA Centre


Date: 26 Feb, 14

Michael Clements is a Professor of Econometrics at the ICMA Centre. Prior to his current role, he was a professor at the University of Warwick and a research officer at Oxford. He holds a DPhil in econometrics from Oxford. His research interests are primarily in time-series econometrics, focusing on forecasting theories and evaluation criteria, non-linear models and business cycle asymmetries, high frequency data modelling, mixed frequency models and many more. Mike’s works have regularly appeared in top econometrics/forecasting journals.

Marie Dutordoir, Manchester Business School


Date: 19 Feb, 14

Marie Dutordoir is a Reader in Finance at Manchester Business School. She previously held a position at the Rotterdam School of Management. Marie has a PhD in Applied Economics from the Catholic University of Leuven in Belgium. Her research deals with corporate securities issuance, short selling and the impact of various types of intangible information on firm value. Her works have appeared in leading academic journals such as Journal of Financial Economics and the Journal of Corporate Finance.

Andrey Golubov, Cass Business School

Extraordinary acquirers

Date: 5 Feb, 14

Andrey Golubov is a Lecturer in Finance at Cass Business School. He also serves as the Academic Director of the M&A Research Centre (MARC) at Cass and co-organizes the Finance Research Seminar Series. Prior to joining Cass, Andrey obtained a PhD in Finance from the University of Surrey focusing on topics in M&A. His papers have featured in leading magazines and academic journals such as the Economist and the Journal of Finance.

Andreas Hoepner, ICMA Centre

An Islamic equity premium puzzle

Date: 29 Jan, 14

Andreas Hoepner is an Associate Professor of Finance at the ICMA Centre. He was previously a Lecturer in Banking and Finance at the University of St. Andrews and as Deputy Director of the Centre for Responsible Banking and Finance at the same institution. He is currently also serving as the Academic Fellow to the United Nation’s Principle for Responsible Investment and as Senior Associate to the University of Cambridge’s Programme for Sustainability Leadership.

Paolo Volpin, Cass Business School

Labor protection and leverage

Date: 22 Jan, 14

Paolo Volpin is a Professor of Finance at Cass Business School. He is also a Research Fellow of the Centre for Economic Policy Research (CEPR) and a Research Associate of the European Governance Institute (ECGI). His primary topics of research are corporate finance, cororate governance, banking and mergers & acquisition. Prior to joining Cass Business School, he was an Associate Professor of Finance at the London Business School. He is an Associate Editor of the Review of Finance. His research has been published in leading journals such as the American Economic Review, Journal of Finance, Journal of Financial Economics and the Review of Financial Studies. He holds a PhD in Economics from Harvard University.

Charles Sutcliffe, ICMA Centre

Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios

Date: 4 Dec, 13

Charles Sutcliffe is a Professor of Finance at the ICMA Centre. Previously, he was a professor of finance and accounting at the University of Southampton and the Northern Society Professor of Accounting and Finance at the University of Newcastle. He has acted as a consultant o the Financial Services Authority, the Securities and Investments Board, H.M. Treasury and many more organisations. He has published in a wide range of leading refereed journals and is a member of the editorial boards of the Journal of Futures Markets, the Journal of Business Finance and Accounting, the Journal of Financial Management and Analysis and the European Journal of Finance.

Nils Tuchschmid, Tages Capital LLP - London

Assessing the performance of funds of hedge funds

Date: 27 Nov, 13

Nils Tuchschmid is the Vice-Chairman and Head of Directional Strategies at Tages Capital LLP. He was the former head of the Department of Business Administration and Professor of Banking and Finance at the HEG (University of Applied Sciences, Geneva). Previously, Nils was the Co-Head of the Alternative Funds Advisory team at UBS and the Head of Multi-Manager Portfolios at Credit Suisse. He holds a PhD in Economics from the University of Geneva and he has published articles in academic and practitioner journals.