|Venue for seminars:||ICMA Centre, Room G03/04|
|Seminar Time:||1:00pm to 2:00pm|
Charles Sutcliffe, ICMA Centre
Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfoliosDate: 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 fundsDate: 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.
Andrea Vedolin, London School of Economics
TBADate: 13 Nov, 13
Andrea Vedolin¬†is a Lecturer in Finance at the London School of Economics. Prior to joining the LSE, Andrea obtained a PhD in Economics from the University of Lugano. Her works have been presented in leading conferences such as the American Finance Association and the Western Finance Association meetings.¬†Her research interests are asset pricing, derivative pricing and financial econometrics. She has papers forthcoming in the Journal of Finance and Management Science.
Marcel Prokopczuk, Zeppelin University
TBADate: 6 Oct, 13
Marcel Prokopczuk¬†is a Professor of Empirical Finance and Econometrics at Zeppelin University and a Visiting Professor at the ICMA Centre. He was previously a Senior Lecturer in Finance at the ICMA Centre. His research interests are in commodity markets, derivatives, risk management, applied econometrics and empirical asset pricing. He is an Associate Editor of the Journal of Banking and Finance. Marcel’s work has been published in many journals including the Journal of Empirical Finance and the Journal of Futures Markets. He holds a PhD in Finance from the University of Mannheim
Constantinos Antoniou, Warwick Business School
TBADate: 23 Oct, 13
Constantinos Antoniou¬†is currently an Assistant Professor of Finance and Behavioural Science at Warwick Business School. He was previously a Lecturer in Finance at the University of Exeter Business School. He focuses on empirical asset pricing and his work has been published in leading journals such as the Journal of Financial and Quantitative Analysis. He holds a PhD in finance from Durham University.
Ludovic Phalippou, Said Business School
Is the rise of secondary buyouts good news for investors?Date: 16 Oct, 13
Ludovic Phalippou¬†is a Lecturer in Finance at the University of Oxford’s Said Business School. Prior to his current role, he worked at the University of Amsterdam from 2004 to 2010, first as Assistant Professor of Finance then as Associate Professor of Finance. He specialises in private equity funds and his research in this area has been published in leading academic and practitioner journals such as the Journal of Finance, the Review of Financial Studies and the Journal of Economic Perspectives. His work has also had a strong impact within the private equity industry. He obtained his PhD in Finance from INSEAD