|Venue for seminars:||ICMA Centre, Room G03/04|
|Seminar Time:||1:00pm to 2:00pm|
Cesare Robotti, Imperial College London Business School
TBCDate: 10 Dec, 14
Cesare Robotti is an Associate Professor of Finance at Imperial College Business School. Before joining Imperial College London, Dr Robotti was a financial economist with the financial group of the research department of the Federal Reserve Bank of Atlanta. Dr Robotti concentrates his research on empirical asset pricing and portfolio management.
Dr Robotti has been an Affiliate Professor at EDHEC Business School, a teaching fellow at Boston College and an adjunct faculty member at Brandeis University. He has also worked in the dealing room of Novara International Bank in Luxembourg and as a financial analyst at Cariplo Bank in Milan, Italy.
He has published works in several mainstream academic journals such as the Journal of Finance, the Review of Financial Studies, the Journal of Econometrics, the Journal of Business and Economic Statistics, and the Journal of Empirical Finance, and has presented his research at a number of professional conferences and academic institutions. He received a bachelor’s degree in economic and social sciences and a master’s of science in economics from L. Bocconi University of Milan. He earned a Master’s degree and his Doctorate in economics from Boston College.
Igor Makarov, London Business School
TBCDate: 3 Dec, 14
Igor Makarov is an associate professor of Finance at London School of Economics. His research interests lie in the areas of asset pricing, information in asset markets, delegated portfolio management and hedge funds. His work has been published on Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Economic Theory, Mathematics and Financial Economics, and Journal of Comparative Economics.
Simon Hayley, City University London Cass Business School
TBCDate: 19 Nov, 14
Simon Hayley joined Cass from a career as a market analyst in a range of city institutions. Most recently he was senior international economist at Capital Economics, where he was responsible for global market analysis. His views were widely quoted and he made many TV and radio appearances. Before this he was a senior research associate at Pareto Partners, the leading global currency overlay manager, where he conceived and researched improvements in dynamic currency overlay strategy and was a regular speaker at conferences and seminars. Prior to this he worked as a currency strategist, generating applied market strategies in FX spot and options markets.
He has previously worked as an economic forecaster at the Reserve Bank of New Zealand, and as an economic adviser at HM Treasury, covering a variety of areas including macroeconomic modeling and forecasting, policy formulation, market analysis and UK policy towards EMU.
Abhinav Goyal, University of Liverpool Management School
Whence the Privatized Firm Dividend Premium?Date: 12 Nov, 14
Abhinav Goyal is a Lecturer of Corporate Finance at ULMS. He obtained his PhD degree from University College Dublin. His area of principal research focus is in corporate payout policy: cash dividends and share repurchases. Specifically, Abhinav is working on free cash flow, firm life-cycle and information asymmetry models to better understand the determination and implications of firm payout policy decisions. He has published in international refereed publication outlets including the International Review of Financial Analysis. He has lectured modules in Corporate Finance, Financial Derivatives, Financial Markets and Theory of Finance. Abhinav has actively participated and presented his research findings in a number of international conferences like the Financial Management Association (FMA) annual meeting, the Financial Management Association (FMA) Europe annual meeting, the INFINITI Conference and the Global Finance Academy conference.
Georgy Chabakauri, London School of Economics
Multi-Asset Noisy Rational Expectations Equilibrium with Contingent ClaimsDate: 5 Nov, 14
Georgy Chabakauri is an assistant professor of Finance at London School of Economics. He received his Ph.D. in Finance from London Business School and Ph.D. in Mathematics from Moscow State University. His research interests lie in the areas of asset pricing, portfolio choice and risk management. His work has been published on Review of Financial Studies.
Nicholas Hirschey, London Business School
TBCDate: 22 Oct, 14
Nicholas Hirschey is an assistant professor of Finance at London Business School. He received his PhD in Finance from University of Texas. His research interests lie in the areas of institutional trading, investment, and international finance. He has published on Review of Financial Studies.
Nikolaos Tessaromatis, EDHEC Business School and EDHEC Risk Institute
Global portfolio management under state dependent multiple risk premiaDate: 1 Oct, 14
Nikolaos Tessaromatis is a Professor of Finance at EDHEC Business School. Prior to joining EDHEC Business School Dr Tessaromatis was CEO and CIO of EDEKT Asset Management, the leading fiduciary manager of Greek pension funds, and Associate Professor of Finance at ALBA Graduate Business School. Before EDEKT, he was Director of Investments at ATE Finance, Principal and Head of Research and Product Development at Gartmore Investment Management, Associate Director at Nat-West Investment Management and Senior Quantitative Analyst at Hermes Investment Management. A financial economist with interest and experience in applying modern portfolio theory to the management of institutional assets, his professional experience includes creation and management of quantitatively driven investment products, index fund management, portfolio risk management and advice on strategic asset allocation.
His academic experience includes positions as Associate Professor of Finance at ALBA Graduate Business School and Lecturer in Finance at Warwick Business School. He was also Chairman of the Board of Directors, School of Education of Employees at the Greek Ministry of the Economy. His research and teaching focuses on pension fund asset-liability management, global investment strategies, fund manager selection and risk management.