| Venue for seminars: | ICMA Centre, Room G03/04 |
| Seminar Time: | 4:30pm to 5:30pm |
Dimitris kyriazis, Assistant Professor in Finance, University of Piraeus
TBA
Date: 19 Jun, 13Dr. Dimitris kyriazis studied Business Administration in the Athens Economic University (AUEB) and obtained an MBA from the University of Wales, Aberystwyth. After that, he completed his PhD in Economics at City University, London. He worked as a research assistant in the International Centre for Shipping, Trade & Finance at City University Business School, with the main duty to conduct innovative financial research in the area of shipping. He became an executive of Alpha Bank, as the Head of the Department of Financial Analysis in the Participations Division. He obtained significant experience in company valuation and banks, in mergers and acquisitions projects and in other topics of corporate finance, such as evaluation systems of performance of management, companies financing, corporate restructurings, transfer pricing, venture capital, e.tc. His research work is focused on the issues of mergers and acquisitions, information asymmetry, and market efficiency. His papers have been published in academic journals, such as European Financial Management, Strategic Management Journal, Journal of Business Finance & Accounting, International Journal of the Economics of Business.
Moqi Xu, Assistant Professor of Finance, LSE
Contract negotiations and CEO salary dynamics
Date: 14 Jun, 13Dr. Moqi Xu specialises in Corporate Finance and Corporate Governance. Her main research interests are the effects of regulations and contracts on financial decisions of corporations, such as capital raising or investment. She currently works on a comparison of rights offering regulations around the world and various studies on the effects of CEO employment contracts. Dr Xu joined the LSE in 2011 with a PhD from INSEAD, France.
Robert Kosowski, Associate Professor of Finance, Imperial College London
Incentives and Endogenous Risk Taking: Implications for Hedge Fund Alphas
Date: 5 Jun, 13Dr. Robert Kosowski is Associate Professor in the Finance Group of Imperial College Business School, Imperial College London, and Director of the Risk Management Lab and Centre for Hedge Fund Research. Robert is an associate member of the Oxford-Man Institute of Quantitative Finance at Oxford University and a member of AIMA’s research committee. Robert Kosowski’s research interests include asset management, asset pricing and financial econometrics with a focus on hedge and mutual funds, performance measurement, asset allocation, business cycles and derivative trading strategies. Robert’s research has been featured in The Financial Times and The Wall Street Journal and was awarded the European Finance Association 2007 Best Paper Award, an INQUIRE UK 2008 best paper award, an INQUIRE Europe 2009 best paper award and the British Academy’s mid-career fellowship (2011-2012). Robert’s research has been accepted for publication in top peer-reviewed finance journals such as The Journal of Finance, The Journal of Financial Economics and the Journal of Financial and Quantitative Analysis. Prior to joining Imperial College London Robert was an Assistant Professor of Finance at INSEAD where he taught in the MBA, Executive Education and PhD programs. Robert holds a BA (First Class Honours) and MA in Economics from Trinity College, Cambridge University, and a MSc in Economics and PhD from the London School of Economics.
Alexander Gorbenko, Assistant Professor in Finance, London Business School
TBC
Date: 29 May, 13Dr. Alexander Gorbenko is Assistant Professor of Finance from London Business School. He graduated from Stanford University. His research interests include Capital structure, financial auctions, mergers and acquisitions and industrial organisation. He has published his work in Review of Financial Studies, American Economic Review and Journal of Finance.
Patricia Jackson, Partner of Ernst & Young
Global survey on bank regulation
Date: 22 May, 13Patricia Jackson leads the Ernst & Young Prudential Advisory practice across Europe, Middle East, India and Africa (EMEIA) within the Financial Services Organisation. Patricia joined Ernst & Young in December 2004 and has been instrumental in building the banking risk and regulatory practice, focusing on Basel II, credit risk, liquidity risk, board training and stress testing. In 2008 Patricia chaired a global industry working group for the Institute of International Finance looking into the causes of the financial crisis involving structured products and in particular the originate to distribute model. Earlier this year she conducted a world wide survey of changes being made by the banking industry in response to the crisis. Prior to joining Ernst and Young, Patricia was a senior official of the Bank of England and was head of the Financial Industry and Regulation Division. She represented the UK on the Basel Committee for Banking Supervision for 7 years and led part of the development of Basel II, including the world wide QIS studies and calibration. Patricia is an Adjunct Professor of the Imperial College Business School, a member of the board of the Imperial College Risk Lab and a Trustee of the Centre for Economic Policy Research (CEPR). She has published a wide range of papers on credit and market risk and bank capital – including procyclicality.
Paolo Zaffaroni, Professor in Finance, Imperial College London
Long Memory Affine Term Structure Models
Date: 1 May, 13Paolo Zaffaroni has a summa cum laude degree in economic statistics from Roma and holds a PhD in Econometrics from the London School of Economics. He is Professor in Financial Econometrics at Imperial College Business School. Paolo’s main research interests are financial econometrics and econometric theory as well as risk management and asset allocation. His publications include The Annals of Statistics, The Journal of Econometrics, The Journal of Time Series Analysis, The Journal of Empirical Finance, The Journal of Monetary Economics and Econometric Theory.
Christopher Hennessy, Professor in Finance, London Business School
TBA
Date: 5 Dec, 12Dr. Christopher Hennessy is a Professor of Finance at London Business School. He is specialized in corporate financial management and valuation of financial securities. Recent work focuses on hybrid debt, taxation, and the design of financial contracts. He has won three Brattle Prizes for outstanding corporate finance research published in the Journal of Finance. He received Ph.D. Economics from Princeton University in 2001.
Massimo Guidolin, Professor in Finance, University of Manchester
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests
Date: 21 Nov, 12Dr. Massimo Guidolin holds a Ph.D. from University of California, San Diego (year 2000). His curriculum lists periods of employment with the University of Virginia as an assistant professor in financial economics, the Federal Reserve Bank of St. Louis at first as a senior economist and then as an Assistant Vice-President (Financial Markets), and the Accounting and Finance department of Manchester Business School as a chair full professor in Finance. He has also taught courses or held short-term positions at variety of institutions around the world, such as Collegio Carlo Alberto (University of Turin), Olin Business School (Washington University in St. Louis), the Center for Research on Pensions and Welfare (CERP, University of Turin), the University of Insubria (Varese), and Universite’ de Montreal in Canada. His teaching has spanned corporate finance, asset pricing theory, empirical finance, derivative pricing, and of course, econometrics both the undergraduate and graduate (MSc. and doctoral) levels. Massimo has published in top economics, econometrics, and finance outlets such as the American Economic Review, the Journal of Financial Economics, the Journal of Econometrics, the Review of Financial Studies, and the Economic Journal. He serves on the editorial board of a number of journals, among them the Journal of Economic Dynamics and Control (Elsevier Press), the International Journal of Forecasting (Elsevier), the Journal of Business Finance and Accounting (Blackwell), and Studies in Nonlinear Dynamics and Econometrics (Berkeley University Press).
Pasquale Della Corte, Associate Professor in Finance, Imperial College
Currency Premia and Global Imbalances
Date: 14 Nov, 12Dr. Pasquale Della Corte is an Assistant Professor of Finance at Imperial College Business School, Imperial College London, and an Associate Editor of the Journal of Money, Credit and Banking (JMCB). Pasquale’s research interests focus on international finance, market microstructure, empirical asset pricing, portfolio choice and Bayesian econometrics. Pasquale’s research has been published in the Journal of Financial Economics, the Review of Economics and Statistics, the Review of Financial Studies, and the Journal of Empirical Finance, and featured in he FT, VoxEu and EconoMonitor. His research has received the INQUIRE UK 2010 and INQUIRE UK 2011 best paper awards. Prior to joining Imperial College, Pasquale was an Assistant Professor of Finance at Warwick Business School where he taught in the MSc Finance and BSc Accounting & Finance. At Imperial College, Pasquale teaches International Finance in the MSc Finance and MSc Risk Management & Financial Engineering, and Empirical Finance in the PhD Program. Pasquale has also held visiting positions at the Federal Reserve Bank of St. Louis, the Washington University in St. Louis, and Norges Bank.
Stavros Panageas, Associate Professor in Finance, University of Chicago
Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing
Date: 7 Nov, 12Dr. Stavros Panageas is an associate professor of finance at University of Chicago. He obtained his Ph.D. in Economics from MIT in 2005. He studies asset pricing and macroeconomics. Previously he has taught at the Wharton School of the University of Pennsylvania. He is a Faculty Research Fellow of the National Bureau of Economic Research and he has been a visiting scholar at the Federal Reserve Bank of Minneapolis and the London School of Economics. He has made presentations at Harvard, MIT, Princeton, Stanford, Yale, Columbia, NYU, Kellogg, Berkeley, UCLA, and several other universities in the United States and abroad. He also has presented his scholarly work at academic conferences, including the American Economic Association Meetings, the National Bureau of Economic Research Summer Institute, the Western Finance Association, the Society for Economic Dynamics and the Utah Winter Finance Conference. He is the recipient of a Rodney White Research Grant, two Geewax, Terker Prizes in Investment Research from the Rodney L. White Center for Financial Research, and a Paul Alther Prize for the best undergraduate thesis at the University of St. Gallen. Panageas is a referee for several journals, including American Economic Review, Econometrica, the Journal of Finance, theJournal of Political Economy, the Review of Economic Studies, and the Review of Financial Studies. Panageas earned a Lizentiat in economics from the University of St. Gallen in 1997 and a PhD in economics from the Massachusetts Institute of Technology in 2005. He joined the Chicago Booth faculty in 2008.
