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Investment Talk



June 14, 2017

Quantitative Corporate Bond Portfolio Management

Amit Goyal

Amit Goyal is a professor of finance at the University of Lausanne. Formerly on the faculty of Emory University (Atlanta, USA), he holds a Ph.D. in finance from the University of California at Los Angeles. He has research interests in empirical asset pricing, predictability of stock returns, portfolio optimization, and pension funds. His papers have been published in a variety of top academic journals including the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies. He is currently an editor of the Review of Finance.

Programm.pdf Programm.pdf    252Kb

June 15, 2016

Stock Return Predictability

Sheridan Titman/The University of Texas at Austin, McCombs School of Business holds the McAllister Centennial Chair in Financial Services at the University of Texas at Austin and is a Research Associate of the National Bureau of Economic Research. Prior to joining the faculty at the University of Texas, Sheridan was a Professor at UCLA, the Hong Kong University of Science and Technology and Boston College and spent the 1988-89 academic year in Washington D.C. as the special assistant to the Assistant Secretary of the Treasury for Economic Policy. Sheridan’s academic publications include both theoretical and empirical articles on asset pricing, corporate finance, energy finance, real estate finance and urban economics. He has also co-authored three finance textbooks, Financial Markets and Corporate Strategy, Valuation: The Art and Science of Corporate Investment Decisions, and Financial Management: Principles and Applications. He won the Smith-Breeden best paper award for the Journal of Finance, the GSAM best paper award for the Review of Finance and was a recipient of the Batterymarch Fellowship. Sheridan has served on the editorial boards of leading academic journals, including the Journal of Finance and the Review of Financial Studies and has served as President of both the Western Finance Association and the American Finance Association and has served as a Director of the American Finance Association, the Western Finance Association, the Financial Management Association and the Asia Pacific Finance Association. He is currently the Vice President of the American Real Estate and Urban Economics Association. 

Sheridan has a B.S. from the University of Colorado and an M.S. and Ph.D. from Carnegie Mellon University.

Program.pdf Program.pdf    208Kb

June 29, 2015

Quantitative Valuation Metrics and Macro Investing

Mr. Vasant Naik/PIMCO is an executive vice president in the London office and global head of empirical research for the portfolio management analytics group. Prior to joining PIMCO in 2011, he was managing director and head of the quantitative strategies group in fixed income research at Nomura International. Previously, he was with Lehman Brothers. Before entering the financial sector, Mr. Naik was a faculty member in finance at the Sauder School of Business at the University of British Columbia, Vancouver. He has 16 years of investment and financial services experience and holds his Ph.D. in finance from the University of California, Berkeley. He also earned a postgraduate diploma in management from the Indian Institute of Management, Bangalore and a bachelor of commerce degree from Gujarat University. 

Program.pdf Program.pdf    1080Kb

June 2, 2014

The Low Risk Anomaly: Implications for Investment, Asset Allocation, and Corporate Finance

Prof. Malcolm P. Baker is the Robert G. Kirby Professor of Business Administration at the Harvard Business School and the program director for corporate finance at the National Bureau of Economic Research.

Program.pdf Program.pdf    1112Kb

March 19, 2014

The Price of Wine

Prof. Elroy Dimson, Emeritus Professor of London Business School; Chairman of Strategy Council of the Norwegian Government Pension Fund

The Price of Wine: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2321573

July 2, 2013

Short-term debt and financial regulation

Douglas W. Diamond, Merton H. Miller Distinguished Service Professor of Finance, Booth School of Business, University of Chicago, Illinois

March 14, 2013

European and US-American Sovereign Debt Crisis: Two distinct Problems or are We all Sitting in the Same Boat?

Franklin Allen, Nippon Life Professor of Finance, Wharton School, University of Pennsylvania, Philadelphia

January 17, 2013

Do behavioral biases lead to unrecognized risk-taking?

Terrance Odean, Rudd Family Foundation Professor of Finance, Haas School of Business, University of California, Berkeley

March 8, 2012

Current Topics in Asset Management

Richard Roll, Professor, Anderson School, University of California, Los Angeles


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