Event Type Events
september
28sep13:0014:00FIN Seminar/ Webinar - Peter Kort
Event Details
CEF.UP – FIN Seminar/Webinar Thursday – September 28th, 2023 at 1:00 p.m. | Room 305| Online "First and Second Mover Advantages in Strategic Investment under Uncertainty" Peter Kort – Tilburg University (joint
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Event Details
CEF.UP – FIN Seminar/Webinar
Thursday – September 28th, 2023 at 1:00 p.m. | Room 305| Online
“First and Second Mover Advantages in Strategic Investment under Uncertainty”
Peter Kort – Tilburg University (joint work with Berend J. Stofferis, and Jacco J.J. Thijssen)
Abstract:
“We study a strategic duopoly investment game in which two firms decide on timing and size of an investment under iso-elastic demand. We find that, in equilibrium, investment can be preemptive or resulting from a war of attrition. This contrasts with existing literature that only finds preemptive investment. We show numerically that the presence of a second mover advantage can delay investment inefficiently long from a social welfare perspective.”
Time
(Thursday) 13:00 - 14:00
october
12oct13:0014:00FIN Seminar/ Webinar - Nelson Areal
Event Details
CEF.UP – FIN Seminar/Webinar Thursday – October 12th, 2023 at 1:00 p.m. | Room 305| Online Title - TBA Nelson Areal – Universidade do Minho
Event Details
CEF.UP – FIN Seminar/Webinar
Thursday – October 12th, 2023 at 1:00 p.m. | Room 305| Online
Title – TBA
Nelson Areal – Universidade do Minho
Time
(Thursday) 13:00 - 14:00
26oct13:0014:00FIN Seminar/ Webinar - Annika Bacher
Event Details
CEF.UP – FIN Seminar/Webinar Thursday – October 26th, 2023 at 1:00 p.m. | Room 305| Online "Housing and Savings Behavior Across Family Types" Annika Bacher– BI Norwegian Business School
Event Details
CEF.UP – FIN Seminar/Webinar
Thursday – October 26th, 2023 at 1:00 p.m. | Room 305| Online
“Housing and Savings Behavior Across Family Types“
Annika Bacher– BI Norwegian Business School
Time
(Thursday) 13:00 - 14:00
november
09nov13:0014:00FIN Seminar/ Webinar - Han Ozsoylev
Event Details
CEF.UP – FIN Seminar/Webinar Thursday – November 9th, 2023 at 1:00 p.m. | Room 305| Online "Pricing ambiguity in the cross-section" Han Ozsoylev – Ozyegin University (joint with Sujoy Mukerji, Erkan M.
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Event Details
CEF.UP – FIN Seminar/Webinar
Thursday – November 9th, 2023 at 1:00 p.m. | Room 305| Online
“Pricing ambiguity in the cross-section”
Han Ozsoylev – Ozyegin University (joint with Sujoy Mukerji, Erkan M. Savran and Jean-Marc Tallon)
Abstract:
“We empirically test the implications of the theory of ambiguity aversion for the cross-section of stock returns. Our main findings indicate that exposure to systematic ambiguity is priced in the cross-section of stocks and that this pricing becomes more pronounced during times of high uncertainty, such as the days preceding the FOMC meeting announcements. We also find that ambiguity pricing can largely account for the beta anomaly. Our findings complement the recent developments in the macro-finance literature where ambiguity aversion has been shown to successfully address aggregate pricing puzzles such as the dynamics of equity premium and excess volatility.”
Time
(Thursday) 13:00 - 14:00
december
14dec13:0014:00FIN Seminar/ Webinar - Ania Zalewska
Event Details
CEF.UP – FIN Seminar/Webinar Thursday – December 14th, 2023 at 1:00 p.m. | Room 305| Online “The effectiveness of monetary incentives of independent directors in retail and in institutional mutual funds”
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Event Details
CEF.UP – FIN Seminar/Webinar
Thursday – December 14th, 2023 at 1:00 p.m. | Room 305| Online
Ania Zalewska – Leicester University
Time
(Thursday) 13:00 - 14:00
january
25jan13:0014:00FIN Seminar/ Webinar - Daniel Carvalho
Event Details
CEF.UP – FIN Seminar/Webinar Thursday – January 25th, 2024 at 1:00 p.m. | Room 305| Online "Brexit, what Brexit? Euro area portfolio exposures to the United Kingdom since the Brexit referendum"
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Event Details
CEF.UP – FIN Seminar/Webinar
Thursday – January 25th, 2024 at 1:00 p.m. | Room 305| Online
“Brexit, what Brexit? Euro area portfolio exposures to the United Kingdom since the Brexit referendum“
Daniel Carvalho – Banco de Portugal (joint work with Martin Schmitz)
Time
(Thursday) 13:00 - 14:00