Navigation auf uzh.ch
Navigation auf uzh.ch
| Session 1: FINANCE | ||
|---|---|---|
| 09.00 - 09.30 | Self-selection and stock returns around corporate security offering announcements | Laurie Hodrick (Columbia Business School) |
| 09.30 - 10.00 | Equilibrium Existence and Approximation of Incomplete Market Models with Substantial Heterogeneity | Thomas Mertens (NYU-Stern) |
| 10.00 - 10.30 | Portfolio Selection in Stochastic Volatility Models: A Homotopy Approach |
Dietmar Leisen (University of Mainz) |
| Session 2: ECONOMETRICS | ||
|---|---|---|
| 10.45 - 11.15 | On the ergodicity of fuzzy Markov Chains with the max-product composition | Sy-Ming Guu (Chang Gung University, Taiwan) |
| 11.15 - 11.45 | A Large Scale Study of the Small Sample Performance of Random Coefficient Models of Demand | Benjamin Skrainka |
| 11.45 - 12.15 | Estimating the conditional CAPM with overlapping data inference | Robert Hodrick
(Columbia Business School) |
| Session 3: EXPERIMENTS AND COMPUTATION | ||
|---|---|---|
| 14.00 - 14.30 | A Model of Persuasion with Boundedly Rational Agents |
Jacob Glazer (University of Tel Aviv) |
| 14.30 - 15.00 | The PATH Not Taken: Lemke's Method for Strictly Positive Matrices |
Todd Munson (Argonne National Laboratory, Chicago) |
| 15.00 - 15.30 | Investment Decisions of the Elderly | Valentina Michelangeli (Bank of Italy, Rome) |
| Session 4: INDUSTRIAL ORGANIZATION | ||
|---|---|---|
| 16.00 - 16.30 | Hui: A Case Study of a Sequential Double Auction of Capital | Harry Paarsch |
| 16.30 - 17.00 | Estimating Dynamic Discrete-Choice Games of Incomplete Information |
Che-Lin Su (Chicago Booth) |
| 17.00 - 17.30 | The economies of predation: What drives pricing when there is learning-by-doing) |
Ulrich Doraszelski (Wharton School, University of Pennsylvania) |
| 17.30 - 18.00 | Social clubs and social networks | Chaim Fershtman (University of Tel Aviv) |
