Marshall School of Business

Fall 2003
FBE Finance Seminar Series

The USC Finance and Business Economics Department sponsors three seminar series each semester.
Applied Economics Workshop | Finance Seminar Series | Macroeconomics and International Finance Workshop


Finance Series seminars are held on Fridays from 10:30 a.m. - 12:00 p.m. in JKP-204 unless otherwise noted below. [Get map]

Rev  Date     Speaker            Title of Paper  Room   Faculty Host
  Sept. 5 Andrew Ang
  Columbia
"What does the Yield Curve Tell us about GDP Growth?" (with Monika Piazzesi and Min Wei) JKP-204 Ozbas
213-740-0781
  Sept. 12 Lubos Pastor
  Univ. of Chicago GSB
"Stock prices and IPO waves" (with Pietro Veronesi) JKP-204 Zapatero
213-740-6538
  Sept. 19 Zhenyu Wang
  Columbia
"A Shrinkage Approach to Model Uncertainty and Asset Allocation" JKP-204 Jones
213-740-9485
  Sept. 26 Mehmet Akbulut &
John Matsusaka

  USC FBE Dept.
"50 Years of Diversification Announcements"
joint seminar with FBE Applied Economics/CLEO
JKP-104
New Room!
none
  Oct. 3 Ulrike Malmendier
  Stanford GSB
"Are small investors naïve?" (with Devin Shanthikumar);
1:30pm;  joint seminar with FBE Applied Economics/CLEO
JKP-204
1:30 pm
Zabojnik
213-740-6497
  Oct. 10 Heber Farnsworth
Washington Univ. at St. Louis
"Reputation Effects in Portfolio Management" JKP-204 Clay
213-740-6532
  Oct. 17 John C. Heaton
  Univ. of Chicago GSB
"Intangible Risk?" (with Lars Peter Hansen and Nan Li);  joint with FBE Macroeconomics JKP-204 Protopapadakis
213-740-6537
  Oct. 24 Francis Longstaff
  UCLA Anderson
"The Credit-Default Swap Market: Is Credit Protection Priced Correctly?" (Sanjay Mithal & Eric Neis) JKP-204 Jones
213-740-9485
  Oct. 31 Vassilis Polimenis
  UC Riverside
"Unhedgeable Gamma Risks in Assset Pricing" JKP-104
New Room!
Protopapadakis
213-740-6537
  Nov. 7 Michelle Lowry
  Penn St. Smeal
"Does Disclosure Deter or Trigger Litigation?" JKP-204 Officer
213-740-6519
  Nov. 14 Diane Del Guercio
 Univ. of Oregon (visiting FBE)
"Star Power: The Effect of Morningstar Ratings on Mutual Fund Flows" JKP-204 Ozbas
213-740-0781
  Nov. 21 Denis Gromb
 London Business School
"Entrepreneurship in Equilibrium" JKP-204 Ozbas
213-740-0781
  Nov. 28          - - - Thanksgiving Break - No Seminar     - - -       - - -
  Dec. 5          - - - No seminar currently scheduled.     - - -       - - -
  Dec. 17
Wednesday
Yacine Ait Sahalia
 Princeton Universityl
"How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise"
joint seminar with USC Mathematics Dept.
JKP-204
3:30 pm!
Zapatero
213-740-6538

Click on the paper title to download a PDF.  To meet with a particular visitor, please contact the FBE faculty host listed in the right hand column. For a paper hardcopy or parking, contact the FBE Dept. at (213) 740-6515 or fbe@usc.edu.  Parking reservations require at least 24 hours advance notice!

University of Southern California  ·  Finance and Business Economics Department  ·  HOH-701, MC-1427
701 Exposition Blvd., Ste. 701  ·  Los Angeles, CA 90089-1427  ·  213-740-6515  ·  213-740-6650 fax
fbe@usc.edu  ·  http://www.marshall.usc.edu/FBE

This page last modified: 12/3/03 by Terry Lichvar, Program Administrator, USC FBE Dept.  ©2003 University of Southern California