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Brown Bag Seminars

 

Fall 2017

 
Tuesday, September 26 2017, 12h (gcal)
Room Béton-Grilli
Denada Ibrushi
HEC Montréal
"Time Variation in Cash Flows and Discount Rates"
 

Winter 2017

 
Friday, March 10 2017, 10h (gcal)
Room Hélène-Desmarais
Alexandre Jeanneret
HEC Montréal
"Deflation, Sticky Leverage and Asset Prices"
Friday, March 17 2017, 10h (gcal)
Room Marie-Husny
Mathieu Fournier
HEC Montréal
"Beta Risk in the Cross-Section of Equities"
 

Fall 2016

 
Tuesday, November 22 2016, 12h (gcal)
Room Xerox Canada
Paul-Olivier Klein
Université de Strasbourg
"Is it Worth Issuing Bonds in China? The Role of Ownership"
Tuesday, December 6 2016, 12h (gcal)
Room CPA du Québec
Farid Radmehr
HEC Montréal
"Time Variation in Institutional Investors' Preferences for Firm Level Characteristics"
 

Winter 2014

 
Wednesday, April 30 2014, 12h (gcal)
Room Dutailier International
Samuel Ouzan
HEC Montréal
"Loss Aversion and Insider Trading"
 

Fall 2013

 
Friday, October 4 2013, 12h (gcal)
Room Société canadienne des postes
Hyacinthe Y. Somé
HEC Montréal
"Does Competition Matter for Corporate Governance? The Role of Country Characteristics"
Wednesday, November 27 2013, 12h (gcal)
Room TAL Gestion globale d'actifs inc.
Hatem Ben Ameur
HEC Montréal
"A Dynamic Program for Valuing Corporate Securities"
 

Winter 2013

 
Wednesday, March 27 2013, 12h (gcal)
Room Demers Beaulne
Pierre Chaigneau
HEC Montréal
"Incentives for Risk-Taking: Bonuses and Dismissals"
 

Fall 2012

 
Thursday, November 22 2012, 12h (gcal)
Room Rona
Gunnar Grass
HEC Montréal
"Do Corporate Bond Spreads Really Contain Illiquidity Premia?"
Thursday, November 29 2012, 12h (gcal) Pascal Létourneau
HEC Montréal
 

Winter 2012

 
Wednesday, January 25 2012, 12h (gcal)
Room Transat
Thomas Lejeune
F.R.S. - FNRS Research Fellow, HEC-University of Liège
"Risk Horizon and Equilibrium Asset Prices"
Thursday, February 2 2012, 15h15 (gcal)
Room Groupe Cholette
Pierre Chaigneau
HEC Montréal
"The Effect of Risk Preferences on the Valuation and Incentives of Compensation Contracts"
Wednesday, February 8 2012, 12h (gcal)
Room Sony
Tolga Cenesizoglu
HEC Montréal
"Time Varying Return Decomposition"
Wednesday, February 15 2012, 12h (gcal)
Room Sony
Simon van Norden
HEC Montréal
"Basel III and the Prediction of Financial Crises"
Thursday, March 29 2012, 15h15 (gcal)
Room Marie-Husny
Alexandre Jeanneret
HEC Montréal
"What Drives Sovereign Credit Risk?"
Tuesday, May 8 2012, 15h15 (gcal)
Room PricewaterhouseCoopers
Léon Courville
Institut d'Économie Appliquée - HEC Montréal
"Financial Crisis: A Perfect Storm or Regulatory Failure"
 

Winter 2011

 
Wednesday, January 12 2011, 12h (gcal)
Room Transat
Pascal François
HEC Montréal
"A Portfolio Approach to Venture Capital Financing"
Thursday, January 20 2011, 15h (gcal)
Room Groupe Cholette
Van Son Lai
Université Laval
"Performance, Risk and Capital Buffer under Business Cycles and Banking Regulations: Evidence from the Canadian Banking Sector"
Wednesday, February 2 2011, 12h (gcal)
Room Ernst & Young
Henrik Nørholm
Aarhus School of Business
"Pricing and Performance of Structured Bonds"
Wednesday, March 2 2011, 12h (gcal)
Room Marie-Husny
Cédric Okou
HEC Montréal
"Segregating Continuous Volatility from Jumps in Long-Run Risk-Return Trade-Offs"
Thursday, April 21 2011, 12h (gcal)
Room Esdras-Minville
Marc Santugini
HEC Montréal
"The Determination of Spot and Futures Prices"
Wednesday, May 18 2011, 12h (gcal)
Room Cogeco
Pierre Chaigneau
HEC Montréal
"Pay-for-luck in CEO Compensation: Matching and Efficient Contracting"
 

Fall 2010

 
Wednesday, November 17 2010, 12h (gcal)
Room Société canadienne des postes
Andreas Storkenmaier
Karlsruhe Institute of Technology
"Public Information Arrival: Price Discovery and Liquidity in Electronic Limit Order Markets"
 

Fall 2009

 
Wednesday, September 9 2009, 11h45 (gcal)
Room Hélène-Desmarais
Bernard Sinclair-Desgagné
HEC Montréal
"Economic Policy when Models Disagree"
 

Winter 2009

 
Wednesday, January 7 2009, 12h (gcal)
Room Dutailier International
Simon van Norden
HEC Montréal
"The Calibration and Resolution of Probabilistic Forecasts"
 

Fall 2008

 
Wednesday, November 5 2008, 12h (gcal)
Room Demers Beaulne
Olfa Maalaoui
HEC Montréal
"Credit Spread Changes within Switching Regimes"
 

Winter 2008

 
Wednesday, March 12 2008, 12h (gcal)
Room Sony
Jean-Roch Sibille
HEC Montréal
"Correlation of the Recovery Rate and the Arrival Rate of Default in the Valuation of Collateralized Debt Obligations"
Wednesday, March 19 2008, 12h (gcal)
Room Hélène-Desmarais
Martin Boyer
HEC Montréal
"Why are Trade Credits so Damn Expensive"
Wednesday, April 2 2008, 12h (gcal)
Room Ordre des CGA du Québec
Pascal François
HEC Montréal
"Revisiting the Risk Mitigating Effect of Convertible Debt"
Wednesday, April 9 2008, 12h (gcal)
Room Sony
John-John D'Argensio
HEC Montréal
"The Real Estate Risk Premium: A Developed / Emerging Country Panel Data Analysis"
 

Fall 2007

 
Wednesday, October 10 2007, 12h (gcal)
Room Sony
Denitsa Stefanova
HEC Montréal
"Dependence Modeling of Joint Extremes via Copulas: A Dynamic Portfolio Allocation Perspective"
Wednesday, October 31 2007, 12h (gcal)
Room Saine Marketing
Albert Lee Chun
HEC Montréal
"Comments and Extensions on "Expectations, Bond Yields and Monetary Policy""
Wednesday, November 14 2007, 12h (gcal)
Room Xerox Canada
Anis Samet
HEC Montréal
"The Choice of ADRs"
Wednesday, November 21 2007, 12h (gcal)
Room Xérox Canada
Abdelhakim Nouira
HEC Montréal
"Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities"
Wednesday, November 28 2007, 12h (gcal)
Room Xérox Canada
Lars Stentoft
HEC Montréal
"Option Pricing Using Realized Volatility: An Empirical Investigation"
Wednesday, December 5 2007, 12h (gcal)
Room Xérox Canada
Simon Van Norden
HEC Montréal
"Modeling Data Revisions: Measurement Error and the Dynamics of "True" Values"
 

Winter 2007

 
Wednesday, April 25 2007, 12h (gcal)
Room Louis-Laberge
Bidénam Kambia
HEC Montréal
"Environmental Risks, the Judgment-Proof Problem and Financial Responsibility"
Wednesday, May 9 2007, 12h (gcal)
Room PricewaterhouseCoopers
Amira Annabi
HEC Montréal
"Resolution of Financial Distress under Chapter 11: A Dynamic Game Approach"
 

Fall 2006

 
Wednesday, November 1 2006, 12h (gcal)
Room Xerox
Tolga Cenesizoglu
HEC Montréal
"Asymmetries in the Reaction of Stock Prices to Macroeconomic News"
Wednesday, November 29 2006, 12h (gcal)
Room CIBC
Khemaïs Hammami
HEC Montréal
"Default Risk, Default Risk Premiums and Corporate Yield Spreads"
Wednesday, December 6 2006, 12h (gcal)
Room Société canadienne des postes
Taoufik Bouezmarni
HEC Montréal
"Density and Hazard Rate Estimation for Censored and a-mixing Data Using Gamma Kernels"
 

Winter 2006

 
Monday, January 23 2006, 12h (gcal)
Room Nancy & Michel Gaucher
Lenny Wall
HEC Montréal
"The predictive performance of using a real-time data in supply-side business intelligence: The case of the Western Canadian grains industry"
Wednesday, March 15 2006, 13h30 (gcal)
Room Serge-Saucier
Jens Gundgaard
HEC Montréal
"Explaining the Sources of Income-Related Inequality in Health Care Utilization in Denmark"
Wednesday, March 22 2006, 13h30 (gcal)
Room Nancy & Michel-Gaucher
Lars Stentoft
HEC Montréal
"Modelling the Volatility of Financial Assets Using the Normal Inverse Gaussian Distribution: With an Application to Option"
Wednesday, March 29 2006, 13h30 (gcal)
Room Sony
Iwan Meier
HEC Montréal
"Corporate Investment Decision Practices and the Hurdle Rate Premium Puzzle"
Wednesday, April 5 2006, 13h30 (gcal)
Room Nancy & Michel-Gaucher
Martin Boyer
HEC Montréal
"Underwriting Cycles and Underwriter Sentiment"
Wednesday, April 12 2006, 13h30 (gcal)
Room Sony
Jean-Marc Bourgeon
HEC Montréal
"On Debt Service and Renegotiation when Debt-holders Are More Strategic"
Wednesday, April 26 2006, 13h30 (gcal)
Room Sony
Hatem Ben Ameur
HEC Montréal
"A Dynamic Programming Approach for Pricing CDS and CDS Options"
Wednesday, May 10 2006, 13h30 (gcal)
Room Sony
Awa Diop
HEC Montréal
"Un schéma de discrétisation d'ordre un pour les équations différentielles stochastiques de type CIR (Cox-Ingersoll-Ross)"
Wednesday, May 17 2006, 13h30 (gcal)
Room Sony
Nicolas Papageorgiou
HEC Montréal
"Optional and Conditional Components in Hedge Fund Returns"
 

Fall 2005

 
Wednesday, October 12 2005, 13h30 (gcal)
Room Transat
Ari Van Assche
HEC Montréal
"Firm Heterogeneity, Input Specificity, and the Optimal Outsourcing Strategy for the Multinational Firm"
Wednesday, November 23 2005, 13h30 (gcal)
Room Serge-Saucier
Justin Leroux
HEC Montréal
"Méthodes de partage de profits non manipulables"
Wednesday, November 30 2005, 13h30 (gcal)
Room Transat
Pascal François
HEC Montréal
"The Immunization Property of Stochastic Duration Revisited"
Wednesday, December 7 2005, 13h30 (gcal)
Room Transat
Nicolas Sahuguet
HEC Montréal
"Re-election Incentives and the Sustainability of International Cooperation"
 

Winter 2005

 
Wednesday, March 9 2005, 13h30 (gcal)
Room St-Hubert
Takashi Kano
HEC Montréal
"Business Cycle Implications of Habit Formation"
Wednesday, March 30 2005, 13h30 (gcal)
Room Transat
Robert Clark
HEC Montréal
"Strategic Buying"
Wednesday, April 6 2005, 13h30 (gcal)
Room Transat
Éric Jacquier
HEC Montréal
"Market Beta Dynamics and Portfolio Efficiency"
Wednesday, April 13 2005, 13h30 (gcal)
Room Transat
Hafedh Bouakez
HEC Montréal
"Learning-by-Doing or Habit Formation?"
Wednesday, April 20 2005, 13h30 (gcal)
Room Xérox Canada
Antonio Falato
HEC Montréal
"Bank Governance, Financial Systems, and Investment"
Wednesday, April 27 2005, 13h30 (gcal)
CANCELED
Andrew Leach
HEC Montréal
"The Day After Tomorrow, or Maybe the Day After That"
Wednesday, May 4 2005, 13h30 (gcal)
Room Hélène-Desmarais
Hatem Ben Ameur
HEC Montréal
"A Dynamic Programming Approach for Pricing Derivatives in the GARCH Model"
 

Fall 2004

 
Wednesday, September 8 2004, 13h30 (gcal)
Room Société canadienne des postes
Martin Boyer
HEC Montréal
"Career Concerns of Top Executives, Managerial Ownership and CEO Succession"
Wednesday, September 15 2004, 13h30 (gcal)
Room Meloche Monnex
Pascal François
HEC Montréal
"The Agency Structure of Loan Syndicates"
Wednesday, September 22 2004, 13h30 (gcal)
Room St-Hubert
Joshua Slive
HEC Montréal
"Estimating the Gains from Trade in Limit Order Markets"
Wednesday, September 29 2004, 13h30 (gcal)
Room Transat
Antonio Falato
HEC Montréal
"Industry as a Determinant of Executive Compensation - Theory and Evidence"
Wednesday, November 24 2004, 13h30 (gcal)
Room Transat
Tony Berrada
HEC Montréal
"Trading Volume in Dynamically Efficient Markets"
Wednesday, December 1 2004, 13h30 (gcal)
Room Transat
Iwan Meier
HEC Montréal
"Risk Perception, Measurement, and Project Selection"
 

Winter 2004

 
Wednesday, March 3 2004, 13h30 (gcal)
Room Transat
Ron Leung
HEC Montréal
"Economic Motives and Migration: The Canada-US Experience"
 

Fall 2003

 
Wednesday, September 24 2003, 13h30 (gcal)
Room Sony
Tony Berrada
HEC Montréal
"Asset Pricing with Incomplete Information and Bounded Rationality"
Wednesday, October 1 2003, 13h30 (gcal)
Room Standard Life 1
Maria Pacurar
HEC Montréal
"On testing for duration clustering and diagnostic checking of models for irregularly spaced transaction data"
Wednesday, October 8 2003, 13h30 (gcal)
Room Transat
Thouraya Triki
HEC Montréal
"On Risk Management Determinants: What Really Matters"
Wednesday, October 15 2003, 13h30 (gcal)
Room Transat
Moez Bennouri
HEC Montréal
"Full Rent Extraction in Mechanism Design"
Wednesday, October 22 2003, 13h30 (gcal)
Room Transat
Nicolas Nalpas
HEC Montréal
"A Theory of Disappointment Weighted Utility"
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