Winter 2013 | |
| Wednesday, March 27 2013, 12h Room Demers Beaulne  | Pierre Chaigneau HEC Montréal "Incentives for Risk-Taking: Bonuses and Dismissals" |
Fall 2012 | |
| Thursday, November 22 2012, 12h Room Rona | Gunnar Grass HEC Montréal "Do Corporate Bond Spreads Really Contain Illiquidity Premia?" |
| Thursday, November 29 2012, 12h | Pascal Létourneau HEC Montréal |
Winter 2012 | |
| Wednesday, January 25 2012, 12h 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 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 Room Sony | Tolga Cenesizoglu HEC Montréal "Time Varying Return Decomposition" |
| Wednesday, February 15 2012, 12h Room Sony | Simon van Norden HEC Montréal "Basel III and the Prediction of Financial Crises" |
| Thursday, March 29 2012, 15h15 Room Marie-Husny | Alexandre Jeanneret HEC Montréal "What Drives Sovereign Credit Risk?" |
| Tuesday, May 8 2012, 15h15 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 Room Transat | Pascal François HEC Montréal "A Portfolio Approach to Venture Capital Financing" |
| Thursday, January 20 2011, 15h 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 Room Ernst & Young | Henrik Nørholm Aarhus School of Business "Pricing and Performance of Structured Bonds" |
| Wednesday, March 2 2011, 12h Room Marie-Husny | Cédric Okou HEC Montréal "Segregating Continuous Volatility from Jumps in Long-Run Risk-Return Trade-Offs" |
| Thursday, April 21 2011, 12h Room Esdras-Minville | Marc Santugini HEC Montréal "The Determination of Spot and Futures Prices" |
| Wednesday, May 18 2011, 12h Room Cogeco | Pierre Chaigneau HEC Montréal "Pay-for-luck in CEO Compensation: Matching and Efficient Contracting" |
Fall 2010 | |
| Wednesday, November 17 2010, 12h 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 Room Hélène-Desmarais | Bernard Sinclair-Desgagné HEC Montréal "Economic Policy when Models Disagree" |
Winter 2009 | |
| Wednesday, January 7 2009, 12h Room Dutailier International | Simon van Norden HEC Montréal "The Calibration and Resolution of Probabilistic Forecasts" |
Fall 2008 | |
| Wednesday, November 5 2008, 12h Room Demers Beaulne | Olfa Maalaoui HEC Montréal "Credit Spread Changes within Switching Regimes" |
Winter 2008 | |
| Wednesday, March 12 2008, 12h 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 Room Hélène-Desmarais | Martin Boyer HEC Montréal "Why are Trade Credits so Damn Expensive" |
| Wednesday, April 2 2008, 12h Room Ordre des CGA du Québec | Pascal François HEC Montréal "Revisiting the Risk Mitigating Effect of Convertible Debt" |
| Wednesday, April 9 2008, 12h 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 Room Sony | Denitsa Stefanova HEC Montréal "Dependence Modeling of Joint Extremes via Copulas: A Dynamic Portfolio Allocation Perspective" |
| Wednesday, October 31 2007, 12h Room Saine Marketing | Albert Lee Chun HEC Montréal "Comments and Extensions on "Expectations, Bond Yields and Monetary Policy"" |
| Wednesday, November 14 2007, 12h Room Xerox Canada | Anis Samet HEC Montréal "The Choice of ADRs" |
| Wednesday, November 21 2007, 12h Room Xérox Canada | Abdelhakim Nouira HEC Montréal "Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities" |
| Wednesday, November 28 2007, 12h Room Xérox Canada | Lars Stentoft HEC Montréal "Option Pricing Using Realized Volatility: An Empirical Investigation" |
| Wednesday, December 5 2007, 12h 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 Room Louis-Laberge | Bidénam Kambia HEC Montréal "Environmental Risks, the Judgment-Proof Problem and Financial Responsibility" |
| Wednesday, May 9 2007, 12h Room PricewaterhouseCoopers | Amira Annabi HEC Montréal "Resolution of Financial Distress under Chapter 11: A Dynamic Game Approach" |
Fall 2006 | |
| Wednesday, November 1 2006, 12h Room Xerox | Tolga Cenesizoglu HEC Montréal "Asymmetries in the Reaction of Stock Prices to Macroeconomic News" |
| Wednesday, November 29 2006, 12h Room CIBC | Khemaïs Hammami HEC Montréal "Default Risk, Default Risk Premiums and Corporate Yield Spreads" |
| Wednesday, December 6 2006, 12h 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 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 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 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 Room Sony | Iwan Meier HEC Montréal "Corporate Investment Decision Practices and the Hurdle Rate Premium Puzzle" |
| Wednesday, April 5 2006, 13h30 Room Nancy & Michel-Gaucher | Martin Boyer HEC Montréal "Underwriting Cycles and Underwriter Sentiment" |
| Wednesday, April 12 2006, 13h30 Room Sony | Jean-Marc Bourgeon HEC Montréal "On Debt Service and Renegotiation when Debt-holders Are More Strategic" |
| Wednesday, April 26 2006, 13h30 Room Sony | Hatem Ben Ameur HEC Montréal "A Dynamic Programming Approach for Pricing CDS and CDS Options" |
| Wednesday, May 10 2006, 13h30 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 Room Sony | Nicolas Papageorgiou HEC Montréal "Optional and Conditional Components in Hedge Fund Returns" |
Fall 2005 | |
| Wednesday, October 12 2005, 13h30 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 Room Serge-Saucier | Justin Leroux HEC Montréal "Méthodes de partage de profits non manipulables" |
| Wednesday, November 30 2005, 13h30 Room Transat | Pascal François HEC Montréal "The Immunization Property of Stochastic Duration Revisited" |
| Wednesday, December 7 2005, 13h30 Room Transat | Nicolas Sahuguet HEC Montréal "Re-election Incentives and the Sustainability of International Cooperation" |
Winter 2005 | |
| Wednesday, March 9 2005, 13h30 Room St-Hubert | Takashi Kano HEC Montréal "Business Cycle Implications of Habit Formation" |
| Wednesday, March 30 2005, 13h30 Room Transat | Robert Clark HEC Montréal "Strategic Buying" |
| Wednesday, April 6 2005, 13h30 Room Transat | Éric Jacquier HEC Montréal "Market Beta Dynamics and Portfolio Efficiency" |
| Wednesday, April 13 2005, 13h30 Room Transat | Hafedh Bouakez HEC Montréal "Learning-by-Doing or Habit Formation?" |
| Wednesday, April 20 2005, 13h30 Room Xérox Canada | Antonio Falato HEC Montréal "Bank Governance, Financial Systems, and Investment" |
| Wednesday, April 27 2005, 13h30 CANCELED | Andrew Leach HEC Montréal "The Day After Tomorrow, or Maybe the Day After That" |
| Wednesday, May 4 2005, 13h30 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 Room Société canadienne des postes | Martin Boyer HEC Montréal "Career Concerns of Top Executives, Managerial Ownership and CEO Succession" |
| Wednesday, September 15 2004, 13h30 Room Meloche Monnex | Pascal François HEC Montréal "The Agency Structure of Loan Syndicates" |
| Wednesday, September 22 2004, 13h30 Room St-Hubert | Joshua Slive HEC Montréal "Estimating the Gains from Trade in Limit Order Markets" |
| Wednesday, September 29 2004, 13h30 Room Transat | Antonio Falato HEC Montréal "Industry as a Determinant of Executive Compensation - Theory and Evidence" |
| Wednesday, November 24 2004, 13h30 Room Transat | Tony Berrada HEC Montréal "Trading Volume in Dynamically Efficient Markets" |
| Wednesday, December 1 2004, 13h30 Room Transat | Iwan Meier HEC Montréal "Risk Perception, Measurement, and Project Selection" |
Winter 2004 | |
| Wednesday, March 3 2004, 13h30 Room Transat | Ron Leung HEC Montréal "Economic Motives and Migration: The Canada-US Experience" |
Fall 2003 | |
| Wednesday, September 24 2003, 13h30 Room Sony | Tony Berrada HEC Montréal "Asset Pricing with Incomplete Information and Bounded Rationality" |
| Wednesday, October 1 2003, 13h30 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 Room Transat | Thouraya Triki HEC Montréal "On Risk Management Determinants: What Really Matters" |
| Wednesday, October 15 2003, 13h30 Room Transat | Moez Bennouri HEC Montréal "Full Rent Extraction in Mechanism Design" |
| Wednesday, October 22 2003, 13h30 Room Transat | Nicolas Nalpas HEC Montréal "A Theory of Disappointment Weighted Utility" |
