Previous seminars

Professor Collin-Dufresne will be presenting his paper “Liquidity regimes and optimal dynamic asset allocation” Introduction The paper was published in the Journal of Financial Economics and the authors solved a [...]

Illiquidity and stock returns: A revisit

ESG and corporate credit spreads

Hedging Permanent Income Shocks

Private Equity Returns & The Billionaire Factory

Private equity strategies for institutional investors

Pension Funds and Drivers of Heteogeneous Investment Strategies

Optimize investment objectives by using AI

Get real: individuals prefer more sustainable investments

Long-term scenario modelling for investors: a practitioner’s perspective

Disaster Risks in the Age of Climate Change

Macroeconomics of Covid-19

Sheraton, Krakow, Poland

Windsor, United Kingdom

Kempinski Hotel Corvinus, Budapest, Hungary

Kempinski Taschenbergpalais, Dresden, Germany

Fairmont Le Montreux Palace, Montreux, Switzerland

Liverpool, United Kingdom  

“Investing for Retirement Provision” Villa Kennedy, Frankfurt, Germany

“Illiquid Asset Classes” Hotel Okura, Amsterdam, The Netherlands

“Liquidity and Trading” Hotel Grande Bretagne, Athens, Greece

“Smart Portoflio Construction Approaches” Warwickshire, United Kingdom  

“Macro Economic Factors & Finance” Grand Hotel, Stockholm, Sweden  

Recent Advances in quantitative investing Joint Spring Seminar with Inquire UK at the Palais Hanssen Kempinski, Vienna, Austria  

“Alternative Portfolio Construction” Hotel Vier Jahreszeiten, Munich, Germany  

Portfolio Construction in a risk-based framework Joint Spring Seminar with Inquire UK at the Shearton Hotel, Edinburgh, United Kingdom  

“Emerging Markets and Emerging Asset Classes” Pera Palace Hotel, Istanbul, Turkey

Kempenski Hotel, Budapest, Hungary  

“Risk and returns after the crisis” Hotel Le Royal, Luxembourg  

University Arms Hotel, Cambridge  

“Portfolio Management & Inflation Risk” Adlon Hotel, Berlin, Germany  

“Recent developments in asset management” Hilton Cavalieri, Rome, Italy  

“Asset Allocation and Risk Management:Lessons from the Crisis” 11 – 11 October 2009, Ritz Carlton Hotel Madrid, Spain  

Sheraton Hotel, Edinburgh, United Kingdom  

“Liquidity, Credit and Risk” Radisson SAS Hotel, Bordeaux, France  

“Development in Risk Management / Hedge Funds / Estimation” Park Hyatt Hotel, Zurich, Switzerland  

“Private Equity, Real Estate and other Alternatives” Grand Hotel, Oslo, Norway    

De Vere Grand Hotel, Brighton  

“Pensions, Bonds & Inflation” Grande Bretagne Hotel, Athens, Greece  

“Costs of Trading and Liquidity Risk Premia & Fund Performance” Hotel Atlantic Kempinski, Hamburg, Germany  

“Portfolio choice and risk premia” Grand Hotel, Vienna, Austria  

The Four Seasons, Dublin, Ireland  

“Empirical Behavioural in Finance” Four Seasons Hotel, Prague, Czech Republic  

Trianon Palace, Versailles, France  

“Transaction costs and institutional trading” Hotel Rey Juan Carlos, Barcelona, Spain  

“Options: More Useful for Insight than Investment?” Grand Harbour Hotel, Southampton, United Kingdom    

“Alternative Investments” Grand Hotel, Stockholm, Sweden  

“Mutual Funds” Intercontinental Hotel Berlin, Germany

“Investment styles & Multifactor models” Ceasar Park, Sintra, Portugal  

Grand Hotel, Brighton, United Kingdom

“Long Term Investing” Hotel Des Bains, Venice, Italy      

Behavioral Finance – Theory and Practice” Okura hotel, Amsterdam, Netherlands  

“The Role of Credit Risk in Portfolio Management” Kempinski Hotel, Estopona, Spain  

“Forecast for financial markets” Kempinski Cirigan Palace Hotel, Istanbul, Turkey    

“Quantitative Approaches to Credit Risk and Asset Management” & “Reputation, return and risk” Beau Rivage, Laussanne, Switzerland  

Villa D’Este, Lake Como, Italy  

“International Applications of Quantitative Techniques”  

“Investments in eastern Europe & emerging markets” Hilton Hotel, Budapest, Hungary  

“Risk Management & Derivates” Princesa Sofia Hotel, Barcelona, Spain  

Gleneagles, Scotland  

“Performance measurement and monitoring foreighn investment portfolios” Beau Rivage Hotel, Laussanne, Switzerland    

“Recent developments in finance” Estoril, Portugal  

“Portfolio Management & Asset Liability Modelling” Bath, United Kingdom  

“New perspectives on market innovation”  

“European Stock Exchanges: Changing Trading Patterns”  

“Quatitative Concept: Applications within European Markets”  

“Risk and Portfolio Structuring & Integration of European Capital Markets”  

“Multi market investment management & performance management”