Seminarios académicos y conferencias
Finance UC 11th International Conference
10 Enero 2017 - 8:45 a 17:20 hr
Sala 112, Facultad de Ciencias Económicas y Administrativas UC
Conference Program
Tuesday January 10, 2017
8:45 Registration |
Session 1
9:00 |
Time-Varying Inflation Risk and the Cross-Section of Stock ReturnsMarta Szymanowska – Erasmus University RotterdamDiscussant: Vincent van Kervel – UC Chile |
10:00 |
A Theory of Dissimilarity Between Stochastic Discount FactorsGurdip S. Bakshi – University of MarylandDiscussant: Espen Henriksen – BI Norwegian School of Business |
11:00 |
Coffee break |
Session 2
11:20 |
Growth Options and Firm ValuationEduardo Schwartz – UCLADiscussant: Erwin Hansen – Universidad de Chile |
Session 3
Session 4
15:20 |
Commodity Markets and Industry ProfitabilityEspen Henriksen – BI Norwegian School of BusinessDiscussant: Borja Larrain – UC Chile |
16:20 |
A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude OilChristiane Baumeister – University of Notre DameDiscussant: Gurdip S. Bakshi – University of Maryland |
17:20 |
Closing remarks – back to hotel |
Organizing Committee
Jaime Casassus – UC
Gonzalo Cortazar – UC
Eduardo Schwartz – UCLA
