Cerf Admin

Name:	Cerf Admin
Affiliation:	University of Cambridge
E-mail:	(only provided to users who are logged into talks.cam)
Last login:	Fri Nov 08 15:49:59 +0000 2024

Public lists managed by Cerf Admin

• CERF and CF Events
• Cambridge Finance Workshop Series

Talks given by Cerf Admin

Obviously this only lists talks that are listed through talks.cam. Furthermore, this facility only works if the speaker's e-mail was specified in a talk. Most talks have not done this.

• Day 2: Cambridge - Corporate Finance Theory Symposium 19-20 September 2014
• Day 1: Cambridge - Corporate Finance Theory Symposium 19-20 September 2014
• Test

Talks organised by Cerf Admin

This list is based on what was entered into the 'organiser' field in a talk. It may not mean that Cerf Admin actually organised the talk, they may have been responsible only for entering the talk into the talks.cam system.

• Financial Frictions and Pollution Abatement Over the Life Cycle of Firms
• CANCELLED The Dynamics of Stock Repurchases
• Returns to Education with Earnings Uncertainty and Employment Risk over the Life Cycle
• Monitoring Secretive Startups
• Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims
• Gender diversity in corporate boards: Evidence from a natural experiment
• Title to be confirmed
• Agency Conflicts, Macroeconomic Risk, and Asset Prices
• Cambridge - Corporate Finance Theory Symposium September 2017 - Day 1
• Macro Risks and the Term Structure of Interest Rates
• “Learning Through Crowdfunding”
• Bail-ins and Bail-outs: Incentives, Connectivity, and Systemic Stability
• CERF in the City
• Going Negative: The Legal, Institutional, and Political Case for Negative Interest Rates at the U.S. Federal Reserve
• The Real Effect of Financial Innovation: Evidence from Credit Default Swaps Trading and Corporate Innovation
• TBC
• Switching Risk Off: FX Correlations and Risk Premia
• Risk Management—the Revealing Hand
• CERF Cavalcade
• A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data
• Time and value: traps and fallacies of asset pricing
• Innovation, Social Connections, and the Boundary of the Firm
• Incompatible European Partners? Cultural Predisposition and Household Financial Behaviour
• Central Bank Collateral Frameworks
• Why Do Institutions Delay Reporting Their Shareholdings? Evidence from Form 13F
• Noisy Rational Bubbles
• Portfolio Choice with Model Misspecification: A Foundation for Alpha and Beta Portfolios
• Credit Rationing, Income Exaggeration, and Adverse Selection in the Mortgage Market
• Day 2 - Corporate Finance Theory Symposium 2015
• Day 1 - Corporate Finance Theory Symposium September 2015
• Ad-hoc Seminar: Commodities as Collateral
• Can Metropolitan Housing Risk Be Diversified? A Cautionary Tale from the Recent Boom and Bust
• CERF Cavalcade 2015
• On the Long Run Volatility of Stocks
• Mind the Gap: The Difference between US and European Loan Rates
• Financially Constrained Arbitrage and Cross-Market Contagion
• 13 and 14 March 2015 - Financial Accounting Symposium - 2 day event
• Precautionary Saving and Aggregate Demand
• Credit Ratings and Structured Finance
• The Excessive Creation of Sequel Firms
• Randomized Strategies and Prospect Theory in a Dynamic Context
• Robust vs realistic: interpolating between model-specific and model-free settings for pricing and hedging
• Title to be confirmed
• The Economic Impact of a Bank Oligopoly: Britain at the Turn of the 20th Century
• Comparative Advantage and Specialization in Bank Lending
• Misspecified Recovery
• Day 1 - 10th Cambridge - Princeton Workshop
• Day 2: Cambridge - Corporate Finance Theory Symposium 19-20 September 2014
• Day 1: Cambridge - Corporate Finance Theory Symposium 19-20 September 2014