The Stony Brook University College of Business Finance Area Research (FAR) seminar series is for faculty and doctoral students with an interest in finance. The topics cover research carried out by the finance faculty at the College in diverse areas such as asset pricing, behavioral finance, banking and regulations, financial econometrics, and portfolio theory.
FAR seminars will take place from 1 pm to 3 pm on Thursdays in Harriman Hall 304. The seminar is open to anyone interested in the announced topics.
Spring 2016 Schedule
January 28: Stoyan Stoyanov, “Model Risk in Linear Factor Models under Temporal Aggregation”
February 11: Aaron Kim, “On a Fractional Levy Process for Option Pricing”
February 18: Stoyan Stoyanov, “Defensive Portfolio Construction Using EVT-based VaR”
March 10: Aaron Kim, “Structural Breaks and Market Crashes in Finance”
March 24: Gokhan Torna, “Anticipating Loss from Proxy Contests”
April 7: Keli (Andrew) Xiao, “Sentiment Analysis and Market Efficiency”
April 21: Sergio Focardi, “Modern Money Theory and Endogenous Money Supply”
May 5: Dmytro Holod, “Internal Capital Markets in Banking”
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