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RMI "BROWN BAG" SEMINARS

The RMI "Brown Bag" Seminar Series is open to RMI faculty and doctoral students who wish to present recent research findings/projects to a receptive audience. Starting in the Fall 2007 semester, they will be held on most Fridays from 11:00 a.m. to 12:00 p.m. in the Kenneth Black Jr. Conference Room (RCB 1100). Bring your lunch.

This page is constantly being updated. Please check back frequently.

FALL 2007:
Date
Location/Time
Speaker
Paper Presentation / Discussion Topic / Materials
8/29/07 Manner's Room
12:00-1:30
James F. Moore
PIMCO Bonds
Credit Risk and the Mortgage Industry Crisis
>>DOWNLOAD PRESENTATION
08/31/07 RCB 1100
11:00-12:30
Jian Wen and
Xiangjing Wei
 
09/07/07 RCB 1100
11:00-12:30
Hua Chen and
Ruilin Tian

Moment Problems with Applications to VaR and
Portfolio Management (Ruilin Tian)
>>DOWNLOAD PRESENTATION

Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization (Hua Chen)
>>DOWNLOAD PRESENTATION

09/14/07 RCB 1100
11:00-12:30
Jin Gao and
Qian Zhang
 
09/21/07 RCB 1100
11:00-12:30
Yuanyuan Wang
 
10/23/07
TUESDAY
RCB 1100
12:00-1:00
Chenghsien Tsai Correlation Specification and the Efficacy of Risk-Based Capital
>>DOWNLOAD PAPER
11/02/07 RCB 1100
11:00-12:30
TBA TBA
11/09/07 RCB 1100
11:00-12:30
TBA TBA
11/16/07 RCB 1100
11:00-12:30
TBA TBA
11/30/07 RCB 1100
11:00-12:30
TBA TBA
 
SPRING 2007:
Date
Location/Time
Speaker
Paper Presentation / Discussion Topic / Materials
01/12/07 ALC 30
9:00-11:30am
Martin Grace Liability
01/19/07 ALC 30
9:00-11:30am
Martin Grace Liability
01/26/07 ALC 30
9:00-11:30am
Richard Phillips Cycles
02/02/07 ALC 30
9:00-11:30am
Richard Phillips Cycles
02/09/07 ALC 30
9:00-11:30am
Yuan Yuan Financial Institutions
02/16/07 ALC 30
9:00-11:30am
Shinichi Nishiyama  
02/23/07 ALC 30
9:00-11:30am
Jueng Bo Shim  
03/02/07 ALC 30
9:00-11:30am
Ajay Subramanian  
03/09/07 SPRING BREAK  
03/16/07 ALC 30
9:00-11:30am
Ajay Subramanian  
03/23/07 ALC 30
9:00-11:30am
Adam Speight  
03/30/07 ALC 30
9:00-11:30am
Adam Speight  
04/06/07 ALC 30
9:00-11:30am
Zhiyong Liu  
04/11/07 RCB 1200
12:00-1:15pm
Patrick Finnegan
Towers Perrin
Corporate ERM Software: Towers Perrin Risk Diagnostics™
04/13/07 ALC 30
9:00-11:30am
Zhiyong Liu  
04/20/07 ALC 30
9:00-11:30am
Anastasia Kartasheva Information Intermediation and Rating Agencies
04/27/07 ALC 30
9:00-11:30am
Anastasia Kartasheva Information Intermediation and Rating Agencies
       
FALL 2006:
Date
Location/Time
Speaker
Paper Presentation / Discussion Topic / Materials
8/25/06 RCB 1100
12:00 to 1:00
Ajay Subramanian Risk, Uncertainty and Optimism in Venture Capital Relationships
9/8/2006
RCB 1100
12:00 to 1:00
Eric Ulm Diversification of Parameter Uncertainty >>DOWNLOAD PRESENTATION
9/15/2006
RCB 1100
12:00 to 1:00
Perry Binder Employee Blogs and a Company's Reputation Risk on the Web >>DOWNLOAD PAPER
9/22/2006
RCB 1100
12:00 to 1:00
Conrad Ciccotello

How Does Law Affect Finance? An Examination of Financial Tunneling in an Emerging Market >>DOWNLOAD PAPER

9/29/2006
RCB 1100
12:00 to 1:00
Jeungbo Shim Capital Allocation and the Price of Insurance: Evidence from the Merger and Acquisition Activity in the U.S. Property-Liability Insurance Industry >>DOWNLOAD PAPER
10/06/2006 RCB 1100
12:00 to 1:00
Yuan Yuan Integration and Scope Economics--Post Gramm-Leach-Bliley >>DOWNLOAD PAPER

 

 

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