Programme
Keynote speakers:
Ike Mathur, Southern Illinois University, USA
Ike Mathur is Professor of Finance at Southern Illinois University. He has widely published in top journals such as the Journal of Financial and Quantitative Analysis, the Journal of Business, the Journal of Banking and Finance, and the Journal of Corporate Finance. He is the author or co-author of over 120 articles and 14 books. He serves on the editorial boards of a number of journals and he is currently the executive editor of the Journal of Banking and Finance.
Lucio Sarno, Cass Business School, City University London, UK
Lucio Sarno is Professor of Finance at Cass Business School, City University London. He is the author of over 70 articles in refereed economics and finance journals, including the Journal of Economic Literature, the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies, the Journal of Financial and Quantitative Analysis, and the Journal of Business. He has also authored and edited several books.
Since 2005 Lucio has been included in the ISI Essential Science Indicators (a selection of the top 1% of economics and finance professionals on the basis of total citations over a 10-year rolling period). He is also ranked in the 2nd percentile in the REPEC rankings.
Programme at a glance
Below you can find a short version of the conference programme. You can also download a full version by clicking here.
Conference Venue: ESCP London Campus
Thursday 7th June, 2012
08:00 - 08:45: | Registration* and Coffee |
08:45 - 09:15: | Welcome & Opening Remarks |
09:15 - 10:45: | Concurrent Sessions (A): 1, 2, 3, 4, 5, 6 |
10:45 - 11:00: | Coffee Break |
11:00 - 12:00: | Plenary Session A: Invited Speech by Prof. Lucio Sarno |
12:00 - 13:00: | Lunch |
13:00 - 14:30: | Concurrent Sessions (B): 7, 8, 9, 10, 11, 12 |
14:30 - 15:00: | Coffee Break |
15:00 - 16:30: | Concurrent Sessions (C): 13, 14, 15, 16, 17, 18 |
16:30 - 16:50: | Coffee Break |
16:50 - 18:20: | Concurrent Sessions (D): 19, 20, 21, 22, 23, 24 |
20:00 - 00:00: | Conference Dinner - Goodenough College |
ESCP Award to Constantin Zopounidis for his Long-standing Research Contribution in the field of Financial Engineering and Decision Making
Friday 8th June, 2012
08:00 - 08:30: | Registration* and Coffee |
08:30 - 10:00: | Concurrent Sessions (E): 25, 26, 27, 28, 29, 30 |
10:00 - 10:15: | Coffee Break |
10:15 - 11:45: | Concurrent Sessions (F): 31, 32, 33, 34 |
11:45 - 12:00: | Coffee Break |
12:00 - 13:30: | Concurrent Sessions (G): 35, 36, 37, 38 |
13:30 - 14:30: | Lunch |
14:30 - 15:15: | Plenary Session B: Invited Speech by Prof. Ike Mathur |
15:15 - 15:30: | Coffee Break |
15:30 - 17:30: | Plenary Session C: "Banks, regulation and the current financial crisis", Angela Knight, John Peachey, David Stack, Ike Mathur, Patrick Gougeon |
17:30 - 18:00: | Coffee Break |
18:00 - 19:30: | Concurrent Sessions (H): 39, 40, 41, 42, 43, 44 |
19:30 - 20:00: | Closing remarks, Best Paper awards, FEBS activities |
20:00 - 00:00: | Conference Reception & Drinks - ESCP Europe London Campus |
List of Concurrent Sessions
Room |
Concurrent Sessions |
Plenary Sessions |
G77 |
1, 11, 17, 20, 28, 33, 38, 44 |
A, B, C |
G74 |
4, 9, 18, 23, 27, 32, 37, 40 |
|
G75 |
2, 8, 16, 19, 30, 43 |
|
F63 |
6, 12, 15, 24, 26, 34, 36, 42 |
|
F52-A |
5, 10, 13, 21, 25, 31, 35, 39 |
|
F52-B |
3, 7, 14, 22, 29, 41 |
|
Thursday 7nd June 2012
Concurrent Sessions (A)
01. Financial regulation 1: Room G77
02. Commodities 1: Room G75
03. Exchange rates 1: Room F52-B
04. Mergers & Acquisitions 1: Room G74
05. Stress testing: Room F52-A
06. Credit default swaps: Room F63
Concurrent Sessions (B)
07. Bank deposits and liquidity: Room F52-B
08. Commodities 2: Room G75
09. Credit ratings: Room G74
10. Firm performance: Room F52-A
11. Modelling 1: Room G77
12. Stock & Bond markets 1: Room F63
Concurrent Sessions (C)
13. Funds 1: Room F52-A
14. Value-at-Risk modelling 1: Room F52-B
15. Competition: Room F63
16. Corporate governance & stability: Room G75
17. Financial regulation 2: Room G77
18. Bank solvency: Room G74
Concurrent Sessions (D)
19. Correlation of stock & bond markets: Room G75
20. Derivatives & the crisis: Room G77
21. Investment strategies: Room F52-A
22. Modelling 2: Room F52-B
23. Information disclosure: Room G74
24. Financial markets: Room F63
Friday 8rd June 2012
Concurrent Sessions (E)
25. Exchange rates 2: Room F52-A
26. Mergers & Acquisitions 2: Room F63
27. Credit risk: Room G74
28. Banking: Room G77
29. Forecasting: Room F52-B
30. Funds 2: Room G75
Concurrent Sessions (F)
31. Modelling 3: Room F52-A
32. Bank capitalization: Room G74
33. Financial crisis: Room G77
34. Banking risk 1: Room F63
Concurrent Sessions (G)
35. Value-at-Risk modelling 2: Room F52-A
36. Modelling 4: Room F63
37. Emerging markets & Banking: Room G74
38. Banking risk 2: Room G77
Concurrent Sessions (H)
39. Volatility modelling: Room F52-A
40. Risk management: Room G74
41. Interbank lending: Room F52-B
42. IPOs & Managerial discretion: Room F63
43. Stock & Bond markets 2: Room G75
44. Bank lending: Room G77