The European Winter Finance Summit
                                                                                                                                               
 
 
 
 
 

 
 
 

Program 2009

Program as pdf-file

European Winter Finance Summit 2009 Final Program





Sunday, March 22

Time


18:30-19:30

Registration and Welcome Reception


19:30

Welcome dinner







Monday, March 23

Time Authors/Presenter * Discussant Title
08:00 - 08:15

Engelbert Dockner


Welcome

08:15 - 09:00 Paul Ehling Alexander Mürmann Risk Management with Cash and Insurance in Non-Listed Firms
09:00 - 15:00

Recreational time - skiing
15:30 - 16:15

Christopher A. Hennessy
Josef Zechner

Giovanna Nicodano Liquidity and Feasible Debt Relief
16:15 - 17:00

Christian Koziol
Jochen Lawrenz

Joril Maeland

Optimal Design of Rating-Trigger Step-Up Bonds: Agency Conflicts versus Asymmetric Information

17:15 - 18:00

Kristian R. Miltersen
Walter N. Torous

Baran Siyahhan

Risky Corporate Debt with Finite Maturity

18:00 - 18:45

Elisa Luciano
Giovanna Nicodano

Jochen Lawrenz Leverage, Value, and Firm Scope
19:00 - 19:45

Rajna Gibson
Carmen Tanner
Alexander F. Wagner

Gerlinde Fellner

Sacred Values in Financial Economic Decision-Making: Experimental Evidence

20:00 Dinner





Tuesday, March 24

Time Authors/Presenter * Discussant Title
08:00 - 09:00 Harrison Hong

Keynote presentation:
Bubbles and Crises
09:00 - 15:00

Recreational time - skiing
15:30 - 16:15

Charlotte Ostergaard
Ibolya Schindele
Bent Vale

Avner Kalay

Social Capital and the Viability of Nonprofit Firms: Evidence from Norwegian Savings Banks

16:15 - 17:00

Avner Kalay
Shagun Pant

Engelbert Dockner

One Share-One Vote is Unenforceable and Sub-Optimal

17:15 - 18:00

Kurt Hornik
Rainer Jankowitsch
Christoph Leitner
Manuel Lingo
Stefan Pichler
Gerhard Winkler

Mirna Marovic

A Latent Variable Approach to Validate Credit Rating Systems

18:00 - 18:45

Dieter Hess
Alexander Kempf
Magdalena Malinowska

Thi Ngoc Tuan Bui

Liquidity Provision in Periods of High Information Flow

19:00 - 19:45

Fred Espen Benth
Steen Koekebakker
Valeri Zakamouline

Christian Heyerdahl-Larsen

The CARMA Interest Rate Model

20:30 Dinner





Wednesday, March 25

Time Authors/Presenter * Discussant Title
08:00 – 08:45

Christian Gollier
Alexander Muermann

Ulrich Berger

Optimal Choice and Beliefs With Ex Ante Savoring and Ex Post Disappoinment

08:45 – 09:30

Wolf Wagner

Paul Ehling

The Risk of Joint Liquidation and Portfolio Choice: Diversity Instead of Diversification!

09:45 – 10:30

Pietro Perotti
Barbara Rindi

Dieter Hess

Market Makers as Information Providers: The Natural Experiment of STAR

10:30 – 11:15 Thi Ngoc Tuan Bui
Piet Sercu
Juliusz Radwanski

Relative Efficiency and Price Discovery in the Two-Tier Brussels Stock Exchange

                                                                                                                                           
 
©  2014 WU & UZH & VGSF
 
Picture: © Sporthotel Royer Schladming