Research

Centre for Asset Pricing Research (CAPR)

Industry Seminars

Fall 2016

  • Industry seminar on October 11, 2016 with Bernt Christian Brun of Fronteer Solutions. The title of his talk is "The revenge of the nerds: dynamic factor investing".
  • Industry seminar on October 19, 2016 with Knut Anton Mork on the report of the committee to assess the equity allocation of the GPFG (“the Oil Fund”). Joint with the Centre for Applied Macro-and Petroleum economics (CAMP) and the Centre for Monetary Economics (CME).
  • Industry seminar on Tuesday Novembe 8, 2016 with Jørgen Stenshagen and Ole Petter Kjerkreit of Stenshagen Invest.

Spring 2016

  • Industry seminar on May 3, 2016 with Arnold Kling. The title of his talk is "Property bubbles". Slides.

Fall 2015

  • Industry seminar on November 3, 2015 with Halvor Hoddevik (Executive Chairman of Rann Rådgivning AS). The title of his talk is "Corporate risk management and firm value".
  • Industry seminar on October 13, 2015 with Leif Christian Salomonsen (Founding Partner of Recore). The title of his talk is "Insights into operational and financial restructuring".
  • Industry seminar on "Real effects of exchange rate fluctuations" on September 1, 2015. Programme.

Spring 2015

  • Industry seminar on February 24, 2015 with Espen Haug (Norwegian University of Life Sciences). The title of his talk is "Fat-tails and high peak in finance and other places".

Fall 2014

  • Industry seminar on November 4, 2014 with Nils Bastiansen (Director Equities Folketrygdfondet). The title of his talk is "Equity investing for the long term". Slides.
  • Industry seminar on October 14, 2014 with Kerstin Hermansson (Swedish Securities Dealers Association). The title of her talk is "The securities market - staying alive under the regulatory pressure". Slides.
  • Industry seminar on September 23, 2014 with Idar Kreutzer (Administrative Director of Finance Norway). The title of his talk is "Redefining Global Finance - International trends and local consequence". Slides.

Spring 2014

  • Industry seminar on April 8, 2014 with Pål Haugerud (Director General at Asset Management Department of the Norwegian Ministry of Finance). The title of his talk is "Government Pension Fund Global". Slides.

Fall 2013

  • Industry seminar on October 22, 2013 with Christophe Duval-Kieffer (Head of Global Inflation Research at BNP Paribas). The title of his talk is: "Inflation carry and beta hedging: a practitioner's view". Slides.
  • Industry seminar on October 1, 2013 with Bjorn Flesaker (Managing Director and Head of Quantitative Research for Pramerica Fixed Income). The title of his talk is: "Quantitative aspects of fixed income asset management: risk, return, and relative value". White paper.

Spring 2013

  • Industry seminar on March 5, 2013 with Thina Saltvedt (Senior Macro/Oil Analyst at Nordea). The title of her talk is: "US shale revolution: Impact on the global oil and gas market". Slides.
  • The Centre for Asset Pricing Research is organizing its second industry seminar on February 12, 2013. The speaker is Jean-Pierre Danthine (Vice-Chairman of the Governing Board, Swiss National Bank). The title of his talk is: "Dealing with the foreign exchange rate challange". Slides.

Fall 2012

  • The Centre for Asset Pricing Research is organizing its first industry seminar on September 18, 2012. The speaker is Andreas Koutras (ITC markets). The title of his talk is: "Intentional and unintentional policy errors and bond market plumbing".

Lunch seminars

CAPR's workshops on Investment and Production Based Asset Pricing

  • The Centre for Asset Pricing Research is organizing its fifth workshop on June 7, 2016. Programme.
  • The Centre for Asset Pricing Research is organizing its fourth workshop on June 2, 2015. Programme.
  • The Centre for Asset Pricing Research is organizing its third workshop on June 3, 2014. Programme.
  • The Centre for Asset Pricing Research is organizing its second workshop on June 4, 2013. Programme.

Organizers: Ilan Cooper, Paul Ehling, Costas Xiouros

Other Workshops

  • The Centre for Asset Pricing Research is organizing its first workshop on June 18, 2012. The theme of the workshop is "Time-Varying Expected Returns." Programme.

Conferences

BI-SHoF Conference 

  • The Department of Finance of the Stockholm School of Economics and the Swedish House of Finance hosted the second BI-SHoF Conference in Stockholm on June 3 and June 4, 2016. To register, please visit http://houseoffinance.se/bi-shof-conference/.
  • The Centre for Asset Pricing Research of BI Norwegian Business School hosted the first BI-SHoF Conference in Oslo on June 5 and June 6, 2015. Programme

Confirmed speakers:

  • David Backus (NYU Stern)
  • Jaroslav Borovička (NYU)
  • Laurent Calvet (HEC Paris)
  • Mikhail Chernov (UCLA Anderson)
  • Ádám Faragó (Gothenburg)
  • René Garcia (EDHEC)
  • Stéphane Guibaud (SciencesPo)
  • Bryan Kelly (Chicago Booth)
  • François Le Grand (EMLyon/ETH Zürich)
  • Adrien Verdelhan (MIT Sloan)
  • Stanley Zin (NYU Stern)

Organizers:

  • Benjamin Holcblat (BI)
  • Roméo Tédongap (SSE/SHoF)
  • Håkon Tretvoll (BI)
  • Irina Zviadadze (SSE/SHoF)