Centre for Asset Pricing Research (CAPR)
The Centre for Asset Pricing Research (CAPR) serves as a bridge between academia and the financial industry.
INDUSTRY SEMINARS - WORKSHOPS - CONFERENCES
Mark your calendars for seminars, workshops and conferences arranged by CAPR. An overview of all events can be found on this page.
Previous BI-SHoF Conferences
2021
- 12-13 August 2021: The 7th BI-SHOF Conference on Asset Pricing and Financial Econometrics
2020
2019
2018
2017
2016
2015
Previous Workshops
- The 2021 Annual Workshop on Investment and Production-Based Asset Pricing (9-10 August 2021)
- The 2019 Annual Workshop on Investment and Production-Based Asset Pricing (4 June 2019)
- The 2018 Annual Workshop on Investment and Production-Based Asset Pricing (22 May 2018)
- The 2017 Annual Workshop on Investment and Production-Based Asset Pricing (6 June 2017)
- The 2016 Annual Workshop on Investment and Production-Based Asset Pricing (7 June 2016)
- The 2015 Annual Workshop on Investment and Production-Based Asset Pricing (2 June 2015)
- The 2014 Annual Workshop on Investment and Production-Based Asset Pricing (3 June 2014)
- Workshop on Production Based Asset Pricing (4 June 2013)
- Workshop on Time-Varying Expected Returns (18 June 2012)
Previous industry seminars
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- 30 April: Industry seminar on «New rules for an old game: Banks in the changing world of financial intermediation” with Paul Jenkins (Senior Partner in McKinsey’s Oslo office).
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5 November: Industry seminar on «The Case for Global Bonds” with Arvind Rajan (Managing Director and Head of Global and Macro at PGIM Fixed Income).
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12 June: Industry seminar on “What do we know about factor investing?” with Marie Brière (Head of the Investor Research Center at Amundi, an affiliate professor at Paris Dauphine University and an associate researcher with the Centre Emile Bernheim, Solvay Business School, Université Libre de Bruxelles). Please see her presentation here
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29 May: Industry seminar on “Collateral Frameworks: The Open Secret of Central Banks” with Kjell G. Nyborg (Chaired Professor of Finance at the University of Zurich, Senior Chair of the Swiss Finance Institute, Research Fellow of the Centre for Economic Policy Research, Fellow of the Royal Society of Arts, and Adjunct Professor at BI).
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- 24 October: Industry seminar on «Factor Investing in Equities – Avoiding Pitfalls” with Laurens Swinkels (Senior Quantitative Researcher for Robeco).
- 2 May: Industry seminar on “Access to capital for smaller companies in the U.S. & Europe” with Frank Hatheway (Chief Economist for Nasdaq).
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- 8 November: Industry seminar with Jørgen Stenshagen and Ole Petter Kjerkreit of Stenshagen Invest.
- 19 October: Industry seminar 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).
- 11 October: Industry seminar on "The revenge of the nerds: dynamic factor investing" with Bernt Christian Brun of Fronteer Solutions.
- 3 May: Industry seminar on "Property bubbles" with Arnold Kling (PhD). See slides from the seminar here.
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- 3 November: Industry seminar on "Corporate risk management and firm value" with Halvor Hoddevik (Executive Chairman of Rann Rådgivning AS).
- 13 October: Industry seminar on "Insights into operatonal and financial restructuring" with Leif Christian Salomonsen (Founding Partner of Recore).
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1 September: Industry seminar on “Real effects of exchange rate fluctuations” with Magne Østnor (FX Strategist at DNB Markets), Marcel Fratzscher (President of DIW Berlin) and Dagfinn Rime (PhD BI professor).
Please see their presentations below:
Liquidity illusions; FX no exception (Magne Østnor)
Oil prices, exchange rate and asset prices (Marcel Fratzscher)
Safe and not-so-safe currencies (Dagfinn Rime)
- 24 February: Industry seminar on "Fat-tails and high peak in finance and other places" with Espen Haug (Norwegian University of Life Sciences).
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- 4 November: Industry seminar on "Equity investing for the long term" with Nils Bastiansen (Director Equities Folketrygdfondet).
- 14 October: Industry seminar on "The securities market - staying alive under the regulatory pressure" with Kerstin Hermansson (Swedish Securities Dealers Association).
- 23 September: Industry seminar on "Redefining Global Finance - International trends and local consequence" with Idar Kreutzer (Administrative Director of Finance Norway).
- 8 April: Industry seminar on "Government Pension Fund Global" with Pål Haugerud (Director General at Asset Management Department of the Norwegian Ministry of Finance).
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- 22 October: Industry seminar on "Inflation carry and beta hedging: a practitioner's view" with Christophe Duval-Kieffer (Head of Global Inflation Research at BNP Paribas).
- 1 October: Industry seminar on "Quantitative aspects of fixed income asset management: risk, return, and relative value" with Bjorn Flesaker (Managing Director and Head of Quantitative Research for Pramerica Fixed Income).
- 5 March: Industry seminar on "US shale revolution: Impact on the global oil and gas market" with Thina Saltvedt (Senior Macro/Oil Analyst at Nordea).
- 12 February: Industry seminar on "Dealing with the foreign exchange rate challange" with Jean-Pierre Danthine (Vice-Chairman of the Governing Board, Swiss National Bank).
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- 18 September: The Centre for Asset Pricing Research is organizing its first industry seminar on Intentional and unintentional policy errors and bond market plumbing" with Andreas Koutras (ITC markets).