Event details
The Financial Group Theory conference is a 3 day conference organised by the Financial Theory Group and the Brevan Howard Centre.
The conference is organised by the Brevan Howard Centre for Financial Analysis at Imperial College Business School and the Financial Theory Group.
The full programme can be found here.
In addition to the pre-scheduled morning sessions, all conference participants are invited to sign up to give 30-minute talks in the informal sessions scheduled between 5.30pm and 7pm one Monday and Tuesday. Two sessions will run simultaneously. Twelve slots over the two evenings will be allocated on a first-come, first-served basis.
The conference will conclude on Wednesday evening with a conference dinner at Ognisko. We are pleased to announce that John Kay will give a pre-dinner talk at the conference venue. John is, among other things, a distinguished academic economist; the founding Director of the Said Business School at Oxford; the founder of the consulting group London Economics; the author of numerous books, most recently “Other People’s Money,’’ on the appropriate role and regulation of the financial sector; and a weekly columnist on economic issues in the Financial Times.
No events are scheduled between lunch and 5.30pm, so as to leave time free for potential collaboration.
Time | Activity |
---|---|
8:00-9:00 | Registration |
9:00-10:00 | Financing Durable Assets, Adriano A. Rampini |
10:00-10:20 | Tea/Coffee |
10:20-11:20 | Proxy Advisory Firms: The Economics of Selling Information to Voters, Andrey Malenko and Nadya Malenko |
11:20-11:40 | Tea/Coffee |
11:40-12:40 | Learning in Crowded Markets, Peter Kondor and Adam Zawadowski |
12:40-14:00 | Lunch |
14:00-17:30 | No sessions/potential time for collaboration |
17:30-19:00 | 30 minute talks by participants. 4 sessions running simultaneously |
Time | Activity |
---|---|
9:00-10:00 | Volume, Liquidity and volatility in OTC markets featuring asset heterogeneity, Konstantin Milbradt |
10:00-10:20 | Tea/Coffee |
10:20-11:20 | Over-the-Counter Markets with Bargaining Delays, Anton Tsoy |
11:20-11:40 | Tea/Coffee |
11:40-12:40 | Liquidity Fluctuations in Over the Counter Markets, Vincent Maurin |
12:40-14:00 | Lunch |
14:00-17:30 | No sessions/potential time for collaboration |
17:30-19:00 | 30 minute talks by participants. 4 sessions running simultaneously |
Time | Session |
---|---|
9:00-10:00 | Trading Costs and Informational Efficiency, Eduardo Dávila and Cecilia Parlatore |
10:00-10:20 | Tea/Coffee |
10:20-11:20 | A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation, Piero Gottardi, Vincent Maurin and Cyril Monnet |
11:20-11:40 | Tea/Coffee |
11:40-12:40 | Optimal margins and equilibrium prices, Bruno Biais, Florian Heider, and Marie Hoerova |
12:40-14:00 | Lunch |
14:00-17:30 | No sessions/potential time for collaboration |
17:30-18:15 | Talk by John Kay |
18:15-19:15 | Drinks reception, and talk by John Kay |
19:30-onwards | Conference dinner at Ognisko |