Séminaires de Recherche

Finance

Intervenant : Julien Cujean

6 décembre 2018 - T104 - De 14h00 à 15h15


Finance

Intervenant : Andres Liberman

29 novembre 2018 - T004 - De 14h00 à 15h15


Finance

Intervenant : John Zhu

22 novembre 2018 - T004 - De 14h00 à 15h15


Finance

Intervenant : Vicente Cunat

15 novembre 2018 - T105 - De 14h00 à 15h15


Finance

Intervenant : Claire Celerier

8 novembre 2018 - T104 - De 14h00 à 15h15


A déterminer

Comptabilité et Contrôle de Gestion

Intervenant : Paul Pronobis
ESCP Europe Business School

19 octobre 2018 - HEC Paris - Salle T004 - De 14h00 à 16h00


Personal Initiative Training: Theory, Empirical Evidence, and Where to Go

Management et Ressources Humaines

Intervenant : Michael FRESE
National University of Singapore, Business School and Leuphana University of Lueneburg, Germany

12 octobre 2018 - T201 - De 13h30 à 15h00

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A déterminer

Comptabilité et Contrôle de Gestion

Intervenant : Reaven YU
University of Sydney

12 octobre 2018 - HEC Paris - Salle T004 - De 14h00 à 16h00


THE CAPM HOLDS

Finance

Intervenant : Michael Hasler

11 octobre 2018 - T104 - De 14h00 à 15h15

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Under some realistic condition, the conditional risk premium of an asset is equal to its conditional market beta times the conditional risk premium of the market (Merton, 1972). We empirically test this CAPM relationship using beta-sorted portfolios, size-and-book-to-market sorted portfolios, and industry portfolios. We show that regressing an asset excess return onto the product of its conditional beta and the market excess return yields an R2 of about 80%, an intercept of zero, and a slope of one. These results provide strong evidence that a single factor explains both the level and the variation in the cross-section of returns.

The Visual Judgment of Performance

Management et Ressources Humaines

Intervenant : Chia-Jung TSAY
UCL School of Management

5 octobre 2018 - Bernard Ramanantsoa room - De 10h00 à 11h30


Social judgments and impressions are often made on the basis of minimal information. In the domain of music, people consistently report that the most important source of information in evaluating performance is sound; nonetheless, a first set of experiments demonstrated that people actually rely on visual information when making judgments about music performance. These findings were extended through additional sets of studies elaborating on the generalizability and persistence of these effects, such as in the judgment of entrepreneurial pitch competitions, analyst forecasts of firm performance, and in service operations in the food industry. Works in progress discuss the role of expertise in decision making and implications for organizational performance.


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