SoFiE Conferences


Upcoming Conferences

Ninth Annual SoFiE Conference
Sponsored by: City University of Hong Kong and RCIE
Date: June 15-17, 2016 and Pre-Conference June 14, 2016
Conference Location: Hong Kong
Call for Papers: TBD
Program
TBD
Conference Website:
TBD
Registration:
TBD


Past Conferences

ANNUAL SoFiE CONFERENCES:

Eighth Annual SoFiE Conference (Europe)
June 23-26, 2015: CREATES at Aarhus University and the Danish National Research Foundation (Denmark)

Seventh Annual SoFiE Conference (North America)
June 11-13, 2014: Rotman School of Management and the Global Risk Institute in Financial Services (Canada)

Sixth Annual SoFiE Conference (Asia)
June 12-14, 2013: Sim Kee Boon Institute for Financial Econometrics, Singapore Management University & the Risk Management Institute, National University of Singapore (Singapore)

Fifth Annual SoFiE Conference (Europe)
June 20-22, 2012: Oxford-Man Institute at the University of Oxford (England)

Fourth Annual SoFiE Conference (North America)
June 15-17, 2011: University of Chicago (USA)

Third Annual SoFiE Conference (Asia)
June 16-18, 2010: University of Melbourne (Australia)

Second Annual SoFiE Conference (Europe)
June 10-12, 2009: Swiss Finance Institute at the University of Geneva (Switzerland)

Inaugural SoFiE Conference (North America)
June 4-6, 2008: NYU Stern School of Business (USA)

 

SoFiE-SPONSORED JOINT CONFERENCES:

With the NYU Stern Volatility Institute (Seventh Annual Conference)
April 24, 2015: "Fixed Income Risk: Measurement, Modeling and Management"
Location: New York, NY
Conference Website: Click here

With Center on Sustainable Architecture for Finance in Europe (SAFE) at Goethe University Frankfurt, Center for Financial Research at Waseda University, NYU Stern Salomon Center for the Study of Financial Institutions, and the European Central Bank
March 10-11, 2015: "2nd International Conference on Sovereign Bond Markets: Determinants of Sovereign Bonds Yields and the Effectiveness of Central Bank Intervention"
Location: Frankfurt am Main, Germany
Conference Website: Click here
Conference Program:
Click here

With Banque de France and Régulation et Risques Systémiques
July 3-4, 2014: "Systemic Risk and Financial Regulation"
Location: Paris, France
Conference Website: Click here
Conference Program:
Click here

With the Faculty of Economics of Cambridge University and the Institute for New Economic Thinking(INET)
April 28-29, 2014: "Skewness, Heavy Tails, Market Crashes, and Dynamics"
Location: Cambridge, UK
Conference Website: Click here
INET Master Class with Prof. Eric Ghysels:
Click here
INET Master Class with Prof. Paul Embrechts:
Click here

With the NYU Stern Volatility Institute (Sixth Annual Conference)
April 25, 2014: "Market Liquidity and Funding Liquidity: Implications for Economic Risk"
Location: New York, NY
Conference Website: Click here
Conference Program: Click here

With the Swiss Finance Institute (SFI), and Labex Louis Bachelier
October 11-12, 2013: "Large-Scale Factor Models in Finance Conference"
Location: Lugano, Switzerland
Conference Website: Click here

With the NYU Stern Volatility Institute (Fifth Annual Conference)
April 26, 2013: "Volatility of Credit Risk"
Location: New York, NY
Conference Website: Click here
Conference Program: Click here

With the Getulio Vargas Foundation
December 13-14, 2012: "Asset Pricing and Portfolio Allocation in the Long Run"
Location: Rio de Janeiro, Brazil
Conference Website: Click here
Conference Program: Click here

With the National Centre for Economic Research, Queensland University of Technology
July 9, 2012: "Volatility Modelling and Financial Decision Making"
Location: Brisbane, Australia
Conference Website: Click here

With the NYU Stern Volatility Institute (Fourth Annual Conference)
April 27,2012: "Co-movement of Volatilities, Returns and Tails"
Location: New York, NY
Conference Website: Click here
Conference Program: Click here

With Tinbergen Institute
March 27, 2012: "Measuring and Understanding Asset Price Changes: The Price of Liquidity, and the Liquidity of Price"
Location: Amsterdam, Netherlands
Conference Website: Click here

With the Federal Reserve Bank of New York and the NYU Stern Volatility Institute
November 17, 2011: "Global Systemic Risk"
Location: New York, NY
Conference Website: Click here

With the NYU Stern Volatility Institute (Third Annual Conference)
April 8, 2011: "Long-Term Volatility and Economic Fundamentals"
Location: New York, NY
Conference Website: Click here

With the Depository Trust & Clearing Corporation and the NYU Stern Volatility Institute
November 17, 2010: "Managing Counterparty and Systemic Risk Under Dodd-Frank"
Location: New York, NY

With NYU's Volatility Institute and the Nasdaq OMX Derivatives Research Project
October 15, 2010
Location: New York, NY

With CREATES, Aarhus University
October 15-16, 2010: "Measuring and Predicting Risk from Financial High-Frequency Data"
Location: Aarhus, Denmark
Conference Website: Click here

With the NYU Stern Volatility Institute (Second Annual Conference)
April 16, 2010: "Volatility and Systemic Risk"
Location: New York, NY

With the The Stevanovich Center at the University of Chicago
October 30, 2009: "Liquidity, Credit Risk, and Extreme Events"
Location: Chicago, IL
Conference Website: Click here

With the NYU Stern Volatility Institute (Inaugural Conference)
April 3rd, 2009: "Volatilities and Correlations in Stressed Markets"
Location: New York, NY