SoFiE Conferences


Upcoming Conferences

"Systemic Risk and Financial Regulation"
Sponsored by: Banque de France, Régulation et Risques Systémiques, and The Society for Financial Econometrics (SoFiE)
Date: July 3rd & 4th, 2014
Conference Location: Banque de France, Conference Center, Paris
Call for Papers: Click here
Conference Program:
Click here
Conference Website:
Click here


Past Conferences

Annual SoFiE Conferences:

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 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"
Hosted by: The Faculty of Economics of Cambridge University and the Institute for New Economic Thinking (INET)
Conference Website: Click here
INET Master Class with Prof. Eric Ghysels:
Click here
INET Master Class with Prof. Paul Embrechts:
Click here

With the Swiss Finance Institute (SFI), and Labex Louis Bachelier
October 11-12, 2013: "Large-Scale Factor Models in Finance Conference"
Hosted by: The Faculty of Economics of the Università della Svizzera Italiana in Lugano, Switzerland
Conference Website: Click here

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

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

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

With the NYU Volatility Institute (New York, Fourth Annual Conference)
April 27,2012: "Comovement of Volatilities, Returns and Tails."
Hosted by: NYU Stern School of Business
Conference Website: Click here
Conference Program: Click here

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

With the Federal Reserve Bank of New York and the NYU Volatility Institute (New York)
November 17, 2011: Global Systemic Risk

With the NYU Volatility Institute (New York, Third Annual Conference)
April 8, 2011: Long-Term Volatility and Economic Fundamentals

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

With NYU's Volatility Institute and the Nasdaq OMX Derivatives Research Project (New York)
October 15, 2010

With CREATES, Aarhus University (Denmark)
October 15-16, 2010: Measuring and Predicting Risk from Financial High-Frequency Data

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

With the The Stevanovich Center at the University of Chicago (Chicago)
October 30, 2009: Liquidity, Credit Risk, and Extreme Events

With the NYU Volatility Institute (New York, Inagural Conference)
April 3rd, 2009: Volatilities and Correlations in Stressed Markets