July 4 - Arrival of partecipant
Accreditation
Hotel Roma from 5 p.m. to 8 p.m.
July 5 - First day of Congress
Centro Convegni San Francesco - piazza San Francesco 22
- 08.30-10.00 Accreditation
- 09.30 Welcome speech
- 10.00 Coffee break
- 10.30-13.00 Session I. Dec
- 13.00 Lunch (served at Centro Convegni)
- 15.00-16.00 Invited general conference Annarita Bacinello (University of Trieste)
- 16.00-17.30 Session II
- 17.30 Guided tour of Cividale
- 20.00 - Welcome dinner at Chiostro Convento delle Orsoline - Cividale
July 6 – Second day of Congress, Centro Convegni San Francesco
Centro Convegni San Francesco - piazza San Francesco 22
- 09.00-10.30 Session IIi
- 10.30-11.00 Coffee Break
- 11.00-13.00 Session IV
- 12.00 - Communications
- 13.00 - Lunch (served at Centro Congressi)
- 15.00-16.00 Invited general conference Antonino Zanette (University of Udine)
- 16.00-16.30 - Coffee break
- 16.30-18.30 Session V
- 20.00 - Official dinner at Restaurant “Al Monastero” - Cividale
July 7 – Third day of Congress
- 09.00 - Trip to Aquileia (with bus stop at Airport of Trieste)
- 10..00 – 10.30 Arrival in Aquileia and guided visit to Basilica and other historical monuments and museums.
During the visit there will be a “wine break” also with the possibility to take a coffee or other soft drinks.
- 13.00 - Lunch in Aquileia at the end of the guided tour at Hostaria al Parco Aquileia, alternatively trip by bus to Cervignano Railway Station and Airport of Trieste
- 15.00 - Back trip to Cividale with a stop at Cervignano Railway Station – and a stop at Trieste Airport.
- 17.00 - Arrival in Cividale and end of the programme.
DETAILED PROGRAM
July 5 - First day of Congress
- 08.30-10.00 Accreditation
- 09.30 Welcome speech
- 10.00 Coffee Break
- 10.30-13.00 Session I. Asset Pricing - Chair : Josè Luis Miralles Marcelo
- Papers :
Do classical pricing models allow us to outperform the market portfolio?
Raquel Balbás
Socially responsible mutual funds: an efficiency comparison among the European countries
Antonella Basso Stefania Funari
Pan-European Pre-holiday Effects
Óscar Carchano and Ángel Pardo
Idiosyncratic Risk and Asset Pricing Anomalies
José Luis Miralles Marcelo, José Luis Miralles Quiró, Julio Daza Izquierdo
Optimal Portfolio Allocation Decisions with Multivariate GARCH models
José Luis Miralles Marcelo, José Luis Miralles Quirós, María del Mar Miralles Quirós
- 13.00 - Lunch (served at Centro Convegni)
- 15.00-16.00 Invited general conference - Chair : Antonella Basso
- Annarita Bacinello: Titolo
- 16.00-17.30 Session II. Corporate Finance - Chair : María Ángeles Fernández Izquierdo
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- Papers :
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Profitability of merger agreements in a bivariate binomial setting
Arianna Agosto, Enrico Moretto
On the utility of WACC
Fabrizio Cacciafesta
Does Board Diversity Affect Corporate Performance?
Idoya Ferrero Ferrero, María Ángeles Fernández Izquierdo, María Jesús Muñoz Torres
- 17.30 Guided tour of Cividale
- 20.00 Welcome dinner at Chiostro Convento delle Orsoline - Cividale
July 6 – Second day of Congress
- 09.00-10.30 Session III. Bond Markets Chair : Eliseo Navarro
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- Papers :
Liquidity ‘life cycle’ in US Treasury bonds
Antonio Díaz, Ana Escribano
Diversified, stochastic and contingent Immunization strategies in the Spanish Treasury Market
Antonio Díaz, María de la O González, Eliseo Navarro
Constructing interest rate volatility indices over short- and long-term horizons
Raquel López, Eliseo Navarro-
- 10.30-11.00 Coffee Break
- 11.00-13.00 Session IV . Finance - Chair : : Maria Paz Jorda Durà
- Papers:
Bank CDS spreads and Banking Fragility
Laura Ballester, Miquel Barbara Casu Lukac, Ana González-Urteaga
Commodity Derivatives Valuation under a factor model with time-varying risk premia
Andrés García Mirantes, Javier Población, Gregorio Serna
A behavioral approach to the pricing of European options
Martina Nardon, Paolo Pianca
Evolution of Equity Markets CVaR during the Crisis
Patrizia Stucchi
- 13.00 - Lunch (served at Centro Convegni)
- 15.00-16.00 Invited general conference - Chair : Flavio Pressacco
Tree methods for Exotic options
Antonino Zanette
- 16.00 – 16.30 Coffee break
- 16.30-18.30 Session V. Decision Theory and Applications-Insurance - Chair : Alejandro Balbás
- Papers :
Prediction Error For Credible Claims Riserves: A H-Likelihood Approach
Patrizia Gigante, Liviana Picech, Luciano Sigalotti
Pension funds optimal investment
Pilar Requena
Vector Risk Functions
Alejandro Balbás
Methodology to evaluate the environmental performance in agri-food industry
ESCRIG OLMEDO ELENA, MUÑOZ TORRES, MARÍA JESÚS, RIVERA LIRIO, JUANA MARÍA and FERNÁNDEZ IZQUIERDO, MARÍA ÁNGELES
The influence of tax compliance burden upon the size of the informal economy: Europe and Latin American countries
SAINT-SUPÉRY CEANO-VIVAS, MURIEL, MUÑOZ TORRES, MARÍA JESÚS, RIVERA LIRIO, JUANA MARÍA
- 20.00 - Official dinner at Restaurant “Al Monastero” - Cividale. During the gala dinner at Ristorante Monastero music of the Aquileia and Cividale old culture and of popular Furlan tradition by group Soavi Accenti directed by magister Zinutti under the patronage of Gilberto Pressacco association, province of Udine and FVG ministry of culture.