PhD Lecture
The PhD Lecture series offers specialized courses and seminars tailored to doctoral students working within the research fields of the RU. These courses cover fundamental topics in asset pricing, intermediary asset pricing theory, and econometric analysis, providing a strong theoretical and empirical foundation. The lectures are designed to be accessible to all PhD students within the RU, fostering interdisciplinary learning and collaboration. Through these offerings, the PhD Lecture series equips students with essential knowledge and research skills in intermediary asset pricing.
PhD Lecture 2023
On September 18–19, 2023, KIT hosted the Doctoral Course at WU Wien, focusing on Intermediary Asset Pricing. The event, designed for PhD students, featured presentations of current papers in intermediary asset pricing, accompanied by replication studies. It provided an opportunity for students to engage with cutting-edge literature in the field.
The first day began with an introductory session, followed by student presentations of papers such as "Intermediaries and Asset Prices: International Evidence Since 1870" by Baron and Muir, and "Risk Appetite and the Risk-Taking Channel of Monetary Policy" by Bauer et al. In the afternoon, other key papers, including "Does Mutual Fund Illiquidity Introduce Fragility into Asset Prices? Evidence from the corporate bond market" by Jiang et al., were discussed, providing valuable insights into intermediary effects on asset markets.
The second day saw further in-depth presentations on studies like "Do Intermediaries Matter for Aggregate Asset Prices?" by Haddad and Muir, and "Are Intermediary Constraints Priced?" by Du et al. The day concluded with an Award Ceremony recognizing the best paper and discussion. Students gained deep insights into contemporary research while replicating and critically analyzing these works.
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PhD Lecture 2022
On September 19–20, 2022, KIT hosted the PhD Lecture as part of the DFG Research Unit FOR 5230 at KIT, in Karlsruhe. The course focused on advanced topics related to asset pricing, continuous-time models, and intermediary asset pricing, aimed at equipping doctoral students with the necessary tools and theories for their research. Nicole Branger and Christian Schlag were presenters.
The first day of the lecture began with a session on the Basics of Continuous-Time Models, followed by Heterogeneity and Alternative Preferences. The second day covered topics such as Asset Allocation in Continuous Time, Asset Pricing in Continuous Time, and concluded with a session on Intermediary Asset Pricing. The students actively engaged with the material, gaining valuable insights into the methodologies and theories crucial for their own research.