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X-WR-CALDESC:Events for Lubar College of Business
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DTSTART;TZID=America/Chicago:20251203T161500
DTEND;TZID=America/Chicago:20251203T170000
DTSTAMP:20260418T092852
CREATED:20251003T151746Z
LAST-MODIFIED:20251003T151746Z
UID:10000582-1764778500-1764781200@uwm.edu
SUMMARY:EY - Germany Study Abroad
DESCRIPTION:This event covers: \n\n An in-depth overview of the 2026 EY Study Abroad program\, including EY-sponsored funding.\n Testimonials from past & current students who attended the program.\n Additional resources to help finance this opportunity\, plus guidance on how to appl\n\nWho Should Attend:\nAccounting BBA juniors/seniors & graduate students who are interested in adding an experiential learning opportunity to their program of study.\nQuestions? Contact Dr. Veena Brown\, brownvml@uwm.edu \nRegistration Required
URL:/business/event/ey-germany-study-abroad/
LOCATION:Lubar Hall\, S241\, 3202 N. Maryland Ave.\, Milwaukee\, WI\, 53201\, United States
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DTSTART;TZID=America/Chicago:20251204T120000
DTEND;TZID=America/Chicago:20251204T131000
DTSTAMP:20260418T092852
CREATED:20251110T162309Z
LAST-MODIFIED:20251114T193052Z
UID:10000591-1764849600-1764853800@uwm.edu
SUMMARY:Webinar: The Dollar\, Trade\, and Commodities
DESCRIPTION:Featuring: Dr. Kevin G. Spellman\, CFA (aka “Coach”)\, Professor of Practice\, David O. Nicholas Director of Investment Management\, Lubar College of Business. Also featuring\nGuest Economists and Strategists. \nThe dollar has fallen in 2025\, and trade policies are often on the front page of the news. Commodity prices are tied to the dollar. Attend the webinar to learn about what drives the trade deficit\, the dollar\, and commodities\, and how the latter two impact inflation. \nRegistration Required
URL:/business/event/webinar-dollar-trade/
CATEGORIES:Alumni & Community,Faculty and Staff,Lectures Conferences and Symposiums,51���� Campus Events
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DTSTART;TZID=America/Chicago:20251204T160000
DTEND;TZID=America/Chicago:20251204T170000
DTSTAMP:20260418T092852
CREATED:20251117T154829Z
LAST-MODIFIED:20251117T154829Z
UID:10000594-1764864000-1764867600@uwm.edu
SUMMARY:Graduate Programs Online Information Session
DESCRIPTION:The Lubar College of Business welcomes you to join us for an online Information Session to learn more about our MBA\, MS\, and EMBA programs. This will be a broad overview to help you determine the educational program that may be right for you. After the program information and application process is presented\, a Q& A will be available to have your questions answered. \n*Please note the time is Central Time Zone. \nRegister Now
URL:/business/event/graduate-programs-online-information-session-43/
LOCATION:Webinar
CATEGORIES:Executive MBA,Graduate MBA/MS
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DTSTART;TZID=America/Chicago:20251205T140000
DTEND;TZID=America/Chicago:20251205T150000
DTSTAMP:20260418T092852
CREATED:20251201T191701Z
LAST-MODIFIED:20251201T191701Z
UID:10000596-1764943200-1764946800@uwm.edu
SUMMARY:A Tale of Two Market Returns: The Broad Market Factor and The Idiosyncratic Financial Factor
DESCRIPTION:Part of the Lubar Research Seminar Series \nSpeaker:  Johnathan Loudis\, University of Notre Dame\n \nWe construct a broad market factor (BMF) which reflects the value-weighted return on all firms in the US economy (public and private). The BMF differs from the standard value-weighted market factor (VMF)\, the value-weighted return on public firms in the US economy. The difference between the VMF and the BMF is the idiosyncratic financial factor (IFF): the IFF carries no risk premium and is uncorrelated with all macroeconomic proxies for investor marginal utility we consider. Consistent with a model featuring selection into public markets\, we provide evidence that market risk is underestimated when measured with respect to the VMF compared to the BMF for most assets\, and that using the BMF in place of the VMF resolves the size anomaly and renders size factors redundant in standard multi-factor models. Moreover\, the BMF implies a substantially stronger intertemporal risk-return tradeoff. The IFF adds unpriced risk to the VMF\, distorting both cross-sectional and time-series estimates of exposure to priced market risk. Thus\, we provide both theoretical and empirical evidence for how the IFF explains three long-standing asset pricing “puzzles”: 1) the CAPM underestimates discount rates for most assets\, 2) the size anomaly\, and 3) the weak intertemporal risk-return relation. \nAbout the Speaker:\nJohnathan Loudis is an Assistant Professor of Finance at the University of Notre Dame. His research focuses on empirical asset pricing\, asset pricing theory\, and macro-finance. He received his PhD in financial economics from the University of Chicago through a joint degree program between the Booth School of Business and the Kenneth C. Griffin Department of Economics. Johnathan also holds masters degrees in economics from the University of Chicago and materials science from Dartmouth College.
URL:/business/event/broad-market-factor/
LOCATION:Lubar Hall\, N440\, 3202 N. Maryland Ave.\, Milwaukee\, WI\, 53201\, United States
CATEGORIES:Research Seminar Series
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