FGV’s Brazilian School of Public and Business Administration (EBAPE) welcomes professor Ruy Monteiro Ribeiro (PUC-RJ) on November 22, at 10 a.m. The guest will be presenting the study ‘Term Structure(s) of Equity Risk Premium’ in a lecture of the Graduate Seminars series, which aims to promote high-level discussions on ongoing research in Administration and related fields. The event, which will take place in room 3 of EBAPE’s main office (Rua Jornalista Orlando Dantas, 30, Botafogo, Rio de Janeiro), will be held in English and is open to the public.

The study that will be presented by the professor simultaneously uses swap data between dividends and variance, in order to reveal new facts regarding the structure of the forward market risk premium. The research shows the importance of another dimension of the forward structure related to the investment horizon and how it shifts over time. By combining both these dimensions, the research reveals additional challenges in asset pricing models.

Professor Ruy Monteiro Ribeiro holds an undergraduate degree in Economics from PUC-RJ, a Master’s in Business Administration, and a PhD in Finance from University of Chicago. He is currently an assistant professor at the Economics Department of PUC-RJ. He was Executive Director at J.P. Morgan in London and Director at HSBC, also in the British capital.

Go to the website for more information.