Einladung zum CCEFM Workshop von
Prof. Bryan Routledge (Carnegie Mellon)
zum Thema "Model Uncertainty and Liquidity"
um 15:30 am 8. November
in der Wiener Börse, 1010 Wien.
Ein Abstract und der dem Vortrag zugrundeliegende Artikel sind unter
http://sulawesi.gsia.cmu.edu/papers/Liquidity
verfügbar.
Roy van der Weide (Universitaet Amsterdam):
"GO-GARCH: A multivariate Generalized Orthogonal GARCH Model"
Mo, 4.11.2002, 16.30 Uhr, Seminarraum 1 BWZ, Bruenner Strasse 72
Alle Interessenten sind herzlich eingeladen.
Andrea Gaunersdorfer
---------- Forwarded message ----------
From: Touzi Nizar <Nizar.Touzi(a)ensae.fr>
BLAISE PASCAL INTERNATIONAL CONFERENCE
ON FINANCIAL MODELLING
July 1-3, 2003, Paris
Invited senior participants and/or speakers
K. Back, S. Basak, T. Björk, G. Constantinides, D. Cuoco, F. Delbaen,
P. Dybvig, H. Foellmer, Y. Kabanov, H. Leland, T. Lyons, B. Oksendal,
M. Pratelli, L.C.G. Rogers, S. Ross, W. Runggaldier, M. Rutkowski,
W. Schachermayer, M. Schweizer, D. Sondermann, M. Soner, C. Stricker
Organized by the Bachelier-Paris group
R. Cont, I. Ekeland, N. ElKaroui, M. Jeanblanc, E. Jouini,
H. Pham, N. Touzi
http://www.bachelier-paris.com
Young researchers, up to the Assistant Professor level, are invited to
submit papers on the topics
Price formation, risk control, and information in financial markets.
The organizing committee will select 20 papers for presentation and
discussion by one of the senior attendants. The conference will be
concluded by
Jose Scheinkman,
Chaire Blaise Pascal de l.Etat et de la Région Ile de France
with the nomination of the
Best paper award
Limited financial support for young researchers is available under
request.
Deadline for submission: January 31, 2003
Electronic submission only: traore(a)ensae.fr
***
Talk with Prof. Russ Wermers, University of Maryland
Date: 8.10.2002
Time: 04:30 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien, Mezzanin
Title of the talk: Can We Predict the Future Returns of Active Money
Managers?
Abstract: Over the past three decades, academic researchers have, in
general, found that actively managed institutional security portfolios
underperform their passive index-fund counterparts. However, recent research
has found results much more flattering to active management. This talk will
build on this research by discussing the results of two new studies. The
first study addresses whether we can find consistently winning mutual funds,
while the second investigates whether we can use characteristics of mutual
fund managers (e.g., experience and track-record) to further predict which
managers will come out on top. The talk will show that mutual fund returns
are surprisingly predictable.