VFN-L April 2003

vfn-l@fam.tuwien.ac.at

3 participants
4 discussions

[VFN] CCEFM Workshop: David Lando am 8. Mai
by Stefan Pichler 27 Apr '03

27 Apr '03

Sehr geehrte Damen und Herren, im Rahmen des CCEFM Workshops in Zusammenarbeit mit PricewaterhouseCoopers haelt Prof. David Lando (Copenhagen Business School) einen Vortrag mit dem Titel: "On confidence sets for transition probabilities" Zeit: Donnerstag, 08.05.2003, 17:00 bis 18:30 Ort: Hoersaal EI8 (Stiege 1, Erdgeschoss) Technische Universitaet Wien Gusshausstrasse 25-29 1040 Wien Alle Interessierten sind herzlich eingeladen. Es ist keine Anmeldung erforderlich. mfg - Stefan Pichler

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[VFN] Public Lecture Prof. Bill Fung May 14th, Gutmann Center
by Gutmann Center-D.Grimm 25 Apr '03

25 Apr '03

The GUTMANN CENTER FOR PORTFOLIO MANAGEMENT at the University of Vienna (http://www.gutmann-center.at) is pleased to announce the following PUBLIC LECTURE: Date: May 14th, 2003 (Wednesday), 4.30 p.m. Location: Bank Gutmann AG, Schwarzenbergplatz 16 (Mezzanin), 1010 Wien (http://www.gutmann.at) Speaker: Prof. William K H FUNG, London Business School http://www.london.edu/hedgefunds/Hedge_Fund_Centre/Faculty/faculty.html Bill Fung is Visiting Research Professor of Finance at the Centre for Hedge Fund Research and Education, London Business School and advisor to the Education and Research Foundation of the Chicago Board of Trade. He has published in renowned finance journals and has extensive experience in the hedge fund industry. Currently, he is Chair, Board of Directors, Maple Financial Group, Canadan and co-CEO at PI Asset Management,LLC,USA. Title: "The Risk in Hedge Fund Strategies: Alternative Alphas and Alternative Betas" Abstract: "This paper presents a unifying framework for estimating risk factors in hedge fund strategies. A simple model with only a handful of Asset-Based Style (ABS) factors is shown to capture both cross-sectional variations of hedge fund returns and the time-varying dynamics of hedge-fund portfolios. In addition, these ABS factors can be directly linked to observable market prices through rule-based models of hedge-fund strategies. We discuss the implications of such a model as a complete extension of Sharpes (1992) style model for hedge funds beyond Fung and Hsieh (1997) as well as applications for portfolio management hedge funds and benchmarking hedge fund performance." Please register by May, 9th! Contact: Brigitte Juchelka, Bank Gutmann AG mail: brigitte.juchelka(a)gutmann.at Tel.: +43-1-50220-357 Fax: +42-1-50220-249

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[VFN] 8th Viennese Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics
by Richard Hartl 08 Apr '03

08 Apr '03

******************************************************** ** Preliminary Program ** ******************************************************** ** Eighth Viennese Workshop on Optimal Control, ** ** Dynamic Games and Nonlinear Dynamics: ** ** Theory and Applications in Economics and OR/MS ** ** Vienna , May 14-16, 2003 ** ** ws2003.bwl(a)univie.ac.at ** ** http://www.bwl.univie.ac.at/bwl/prod/EVENTS/ws2003 ** ******************************************************** Dear all, this is to inform you that a preliminary schedule of sessions is already available at http://www.bwl.univie.ac.at/bwl/prod/EVENTS/ws2003/survey.htm. Please check, whether your name (or that of your coauthor who will present) is there. A list of paper titles will also be available soon. Please check our website in a few days. SORRY FOR CROSSPOSTINGS! We are sending this info to registered participants of the "Eighth Viennese Workshop ...", to participants of previous Viennese Workshops, as well as to relevant newsgroups and electronic forums. We would appreciate if you informed your colleagues who might be interested (by forwarding this information to them). Looking forward to seeing you in Vienna soon, Gustav Feichtinger and Richard F. Hartl

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[VFN] Reminder-CCEFM-Workshop Martin Weber Friday April 4th
by Gutmann Center-D.Grimm 03 Apr '03

03 Apr '03

Reminder + Reminder + Reminder + Reminder + Reminder +++++++++++++++++++++++++++++++++++++++++++++++++++++ CCEFM (http://www.ccefm.at) and Gutmann Center for Portfolio Management at the University of Vienna (http://www.gutmann-center.at) are pleased to announce the next CCEFM-Research-Workshop Speaker: Prof. Dr. Martin WEBER, University of Mannheim (http://medici.bwl.uni-mannheim.de/LS/) Title: "On the Trend Recognition Ability of Professional Traders - Are they better or just more overconfident than lay people?" Date: Friday, 4th of April, 2003 Time: 3.30 - 5.00 p.m. Location: Wiener Börse, Säulenhalle, Wallnerstr. 8, 1010 Wien Paper can be downloaded from: http://www.ccefm.at - ccefm-workshops or http://www.gutmann-center.at - activities - research seminars Contact: Dorothea Grimm Administrative Director Gutmann Center for Portfolio Management Department of Business Studies University of Vienna Bruenner Str. 72 A-1210 Wien Austria phone: +43-1-4277-38186 fax: +43-1-4277-38074 mail: dorothea.grimm(a)univie.ac.at web: www.gutmann-center.at

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VFN-L April 2003