VFN-L January 2006

vfn-l@fam.tuwien.ac.at

2 participants
2 discussions

[VFN] Invitation February 21st Gutmann Center Public Lecture with Vasant Naik "Quantitative Investing in Global Interest Rate and Currency Markets"
by Gutmann Center-D.Grimm 30 Jan '06

30 Jan '06

GUTMANN CENTER FOR PORTFOLIO MANAGEMENT at the University of Vienna - http//:www.gutmann-center.at invites to the following PUBLIC LECTURE: (Apologies for any cross-listings!): Date: February 21st, 2006 - 4.00 p.m. Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien Speaker: Prof. Dr. Vasant NAIK, Lehman Brothers in London Title: QUANTITATIVE INVESTING IN GLOBAL INTEREST RATE AND CURRENCY MARKETS The talk will outline our ongoing research into applications of quantitative approaches for investment decision making in global fixed-income and currency markets. We will consider tactical market-timing type decisions as well as strategies aimed at exploiting risk premia over a long horizon. About Vasant Naik: Vasant Naik is the head of the Quantitative Market Strategies Group of the Fixed Income Research division of Lehman Brothers in London. He has been with Lehman Brothers for 7 years. He is responsible for a team that is engaged in building quantitative models useful for investment decision-making in global fixed income markets. As such, the group conducts research projects characterizing risk and return in global bond, currency and volatility markets. Vasant’s group also works on questions of optimal portfolio construction, portfolio risk modeling and investment process design. This research is made available to clients of Lehman Brothers which include the largest institutional investors around the globe. Quantitative research is one of the dimensions along which Lehman Brothers excels in the financial industry. Prior to joining Lehman Brothers, Vasant was a faculty member at the University of British Columbia in Canada for 10 years. In his academic research, he has developed models of equity returns, the yield curve, derivatives valuation and hedging and real options. Also, he taught under-graduate, graduate and doctoral students in different areas of Finance. Vasant graduated from Indian Institute of Management Bangalore in 1983 and from University of California, Berkeley in 1988 with a doctorate in finance. Please REGISTER: Mail: gutmann.bwl(a)univie.ac.at Phone: +43-1-4277-38186 - Fax: +43-1-4277-38074 Contact and further information: Gutmann Center for Portfolio Management University of Vienna - Mag. Dorothea GRIMM Bruenner Str. 72 - 1210 Wien (Austria) phone: +43-1-4277-38186 - fax: +43-1-4277-38074 mail: gutmann.bwl(a)univie.ac.at - web: www.gutmann-center.at

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[VFN] VGSF Research Seminar
by Michael Halling 19 Jan '06

19 Jan '06

There are two VGSF research seminars in January (and an important announcement regarding Lubos Pastor's seminar): (A) on Friday, Jan. 20th, Engelbert Dockner is going to present the paper "Leaders, Followers, and Risk Dynamics in Industry Equilibrium"; this seminar is going to take place in lecture room 3 at the standard time. (B) on Friday, Jan. 27th, Lubos Pastor from the University of Chicago is going to present his paper "Technological Revolutions and Stock Prices". The seminar takes place in lecture room 11 BUT THE TIME HAS CHANGED: the seminar is going to be from 11:00 to 12:30!!! By the way, Lubos is going to be in Vienna for the entire week. If you want to meet him, please let me know. See you at the seminar, Michael Halling

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VFN-L January 2006