Dear colleague,
I am pleased to announce the 8th WU Gutmann Center Symposium on "Retirement
and Asset Management" to be held at WU Vienna on August 19, 2015. Please find
the Call for Papers below and here:
http://www.wu.ac.at/gc/whatwedo/bridging/symposia/2015/callforpapers2015.pdf
It would be great if you submit a paper to the Symposium (in case you do
research in this area) and/or forward the Call for Papers to colleagues who
you feel would be interested in submitting a paper.
Many thanks and best regards from Vienna,
Alois
------------------------------------------------
Department of Finance, Accounting and Statistics
WU (Vienna University of Economics and Business)
www.wu.ac.at/~geyer
------------------------------------------------
CALL FOR PAPERS / CONFERENCE ANNOUNCEMENT
WU GUTMANN CENTER SYMPOSIUM 2015
RETIREMENT AND ASSET MANAGEMENT
VIENNA AUGUST 19, 2015
The WU Gutmann Center for Portfolio Management is proud to announce its eighth
symposium to be held at WU (Vienna University of Economics and Business), Austria. The
general topic of the symposium is "Retirement and Asset Management". Papers submitted to the
symposium can address related aspects such as the role of financial institutions, lifetime
investment strategies, saving for future generations, the role of demographics, or financial
literacy, provided they are sufficiently related to the general topic.
Note that the WU Gutmann Center Symposium 2015 will take place on the day before the
42nd Annual Meeting of the European Finance Association (EFA) (www.efa2015.org). Both
conferences will take place on the new WU Campus (www.wu.ac.at/campus/en). The EFA
Annual Meeting opens on August 19 in the evening, after the symposium has been
concluded.
PAPER SUBMISSIONS:
The deadline for paper submissions is March 11, 2015 at midnight CET Central European
Time (Austrian time). After this date, the submission system will be disabled automatically.
Before clicking the link below to enter the online submission system (ConfTool), please
prepare an anonymous version of your paper (i.e. remove all identifying information). You
can upload your paper after creating a ConfTool account. The paper must be in either
Acrobat (*.pdf) or Microsoft Word 2010, 2011 or 2013 (*.docx) format.
Please note that the ConfTool database for the symposium is separate from the one for the
EFA. Therefore you must create a separate account for this submission (although you may
use the same username/password as on the EFA site, if you wish).
Link to paper submissions: https://www.conftool.com/WUGCS2015/
All submissions will be reviewed by a committee composed of members of the WU Gutmann
Center's Academic Advisory Board and decisions will be announced by May 15, 2015.
Submission and participation are free of charge. Accommodation and travel expenses
(economy fare) of presenting authors will be covered by the WU Gutmann Center.
CONTACT
WU Gutmann Center for Portfolio Management
Sabina Krickl
WU (Vienna University of Economics and Business)
Welthandelsplatz 1, 1020 Wien (Vienna), Austria
gutmann-center(a)wu.ac.at
http://www.gutmann-center.at/
---------- Forwarded message ----------
Date: Thu, 27 Nov 2014 15:49:34 +0100
From: summerschoolmathfi <summerschoolmathfi(a)cmap.polytechnique.fr>
Subject: Conference: Challenges in Derivatives Markets
(...)
================================
Conference at TUM (March 30 -- April 01, 2015): Challenges in
Derivatives Markets: Fixed income modeling, valuation adjustments,
risk management, and regulation
================================
Dear colleagues,
it is our pleasure to announce the conference “Challenges in
Derivatives Markets: Fixed income modeling, valuation adjustments,
risk management, and regulation”, for which we would like to invite
you as contributed speaker or visitor. The conference will take place
at Technische Universität München, March 30 – April 01, 2015.
Thanks to our generous sponsor KPMG, the registration fee for the
3-day event is only 155 Euro.
We are especially proud having
· Damiano Brigo,
· Stéphane Crépey,
· Ernst Eberlein,
· John Hull,
· Wolfgang Runggaldier,
· Luis Seco,
· Thorsten Schmidt, and
· Wim Schoutens
among the confirmed speakers. So we are looking forward to an
extraordinary scientific event to which we hope you will contribute
with your presentation/attendance.
The aim of the conference is to provide a venue for practitioners and
academics working with derivatives to present state-of-the-art
research, exchange ideas, and share visions on future developments in
the field. The first focal point of the conference will be on recent
developments in interest-rate modeling and derivatives pricing.
Various types of multi-curve term structure models and especially
post-crisis extensions of the Libor market model will be discussed.
The second focus will be put on counterparty and liquidity risk in a
global derivatives market. Derivative valuation and risk management in
the presence of collateral and liquidity issues will be the central
topics with special regard to valuation adjustments such as CVA
(credit valuation adjustment), DVA (debt valuation adjustment), FVA
(funding valuation adjustment), and other XVAs as well as their
interplay. Emphasis will be put on modeling and pricing, as well as
risk management and regulatory aspects. More information is given on
the website
http://www.mathfinance.ma.tum.de/kpmgce/conference-challenges-in-derivative…
To facilitate the organization of the event, your registration by
December 20, 2014 is highly appreciated. If you are interested in
providing a contributed talk (these will most likely take place on
Wednesday, April 01, 2015), please provide us an abstract/paper of
your presentation.
***
INVITATION
The WU Gutmann Center cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
(apologies for duplicated mails!)
************************************************************************
Date: November 12 (Wednesday), 2014, 4:00 pm
Location: Bank Gutmann, Schwarzenbergplatz 16, A-1010 Vienna
Speaker: Prof. Amit Goyal, http://www.hec.unil.ch/agoyal/
Title: Is the Cross-Section of Expected Bond Returns Influenced by Equity Return
Predictors?
ABSTRACT:
Using a comprehensive cross-section and time-series of corporate bond returns assembled
from multiple data sources, we analyze whether commonly analyzed equity return predictors
also predict bond returns. There is a surprisingly strong monthly lead from equity to bond
returns, indicating that new information gets reflected in the equity market first. In
univariate portfolio sorts, net equity issues are positively priced in the bond market,
consistent with the notion that equity is preferred when bond market is undervalued.
Profitability is negatively priced while idiosyncratic equity volatility is positively priced in the
corporate bond market, suggesting that profitable and relatively less volatile firms are more
attractive to bond investors, thus requiring lower returns. Our results indicate that the bond
markets do price risk, but also are susceptible to delayed information transmission relative
to equities. Finally, consistent with a relatively sophisticated institutional clientele, bonds
are efficiently priced in that none of the behaviorally-motivated variables predict returns
after accounting for transactions costs, though some risk-based variables continue to do so.
About Amit Goyal:
Amit Goyal is professor of finance at the University of Lausanne where he holds a senior
chair from the Swiss Finance Institute. Formerly on the faculty of the Goizueta Business
School at Emory University (USA), he has a Ph.D. in Finance from the University of California
at Los Angeles (USA). His research interests are in empirical asset pricing and pension funds.
His papers have been published in a variety of academic journals including the Journal of
Finance, the Journal of Financial Economics, and the Review of Financial Studies. He is the
co-editor of Journal of Financial Markets and an associate editor at the Review of Finance.
**Please REGISTER**:
Mail: gutmann-center(a)wu.ac.at
Phone: +43-1-31336-5238
CONTACT AND FURTHER INFORMATION:
WU Gutmann Center for Portfolio Management WU (Wirtschaftsuniversität Wien)
Department of Finance, Accounting and Statistics
Sabina Krickl
www.gutmann-center.at
Dear colleagues,
I'm very glad to inform you about the first version of the program for the 29th workshop of the AUSTRIAN WORKING GROUP ON BANKING & FINANCE, November 21st until 22nd at WU Wien.
For details please go to http://www.wu.ac.at/finance/events/awg2014_program.
Presenters and discussants will follow the following time schedules:
Presentations with discussion
Presentation: 20 minutes
Discussion: 10 minutes
Questions from the audience: 5 minutes
Presentations without discussion
Presentation: 20 minutes
Questions from the audience: 10 minutes
To guarantee a perfect and smooth run auf our workshop I kindly ask you to register for the workshop and the conference dinner as well http://www.wu.ac.at/finance/events/registration_awg.
Please don't hesitate to contact us for any further questions.
I am looking forward to an inspiring workshop!
With kind regards, Stefan Bogner
----------------------------------------------
Dr. Stefan Bogner, Professor
Vorstand, Department für Finance, Accounting and Statistics
Head, Department of Finance, Accounting and Statistics
WU
Wirtschaftsuniversität Wien
Vienna University of Economics and Business
Welthandelsplatz 1, Building D4, level 4, 1020 Vienna, Austria
[T] +43 1 31336/4242
[F] +43 1 31336/904242
[E] stefan.bogner(a)wu.ac.at<mailto:stefan.bogner@wu-wien.ac.at>
Investment Seminar
INSTITUTIONELLES ASSET MANAGEMENT IM NIEDRIGZINSUMFELD
Montag, 10. November 2014
14.00 Begrüßung: Josef ZECHNER, Professor an der WU Wien
14.15 Makroökonomische und Regulatorische Rahmenbedingungen* (Session 1)
Moderation: Josef ZECHNER
14.15 Bernhard FELDERER
Präsident des Fiskalrates und ehem. Direktor des Instituts für Höhere Studien, Wien
Aktueller Wirtschaftsausblick
14.45 Oskar ULREICH
Abteilungsleiter, Vor-Ort-Prüfung und interne Modelle von Versicherungsunternehmen und Pensionskassen, Finanzmarktaufsicht (FMA), Wien
Markt und Aufsicht(en): Regulatorische Herausforderungen für institutionelle Investoren
15.15 Diskussion
15.30 Pause
16.00 Investment Strategies in low interest environments (Session 2)
Moderation: Thomas DANGL, Professor an der TU Wien
16.00 Raman UPPAL, Professor an der EDHEC Business School, London
Risk-minimizing equity strategies
16.30 Engelbert DOCKNER, Professor an der WU Wien
Bond strategies in a low interest environment
17.00 Institutionelles Asset Management im Niedrigzinsumfeld* (Panel Discussion)
Moderation: Josef ZECHNER
Diskussionsteilnehmer:
Andreas GRÜNBICHLER, CFO, Mitglied des Vorstandes der Bausparkasse Wüstenrot AG und Wüstenrot Versicherungs-AG
Dieter LEHMANN, Leiter Vermögensverwaltung, VolkswagenStiftung, Hannover
Andreas KRETSCHMER, Hauptgeschäftsführer, Ärzteversorgung Westfalen-Lippe
Wir bitten Sie um Anmeldung bis 3. November unter si-researchcenter(a)wu.ac.at
Veranstaltungsort: WU, Gebäude LC, Festsaal 2 (http://gis.wu.ac.at/index.html?roomShow=festsaal%202)
Welthandelsplatz 1, 1020 Wien
Kontakt und weitere Information:
WU, Department of Finance, Accounting and Statistics
Spängler IQAM Research Center, Martina Schlichting
Welthandelsplatz 1, Gebäude D4, 4. Stock, 1020 Wien
Telefon: +43 1 31336 6315
Mail: si-researchcenter(a)wu.ac.at, Web: www.si-researchcenter.at
| Call for papers
|
| 8th Financial Risks International Forum -
| Scenarios, Stress and Forecasts in Finance
|
| Paris, March 30 & 31, 2015
The Financial Risks International Forum on "Scenarios, Stress and
Forecasts in Finance" is an International Research Forum for academics
and professionals organized by The Louis Bachelier "Finance and
Sustainable Growth" Laboratory.
See http://www.financialrisksforum.com/risk2015/ for details.
A complete paper in PDF format must be submitted electronically by
December 1, 2014.
***
Bitte beachten Sie den unten stehenden Call for Papers (Deadline - 03. Oktober 2014)
DEPARTMENT OF FINANCE, ACCOUNTING AND STATISTICS
29. WORKSHOP - AUSTRIAN WORKING GROUP ON BANKING & FINANCE
21. und 22. November 2014, Wien
CALL for PAPERS
Der Workshop findet am Freitag, 21. November 2014, nachmittags, und am Samstag, 22. November 2014, vormittags, an der WU Wien statt.
Bezüglich der Themen gibt es keine Einschränkung. Papers oder Extended Abstracts (ca. zwei Seiten) - vorzugsweise in englischer Sprache - können bis spätestens 3. Oktober 2014 bei Prof. Dr. Stefan Bogner, Department of Finance, Accounting and Statistics, WU Wien, Welthandelsplatz 1, 1020 Wien oder e-mail: stefan.bogner(a)wu.ac.at eingereicht werden. Das Programm wird am 20. Oktober 2014 bekanntgemacht.
Um den Workshop-Charakter der Veranstaltung zu fördern, soll jeder Vortrag durch einen Discussant besprochen wird. Das Finden geeigneter Discussants liegt in der Verantwortung von Prof. Bogner sowie den jeweiligen Session Chairs.
AUSTRIAN WORKING GROUP ON BANKING AND FINANCE
Ziele: Schaffen eines österreichweiten Diskussionsforums für theoretische und empirische Forschungsarbeiten auf dem Gebiet des Bankwesens und der Finanzwirtschaft. Förderung der Zusammenarbeit innerhalb der Hochschulen und der Zusammenarbeit mit der Praxis.
Teilnehmer: Angesprochen sind sowohl der wissenschaftliche Nachwuchs an allen österreichischen Universitäten und verwandten Institutionen der Forschung als auch Praktiker in Kreditinstituten und Finanzabteilungen von Unternehmen.
Schwerpunkte: Arbitrage Pricing - Capital Market Theory - Capital Requirements of Financial - (Auswahl) Intermediaries - Commercial Banking - Contingent Claims Analysis - Corporate Finance - Financial Innovations - Financial Markets Research - International Banking and Finance - Investment Banking - Options and Futures - Performance Measurement - Portfolio Management - Risk Management - Security Analysis.
http://www.wu.ac.at/finance/events/awg2014
**************************************************************************************************
Please note the Call for Papers below (Deadline October 3rd, 2014)
DEPARTMENT OF FINANCE, ACCOUNTING AND STATISTICS
29. WORKSHOP - AUSTRIAN WORKING GROUP ON BANKING & FINANCE
21. and 22. November 2014, Vienna
CALL for PAPERS
The workshop will take place November 21, 2014 (afternoon) und November 22, 2014 (morning) at WU Wien.
Full papers or detailed abstracts in all areas of banking and finance are welcome and have to be submitted by October 3rd , 2014 to Prof. Stefan Bogner, Department of Finance, Accounting and Statistics, WU Wien, Welthandelsplatz 1, 1020 Wien or via e-mail: stefan.bogner(a)wu.ac.at<mailto:stefan.bogner@wu.ac.at>.
Notification of acceptance: October 20, 2014.
Every paper presentation will be supported by a prepared discussion. The assignment of discussants is the responsibility of Prof. Bogner and the respective session chair.
AUSTRIAN WORKING GROUP ON BANKING AND FINANCE
The aim of the Austrian Working Group on Banking and Finance is to generate a discussion forum for theoretical and empirical research in all areas of banking and finance throughout Austria. All researchers (especially also junior researchers) at universities and other research institutions as well as practitioners of the financial industry (including finance departments of industrial and service companies) are highly welcome to submit and present their research. Junior researchers are, e.g. encouraged to present one of their PhD Thesis papers/projects.
Jointly Organized by WU Wien, Department of Finance, Accounting and Statistics, Institute for Finance, Banking and Insurance, Vienna, Austria and Austrian Society for Bank Research (BWG), Vienna, Austria
Topics can include but are not limited to:
Arbitrage Pricing, Behavioral Finance, Capital Market Theory, Capital Requirements of Financial Institutions, Commercial Banking, Contingent Claims Analysis, Corporate Finance, Financial Innovations, Financial Markets Research, Intermediaries, International Banking and Finance, Investment Banking, Options and Futures, Performance Measurement, Portfolio Management, Risk Management, Security Analysis.
http://www.wu.ac.at/finance/en/events/awg2014
Dr. Stefan Bogner, Professor
Vorstand, Department für Finance, Accounting and Statistics
Head, Department of Finance, Accounting and Statistics
WU
Wirtschaftsuniversität Wien
Vienna University of Economics and Business
Welthandelsplatz 1, Building D4, level 4, 1020 Vienna, Austria
[T] +43 1 31336/4242
[F] +43 1 31336/904242
[E] stefan.bogner(a)wu.ac.at<mailto:stefan.bogner@wu-wien.ac.at>
INVITATION
The WU Gutmann Center cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
(apologies for duplicated mails!)
************************************************************************
Date: September 30 (Tuesday), 2014, 4:00 pm
Location: Bank Gutmann, Schwarzenbergplatz 16, A-1010 Vienna
Speaker: Prof. Rob Bauer, http://www.maastrichtuniversity.nl/web/Profile/r.Bauer.htm
Title: Responsible Investing: Risk, Opportunity or Distraction? Implications for Institutional
and Private Investors
ABSTRACT:
Responsible Investing (RI) is gaining momentum both in institutional and private asset
management. This lecture will discuss several RI strategies, its potential risk and return
consequences, for a variety of asset classes, and from an institutional investor and a private
investor perspective.
About Rob Bauer:
Rob Bauer is Professor of Finance (chair: Institutional Investors) at Maastricht University
School of Business and Economics in The Netherlands. His academic research is focused on
pension funds, strategic investment policy, mutual fund performance, responsible investing,
shareholder activism and corporate governance. He publishes regularly in professional and
academic journals and is a frequent speaker on national and international conferences. Rob
Bauer is also Director of the European Centre for Corporate Engagement (ECCE) at
Maastricht University, and Executive Director of the International Centre for Pension
Management (ICPM), at the Rotman School of Management, University of Toronto in Canada.
Rob Bauer is also founder and managing director of Rob Bauer Consultants in which he
advises and supports institutional investors on topics related to strategic investments.
**Please REGISTER**:
Mail: gutmann-center(a)wu.ac.at
Phone: +43-1-31336-5238
CONTACT AND FURTHER INFORMATION:
WU Gutmann Center for Portfolio Management WU (Wirtschaftsuniversität Wien)
Department of Finance, Accounting and Statistics
Sabina Krickl
www.gutmann-center.at
Bitte beachten Sie den unten stehenden Call for Papers (Deadline - 22. September 2014)
DEPARTMENT OF FINANCE, ACCOUNTING AND STATISTICS
29. WORKSHOP - AUSTRIAN WORKING GROUP ON BANKING & FINANCE
21. und 22. November 2014, Wien
CALL for PAPERS
Der Workshop findet am Freitag, 21. November 2014, nachmittags, und am Samstag, 22. November 2014, vormittags, an der WU Wien statt.
Bezüglich der Themen gibt es keine Einschränkung. Papers oder Extended Abstracts (ca. zwei Seiten) - vorzugsweise in englischer Sprache - können bis spätestens 22. September 2014 bei Prof. Dr. Stefan Bogner, Department of Finance, Accounting and Statistics, WU Wien, Welthandelsplatz 1, 1020 Wien oder e-mail: stefan.bogner(a)wu.ac.at eingereicht werden. Das Programm wird am 20. Oktober 2014 bekanntgemacht.
Um den Workshop-Charakter der Veranstaltung zu fördern, soll jeder Vortrag durch einen Discussant besprochen wird. Das Finden geeigneter Discussants liegt in der Verantwortung von Prof. Bogner sowie den jeweiligen Session Chairs.
AUSTRIAN WORKING GROUP ON BANKING AND FINANCE
Ziele: Schaffen eines österreichweiten Diskussionsforums für theoretische und empirische Forschungsarbeiten auf dem Gebiet des Bankwesens und der Finanzwirtschaft. Förderung der Zusammenarbeit innerhalb der Hochschulen und der Zusammenarbeit mit der Praxis.
Teilnehmer: Angesprochen sind sowohl der wissenschaftliche Nachwuchs an allen österreichischen Universitäten und verwandten Institutionen der Forschung als auch Praktiker in Kreditinstituten und Finanzabteilungen von Unternehmen.
Schwerpunkte: Arbitrage Pricing - Capital Market Theory - Capital Requirements of Financial - (Auswahl) Intermediaries - Commercial Banking - Contingent Claims Analysis - Corporate Finance - Financial Innovations - Financial Markets Research - International Banking and Finance - Investment Banking - Options and Futures - Performance Measurement - Portfolio Management - Risk Management - Security Analysis.
Daniela Fuchs
_______________________________________________________
Office FAS (D4)
Department of Finance, Accounting and Statistics
WU Wirtschaftsuniversität Wien
Vienna University of Economics and Business
Welthandelsplatz 1, Building D4, Entrance A, 4th floor, 1020 Vienna, Austria
[T] +43 1 31336/4691
[F] +43 1 31336/904691
[E] daniela.fuchs(a)wu.ac.at<mailto:daniela.fuchs@wu.ac.at>
www.wu.ac.at/finance<http://www.wu.ac.at/finance>
---------- Forwarded message ----------
Date: Wed, 13 Aug 2014 09:34:10 +0100 (BST)
From: Xun Yu Zhou <Xun.Zhou(a)maths.ox.ac.uk>
[third party addresses removed by VFN list-admin]
Subject: Nomura Research Fellow at Oxford
Dear colleagues
The Mathematical and Computational Finance Group at Oxford is recruiting a
Nomura Research Fellow. The details can be found at
http://www.maths.ox.ac.uk/node/26208https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.jobs…
Please feel free to forward it to anyone who might be interested.
Many thanks indeed.
Regards
Xunyu Zhou
--
Xunyu Zhou
Nomura Professor of Mathematical Finance
Director, Nomura Centre for Mathematical Finance
Mathematical Institute
University of Oxford
Radcliffe Observatory Quarter
Woodstock Road
OX2 6GG Oxford, UK
Email: zhouxy(a)maths.ox.ac.uk
Tel.: +44 1865 280614
Fax: +44 1865 270715
http://people.maths.ox.ac.uk/~zhouxy/