VFN-L

vfn-l@fam.tuwien.ac.at

1159 discussions

[VFN] CCEFM-IHS Seminar
by Alfred Lehar 19 Apr '05

19 Apr '05

CCEFM Workshop Youchang Wu, University of Vienna Security Characteristics and Expected Returns: Evidence from the Chinese Stock Market (paper) Friday, April 22th, 3.30-5.00 pm, Wiener Börse, Wallnerstrasse 8, 1010 Wien The paper can be downloaded from http://www2.wu-wien.ac.at/ccefm/vgsf/activities/workshops.htm --------------------- The next CCEFM workshop is by Viral Acharya, TBA Friday, April 29th, 3.30-5.00 pm, Wiener Börse, Wallnerstrasse 8, 1010 Wien ---------------------- Alfred Lehar University of Vienna Bruenner Strasse 72 A-1210 Wien Austria / Europe Tel: +43 1 4277 38077 Fax: +43 1 4277 38074

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[VFN] CCEFM-IHS Seminar
by Alfred Lehar 12 Apr '05

12 Apr '05

CCEFM Workshop Suleyman Basak, London Business School On the Role of Arbitrageurs in Rational Markets Friday, April 15th, 3.30-5.00 pm, Wiener Börse, Wallnerstrasse 8, 1010 Wien The paper can be downloaded from http://www2.wu-wien.ac.at/ccefm/vgsf/activities/workshops.htm --------------------- The next CCEFM workshop is by Youchang Wu, University of Vienna Security Characteristics and Expected Returns: Evidence from the Chinese Stock Market Friday, April 22th, 3.30-5.00 pm, Wiener Börse, Wallnerstrasse 8, 1010 Wien ---------------------- Alfred Lehar University of Vienna Bruenner Strasse 72 A-1210 Wien Austria / Europe Tel: +43 1 4277 38077 Fax: +43 1 4277 38074

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[VFN] CCEFM-IHS seminar
by Alfred Lehar 06 Apr '05

06 Apr '05

CCEFM Workshop Jun Liu, UCLA Private Information, Diversication, and Asset Pricing Friday, April 8th, 3.30-5.00 pm, Wiener Börse, Wallnerstrasse 8, 1010 Wien The paper can be downloaded from http://www2.wu-wien.ac.at/ccefm/vgsf/activities/workshops.htm --------------------- The next CCEFM workshop is by Suleyman Basak, London Business School On the Role of Arbitrageurs in Rational Markets Friday, April 15th, 3.30-5.00 pm, Wiener Börse, Wallnerstrasse 8, 1010 Wien ---------------------- Dr. Alfred Lehar University of Vienna Bruenner Strasse 72 A-1210 Wien Austria / Europe Tel: +43 1 4277 38077 Fax: +43 1 4277 38074

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[VFN] SCOR-Preis fuer Aktuarwissenschaften 2005 (fwd)
by VFN-L admin * Andreas Schamanek 31 Mar '05

31 Mar '05

---------- Forwarded message ---------- From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at> ---------- Forwarded message ---------- Date: Thu, 31 Mar 2005 11:50:12 +0200 From: Hans-Joachim Zwiesler <zwiesler(a)mathematik.uni-ulm.de> Subject: SCOR-Preis für Aktuarwissenschaften 2005 Sehr geehrte Kolleginnen und Kollegen, zum nunmehr neunten Mal stiftet das Rückversicherungsunternehmen SCOR Deutschland, Tochtergesellschaft der französischen SCOR-Gruppe, die zu den Top Ten unter den internationalen Rückversicherern zählt, in Zusammenarbeit mit der Universität Ulm drei Preise zur Förderung von Nachwuchswissenschaftlern deutschsprachiger Universitäten, deren Arbeiten einen Bezug zu aktuarwissenschaftlichen Fragestellungen aufweisen. Die Ausschreibung ist bewusst breit und interdisziplinär angelegt und erlaubt auch die Einreichung von Dissertationen und Diplomarbeiten. Im Namen der Jury und von SCOR Deutschland möchte ich Sie herzlich bitten, die beiliegende Ausschreibung an geeignete Interessenten weiterzugeben. Mit freundlichen Grüßen Hans-Joachim Zwiesler [attachment removed and saved to below URL by admin] URL : http://www.fam.tuwien.ac.at/listsdata/20050331T1331.pdf Type: PDF document, version 1.4 Size: 23438

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[VFN] CCEFM-IHS seminar
by Alfred Lehar 30 Mar '05

30 Mar '05

CCEFM Workshop The next CCEFM workshop is by Thomas Steinberger Defined Benefit Plans: Risk Sharing, Default and Regulation Friday, April 1st, 3.30-5.00 pm, Wiener Börse, Wallnerstrasse 8, 1010 Wien --------------------- The next CCEFM workshop is by Jun Liu TBA Friday, April 8th, 3.30-5.00 pm, Wiener Börse, Wallnerstrasse 8, 1010 Wien ---------------------- Alfred Lehar University of Vienna Bruenner Strasse 72 A-1210 Wien Austria / Europe Tel: +43 1 4277 38077 Fax: +43 1 4277 38074

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[VFN] Gutmann Center Public Lecture April 13th Suleyman Basak
by Gutmann Center-D. Grimm 30 Mar '05

30 Mar '05

The GUTMANN CENTER FOR PORTFOLIO MANAGEMENT at the University of Vienna http://www.gutmann-center.at is pleased to announce the following PUBLIC LECTURE: - Apologies for any cross-listings!! - Date: April 13th, 2005 - 5.00 p.m. Speaker: Prof. Dr. Suleyman BASAK London Business School http://faculty.london.edu/sbasak/ Title: "IMPLICIT INCENTIVES AND BENCHMARKING IN MONEY MANAGEMENT" Abstract: Money managers are rewarded for increasing the value of assets under management, and predominantly so in the mutual fund industry. This gives the manager an implicit incentive to exploit the well-documented positive fund-flows to relative-performance relationship by manipulating her risk exposure. In a dynamic asset allocation framework, this presentation will argue that as the year-end approaches, the ensuing convexities in the manager's objective induce her to closely mimic the index, relative to which her performance is evaluated, when the fund's year-to-date return is sufficiently high. As her relative performance falls behind, she chooses to deviate from the index by either increasing or decreasing the volatility of her portfolio. The maximum deviation is achieved at a critical level of underperformance. It may be optimal for the manager to reach such deviation via selling the risky asset despite its positive risk premium. Costs of misaligned incentives to investors resulting from the manager's policy are economically significant. The presentation then will demonstrate how a simple risk management practice that accounts for benchmarking can ameliorate the adverse effects of managerial incentives. Location: Bank Gutmann AG (http://www.gutmann.at), Schwarzenbergplatz 16, A - 1010 Vienna, Austria Please REGISTER: brigitte.juchelka(a)gutmann.at phone: +43-1-50220-357 Further information about the Gutmann Center: Gutmann Center for Portfolio Management University of Vienna Bruenner Str. 72 A-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] CCEFM-IHS seminar
by Alfred Lehar 15 Mar '05

15 Mar '05

CCEFM Workshop Doron Avramov, University of Maryland Investing in Mutual Funds when Returns are Predictable Friday, March 18th, 3.30-5.00 pm !****** different location *******! HS 2,Institute for advanced studies, Stumpergasse 56, 1060 Wien !****** different location *******! The paper is downloadable from: http://www.vgsf.ac.at/ --------------------- The next CCEFM workshop is by Thomas Steinberger, Defined Benefit Plans: Risk Sharing, Default and Regulation Friday, April 1st, 3.30-5.00 pm, Wiener Börse, Wallnerstrasse 8, 1010 Wien ---------------------- Alfred Lehar University of Vienna Bruenner Strasse 72 A-1210 Wien Austria / Europe Tel: +43 1 4277 38077 Fax: +43 1 4277 38074

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[VFN] CCEFM-IHS seminar
by Alfred Lehar 04 Mar '05

04 Mar '05

CCEFM Workshop Christine Parlour, Carnegie Mellon University "Credit Risk Transfer" Friday, March 11th, 3.30-5.00 pm, !****** different location *******! HS 2,Institute for advanced studies, Stumpergasse 56, 1060 Wien !****** different location *******! The paper will be downloadable within the next few days from: http://www.vgsf.ac.at/ --------------------- The next CCEFM workshop is by Doron Avramov, University of Maryland Title: TBA Friday, March 18th, 3.30-5.00 pm, Location: TBA ---------------------- Alfred Lehar University of Vienna Bruenner Strasse 72 A-1210 Wien Austria / Europe Tel: +43 1 4277 38077 Fax: +43 1 4277 38074

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[VFN] Stellenausschreibung: WU-Wien Finanzwirtschaft (fwd)
by VFN-L admin * Andreas Schamanek 22 Feb '05

22 Feb '05

---------- Forwarded message ---------- Date: Wed, 16 Feb 2005 11:15:27 +0100 From: christine.neumeyer(a)univie.ac.at To: vfn-l(a)fam.tuwien.ac.at Subject: Stellenausschreibung Anbei übermitteln wir Ihnen ein Infoblatt über eine Stellenausschreibung am Institut für Finanzwirtschaft der Universität Wien. [attachment converted to plain text by vfn-l-admin, see below] mfG Christine Neumeyer University of Vienna Department of Finance Bruenner Strasse 72 1210 Vienna Austria Tel: + 43 (01) 4277-38262 Fax: + 43 (01) 4277-38264 E-Mail: christine.neumeyer(a)univie.ac.at www.univie.ac.at/bwl/fidi GESUCHT: Assistentin / Assistent in Ausbildung Der Lehrstuhl für Finanzdienstleistungen und Öffentliche Wirtschaft des Institutes für Finanzwirtschaft der Fakultät für Wirtschaftswissenschaften stellt mit ehestmöglichem Datum eine/n Assistent/in ein. Voraussetzungen: Abgeschlossenes Studium der Wirtschaftswissenschaften (Diplom- oder Magistergrad) Beschaeftigungsausmaß: 100 % Gewünschte Zusatzqualifikationen: Kenntnisse in der Regulierungstheorie- und praxis sowie die Bereitschaft, eine Dissertation zu einem Thema im Bereich der Regulierung von Kapitalmärkten und Finanzinstituten oder Infrastrukturunternehmen zu verfassen. Beschäftigungsdauer: 4 Jahre Gehalt: ca. 1800,- Bewerbung bis spät. 8. März 2005 an: Bewerbungsformulare ( http://www.univie.ac.at/Personalabteilung ) mit unterschriebenem Lebenslauf an: Universität Wien - Zentrale Verwalung, Personalabteilung / 1010 Wien, Dr. Karl Lueger Ring 1, bitte KENNZAHL 37551/BM unbedingt anführen. ***

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[VFN] ECONOMICS and MANAGEMENT of NETWORKS, EMNet 2005, Budapest, September 15-17 (fwd)
by VFN-L admin * Andreas Schamanek 16 Feb '05

16 Feb '05

---------- Forwarded message ---------- Date: Wed, 16 Feb 2005 08:58:58 +0100 From: Windsperger Josef <josef.windsperger(a)univie.ac.at> Subject: ECONOMICS and MANAGEMENT of NETWORKS, EMNet 2005, Budapest, September 15-17 Dear colleague, as organizing chair of the international conference on Economics and Management of Networks (EMNet 2005) in Budapest, September 15 - 17, 2005, I want to invite you to submit a paper for presentation. You will find the call for papers and the registration form under http://www.univie.ac.at/EMNET <http://www.univie.ac.at/EMNET>. Best regards, Josef Windsperger University of Vienna Center for Business Studies -- Josef Windsperger, PhD Associate Professor of Organization and Management (ao. Univ.-Prof.) University of Vienna, Center for Business Studies Bruenner Str. 72; A-1210 Vienna, Austria Phone: +431 4277 38180; Fax: +431 4277 38174 Email: josef.windsperger(a)univie.ac.at URL: http://www.univie.ac.at/im

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[VFN] Workshop on the Interface between Quantitative Finance and Insurance (fwd)
by Andreas Schamanek 16 Feb '05

16 Feb '05

---------- Forwarded message ---------- From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at> ---------- Forwarded message ---------- Date: Tue, 8 Feb 2005 08:06:37 -0500 From: IAA Secretariat AAI <secretariat(a)actuaries.org> To: AFIR Members List / Liste des membres d'AFIR <afir(a)lists.actuaries.org> Subject: Workshop on the Interface between Quantitative Finance and Insurance / Atelier sur l'interface entre la finance quantitative et l'assurance Workshop on the Interface between Quantitative Finance and Insurance A satellite workshop of the Quantitative Finance Programme of the Isaac Newton Institute and a 2005 Regional Seminar of the AFIR Section of the International Actuarial Association Edinburgh, 4 - 8 April 2005 Workshop Summary The Workshop starts with Registration (between 9.30 and 10.30am) on Monday 4 April and finishes on Friday 8 April at around 4pm. It is possible to register for the first two days only. This workshop aims to discuss leading-edge research on the interface between insurance, pensions and quantitative finance. The meeting will concentrate on two closely linked themes. First, all insurance companies and pension plans are subject to a degree of financial and economic risk as well as their traditional insurance risks. Considerable research in the international actuarial community is ongoing which attempts to model and manage these risks. Much of this research is building upon existing knowledge in financial mathematics. Equally, though, the specific problems being encountered are throwing back new challenges for financial mathematicians. This introduces us to the second theme: the issue of securitisation of insurance risks. This presents many new challenges that require a combination of actuarial mathematics, financial mathematics, mathematical economics and good contract design. The workshop will bring together leading international experts from both academia and practice to promote exchange of ideas and help make progress on research into current issues. Applications and payment must be received by Monday 21 March. Places will be confirmed on receipt of payment. You may apply online at the following address: http://www.ma.hw.ac.uk/icms/meetings/2005/quantfinance/reg_form.html ---------------------------------------------------------------------------- ---- Atelier sur l'interface entre la finance quantitative et l'assurance Un atelier satellite du Programme sur la finance quantitative du Isaac Newton Institute et un séminaire régional 2005 de la Section AFIR de l'Association Actuarielle Internationale Édinburgh, du 4 au 8 avril 2005 Sommaire de l'atelier L'atelier débute avec les inscriptions (entre 9 h 30 et 10 h 30), lundi 4 avril et se termine le vendredi 8 avril vers 16 h. Il est possible de s'inscrire pour les deux premiers jours seulement. Le but de l'atelier est de favoriser les discussions sur les recherches de pointe concernant l'interface entre l'assurance, les régimes de retraite et la finance quantitative. La réunion portera principalement sur deux thèmes en étroit rapport. Premièrement, toutes les compagnies d'assurance et les régimes de retraite sont sujets à un certain niveau de risque financier et économique, de même qu'aux risques d'assurance traditionnels. De nombreuses recherches au sein de la communauté actuarielle internationale sont en cours afin de tenter de modéliser et de gérer ces risques. Ces efforts sont principalement fondés sur les connaissances actuelles dans le domaine des mathématiques financières. Cependant, les problèmes particuliers rencontrés posent de nouveaux défis aux mathématiciens du secteur financier. Ceci nous amène au deuxième thème, soit la question de la titrisation des risques d'assurance. Ceci pose de nombreux défis nouveaux qui requièrent une combinaison de mathématiques actuarielles, de mathématiques financières, d'économie mathématique et de bonne conception de contrats. L'atelier permettra à des chefs de file internationaux du secteur académique et des domaines mettant ces connaissances en pratique de se rencontrer et d'échanger sur ces questions dans le but de faire progresser la recherche dans ces domaines. Les inscriptions et le paiement doivent être reçus au plus tard lundi le 21 mars . Les places seront confirmées sur réception du paiement. Vous pouvez vous inscrire en ligne à l'adresse suivante : http://www.ma.hw.ac.uk/icms/meetings/2005/quantfinance/reg_form.html

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[VFN] Workshop "Risk Measures & Risk Management: General Aspects", EURANDOM, Eindhoven, May 9-11, 2005
by Hansjoerg Albrecher 15 Feb '05

15 Feb '05

Please distribute the following announcement via the newsletter. Thanks, Hansjoerg Albrecher -------------------------------------- FIRST ANNOUNCEMENT May 9-11, 2005, Workshop "Risk Measures & Risk Management: General Aspects", EURANDOM, Eindhoven, NL The workshop focuses on the theoretically interesting and practically important topic of risk measures and risk management. The workshop will bring together leading researchers from academia and from practice. Topics that will be included are: axiomatic aspects, performance of risk measures, computational and statistical aspects. Furthermore applications of risk measures in (re-)insurance, finance and portfolio optimization are treated. Special emphasis lies on interest rate models and on credit risk. For more information and registration please consult URL: http://www.eurandom.tue.nl/workshops/2005/RiskMeasures/RiskMeasures_main.htm

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[VFN] CCEFM/IHS Workshop
by Alfred Lehar 24 Jan '05

24 Jan '05

CCEFM/IHS Workshop Bernard Dumas, INSEAD What To Do About Excessive Volatility? Friday, January 28th, 3.30-5.00 pm, Wiener Börse, Wallnerstrasse 8, 1010 Wien The paper can be downloaded from http://www2.wu-wien.ac.at/ccefm/activities/workshops.htm ---------------------- The next workshop will be by Christine Parlour on March 11th. ---------------------- Alfred Lehar University of Vienna Bruenner Strasse 72 A-1210 Wien Austria / Europe Tel: +43 1 4277 38077 Fax: +43 1 4277 38074

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[VFN] Developments in Quantitative Finance, 4-8 July 2005 (fwd)
by VFN-L admin * Andreas Schamanek 18 Jan '05

18 Jan '05

---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Fri, 14 Jan 2005 15:28:02 -0500 From: Vicky Henderson <vhenders(a)Princeton.EDU> Subject: Developments in Quantitative Finance, 4-8 July 2005 Dear collegues, Please find below the announcement for the INI conference "Developments in Quantitative Finance" to be held in Cambridge this July. We have generous funding from the EC and Nomura for this event, so will be able to fund local expenses of students, young participants and Europeans working outside the EU. The official website for the conference can be found : http://www.newton.cam.ac.uk/programmes/DQF/dqfw02.html where there is an application form. The deadline is 28th February. There are also more details about funding categories and accomodation options on a second website : http://www.bath.ac.uk/~masdgh/INI/conference.html Please accept our apologies if you receive multiple announcements - we want to advertise widely. Best wishes, Vicky Henderson David Hobson Stan Pliska Chris Rogers ------------------------------------------------------------ Isaac Newton Institute for Mathematical Sciences, Cambridge, UK Quantitative Finance: Developments, Applications & Problems (4 - 8 July 2005) Supported by the European Commission, Sixth Framework Programme Marie Curie Conferences and Training Courses - MSCF-CT-2004-516558 and NOMURA in association with the Newton Institute programme entitled Developments in Quantitative Finance (24 January to 22 July 2005) Organisers: V Henderson (Princeton), D Hobson (Bath), S Pliska (Illinois), C Rogers (Cambridge). Theme of Conference: The objective of this conference is to bring together academics from various fields, including mathematicians, but also researchers from economics and finance, together with industry practitioners, to discuss the latest developments in the theory of mathematical finance, the application of this theory to current issues facing the industry and to identify the substantive problems confronting academic researchers and finance professionals. Many individual themes within quantitative finance are covered elsewhere in the programme, and this conference will aim to promote the developments in those areas to a wider audience, whilst simultaneously providing a forum for the discussion of advances in other areas within the field. Invited Speakers: Y Ait-Sahalia (Princeton), P. Bank (Columbia), M. Baxter (Nomura), D. Becherer (Imperial), N. Branger (Frankfurt), M. Davis (Imperial), D. Duffie* (Stanford), R Frey (Leipzig), S Hodges (Warwick), L. Hughston (Kings), R. Jarrow* (Cornell), E. Jouini (Ceremade), S Kou (Columbia), D. Kramkov (Carnegie-Mellon), M. Monoyios (Brunel), P. Mykland (Chicago), E Platen (UTS), J-C Rochet (Toulouse), S. Ross (MIT), S. Shreve (Carnegie-Mellon), R Sircar (Princeton) and M. Zervos (Kings). *to be confirmed Location & Cost: The Conference will take place at the Newton Institute and accommodation for participants will be provided in single study bedrooms with shared bathroom at Wolfson Court. The conference package, costing 440GBP, includes accommodation, breakfast and dinner from dinner on Sunday 3 July to breakfast on Saturday 9 July 2005, and lunch and refreshments during the days that lectures take place. Self-supporting participants are very welcome to apply. Further Information and Applications Forms are available from the WWW at: http://www.newton.cam.ac.uk/programmes/DQF/dqfw02.html Completed application forms should be sent to Tracey Andrew at the address below, or via email to: t.andrew(a)newton.cam.ac.uk Closing Date for the receipt of applications is 28 February 2005

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[VFN] Research Seminar
by Alfred Lehar 17 Jan '05

17 Jan '05

CCEFM/IHS Workshop Florian Heider, ECB Capital structure, risk and asymmetric information Friday, January 21st, 3.30-5.00 pm Wiener Börse, Wallnerstrasse 8, 1010 Wien The paper can be downloaded from http://www2.wu-wien.ac.at/ccefm/activities/workshops.htm ---------------------- The next workshop will be by Bernard Dumas on January 28th. ---------------------- Alfred Lehar University of Vienna Bruenner Strasse 72 A-1210 Wien Austria / Europe Tel: +43 1 4277 38077 Fax: +43 1 4277 38074

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[VFN] CCEFM Workshop 14.1.2005
by alexander.stomper＠univie.ac.at 11 Jan '05

11 Jan '05

CCEFM Workshop, 14.1.2005, 3:30-5:00 pm Christian Pierdzioch (Universität Kiel) "Sources of Predictability of European Stock Markets for High-Technology Firms" Wiener Börse, Wallnerstrasse 8 1010 Wien The paper can be downloaded from: http://www2.wu-wien.ac.at/ccefm/activities/workshops.htm

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[VFN] Reminder: MTS Conference on Financial Markets, Palais Coburg, 16-18 December 2004
by Randl Otto iskwien 14 Dec '04

14 Dec '04

-------------------------------------------------------------- Invitation The Second MTS Conference on Financial Markets: The Organisation and Performance of Fixed-Income Markets Hosted by Universität Wien und ISK Wien Palais Coburg, 16-18 December 2004 Please register at isk(a)iskwien.at +43 (1) 51818-900 -------------------------------------------------------------- Thursday, December 16 13.15 Welcome by Marco Pagano 14.00 Session 1 - Secondary Markets, Chair: Gustavo Piga Automation versus Intermediation: Evidence from Treasuries Going Off the Run M. Barclay, T. Hendershott, K. Kotz Discussant: G. Garbi Financial Intermediation and the Costs of Trading in an Opaque Market R. Green, B. Hollifield, N. Schurhoff Discussant: C. D'Souza MTS Time Series A. Dufour Key Note Address Chester Spatt Moderator: Bruno Biais Friday, December 17 8.30 Session 2 - Primary Markets, Chair: Ernst-Ludwig von Thadden Illiquidity Spillovers: Theory and Evidence from European Telecom Bond Issuance Y. Newman, M. Rierson Discussant: A. Melnik Order Flow and the Formation of Dealer bids: An Analysis of Information and Strategic Behaviour in the Government of Canada Security Auctions A. Hortacsu, S. Sereen Discussant: C. Upper Dicriminatory Auctions with Seller Discretion: Evidence from German Treasury Auctions J. Rocholl Discussant: A. Hortacsu 13.30 Session 3 - Liqudity and Risk, Chair: Giorgio Basevi Flight to Quality, Flight to Liquidity, and the Pricing of Risk D. Vayanos Liquidity Discovery and Asset Pricing M. Gallmeyer, B. Hollifield, D. Seppi Discussant: V. Acharya Welcome by Prof. Niels Thygesen Roundtable: Bond Market: Liquidity, Risk and Regulation, Chair: A. Lamfalussy A. Grünbichler, T. Padoa Schioppa, G. Szapary Saturday, December 18 9.00 - 13.30 Press Sessions -------------------------------------------------------------- Further information: Dr. Otto Randl Institut für strategische Kapitalmarktforschung Coburgbastei 4/1 A-1010 Wien T: +43 (1) 518 18 - 900 F: +43 (1) 518 18 - 920 E: otto.randl(a)iskwien.at Programme: http://www.iskwien.at/upload/Preliminary_Programme_Vienna.pdf There is no conference fee, but registration at isk(a)iskwien.at is required. Due to the limited number of participants please register asap. --------------------------------------------------------------

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[VFN] CCEFM/IHS Workshop
by Alfred Lehar 07 Dec '04

07 Dec '04

CCEFM/IHS Workshop Youchang Wu and Josef Zechner, University of Vienna Closed-end Fund Governance, Portfolio Performance, and the Discount Friday, December 10th, 3.30-5.00 pm, Location: (!) BWZ HS 9 (!) Brünner Strasse 72, 1210 Wien The paper can be downloaded from http://www2.wu-wien.ac.at/ccefm/activities/workshops.htm ---------------------- This is the last workshop for this year. The next workshop will be on January 14th. Merry Christmas! ---------------------- Alfred Lehar University of Vienna Bruenner Strasse 72 A-1210 Wien Austria / Europe Tel: +43 1 4277 38077 Fax: +43 1 4277 38074

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[VFN] ECONOMICS and MANAGEMENT of NETWORKS (EMNet 2005)- Conference, Budapest, September 2005
by Josef Windsperger 30 Nov '04

30 Nov '04

Dear colleague, as organizing chair I want to invite you to the international conference on Economics and Management of Networks (EMNet 2005) (see www.univie.ac.at/EMNET). This conference will take place in Budapest, September 15 - 17, 2005. Best regards, Josef Please send this message to colleagues and friends! -- Josef Windsperger, PhD Associate Professor of Organization and Management (ao. Univ.-Prof.) University of Vienna, Center for Business Studies Bruenner Str. 72; A-1210 Vienna, Austria Phone: ++431 4277 38180; Fax: ++431 4277 38174 Email: josef.windsperger(a)univie.ac.at URL: http://www.univie.ac.at/im

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[VFN] Stellenausschreibung, Abt. Quantitative BWL und Operations Research
by Michaela Nettekoven 24 Nov '04

24 Nov '04

An der Abteilung für Quantitative Betriebswirtschaftslehre und Operations Research (http://www.wu-wien.ac.at/inst/or/tafel.html), Wirtschaftsuniversität Wien (http://www.wu-wien.ac.at) ist voraussichtlich ab 1. Jänner 2005 bis 31. Dezember 2008 1 Posten für einen Wissenschaftlichen Mitarbeiter/eine Wissenschaftliche Mitarbeiterin, vollbeschäftigt, (ArbeitnehmerIn der Wirtschaftsuniversität Wien gem. § 128 UG 2002 idgF), ersatzmäßig zu besetzen. Notwendige Kenntnisse und Qualifikationen: EU-Bürger/in, abgeschlossenes Studium der Sozial- und Wirtschaftswissenschaften oder Mathematik oder Informatik oder Wirtschaftsinformatik Erwünschte Kenntnisse und Qualifikationen: Eignung zur Mitarbeit in Lehre (insbesondere Finanzierung) und Forschung der Abteilung, Mitarbeit im organisatorisch-administrativen Bereich der Abteilung, Unterstützung der Abteilung in allen EDV- Belangen (EDV-Beauftragte/r der Abteilung), insbesondere Administration des Abteilungsservers (LINUX) und WEB-Design (HTML) zur Betreuung der Abteilungshomepage Kennzahl: 30605 Schriftliche Bewerbungen mit Lebenslauf und Angabe über den Studienerfolg (ohne Originalzeugnisse) sind unter Angabe der angeführten Kennzahl an die PERSONALABTEILUNG der Wirtschaftsuniversität Wien, Augasse 2-6, 1090 Wien zu richten. Ende der Bewerbungsfrist: 15. Dezember 2004 Bitte die Kennzahl unbedingt anführen! Mit freundlichen Grüßen Michaela Nettekoven ------------------------------------------------------------- Univ. Ass. Dr. Michaela Nettekoven Wirtschaftsuniversitaet Wien Abt. f. Quantitative Betriebswirtschaftslehre und Operations Research UZA 4, 4. Stock, Bauteil D Nordbergstraße 15, A - 1090 Wien Tel.: (++43)-1-31336-4561, Fax: (++43)-1-31336-708 E_mail: michaela.nettekoven(a)wu-wien.ac.at Web: <http://www.wu-wien.ac.at/wwwu/institute/or/tafel.html>

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[VFN] Reminder: Invitation to the second MTS conference on financial markets, Vienna, Dec. 16-18
by Randl Otto iskwien 23 Nov '04

23 Nov '04

-------------------------------------------------------------- Invitation The Second MTS Conference on Financial Markets: The Organisation and Performance of Fixed-Income Markets Hosted by Universität Wien und ISK Wien Palais Coburg, 16-18 December 2004 PLEASE REGISTER BY FRIDAY, NOVEMBER 26 AT ISK(a)ISKWIEN.AT (no conference fee, but registration is required) Preliminary Programme: http://www.iskwien.at/upload/Preliminary_Programme_Vienna.pdf -------------------------------------------------------------- Thursday, December 16 13.15 Welcome by Marco Pagano 14.00 Session 1 - Secondary Markets, Chair: Gustavo Piga Automation versus Intermediation: Evidence from Treasuries Going Off the Run M. Barclay, T. Hendershott, K. Kotz Discussant: G. Garbi Financial Intermediation and the Costs of Trading in an Opaque Market R. Green, B. Hollifield, N. Schurhoff Discussant: C. D'Souza MTS Time Series A. Dufour Key Note Address Chester Spatt Moderator: Bruno Biais Friday, December 17 8.30 Session 2 - Primary Markets, Chair: Ernst-Ludwig von Thadden Illiquidity Spillovers: Theory and Evidence from European Telecom Bond Issuance Y. Newman, M. Rierson Discussant: A. Melnik Order Flow and the Formation of Dealer bids: An Analysis of Information and Strategic Behaviour in the Government of Canada Security Auctions A. Hortacsu, S. Sereen Discussant: C. Upper Dicriminatory Auctions with Seller Discretion: Evidence from German Treasury Auctions J. Rocholl Discussant: A. Hortacsu 13.30 Session 3 - Liqudity and Risk, Chair: Giorgio Basevi Flight to Quality, Flight to Liquidity, and the Pricing of Risk D. Vayanos Liquidity Discovery and Asset Pricing M. Gallmeyer, B. Hollifield, D. Seppi Discussant: V. Acharya Welcome by Prof. Niels Thygesen Roundtable: Bond Market: Liquidity, Risk and Regulation, Chair: A. Lamfalussy A. Grünbichler, T. Padoa Schioppa, G. Szapary Saturday, December 18 9.00 - 13.30 Press Sessions -------------------------------------------------------------- Further information: Dr. Otto Randl Institut für strategische Kapitalmarktforschung Coburgbastei 4/1 T: +43 (1) 518 18 - 900 F: +43 (1) 518 18 - 920 E: otto.randl(a)iskwien.at Registration: isk(a)iskwien.at There is no conference fee, but registration is required. Due to the limited number of participants please register asap. --------------------------------------------------------------

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[VFN] Stellenausschreibung, Abt. Finanzwirtschaft und Controlling, TU-Wien
by Wolfgang Aussenegg 23 Nov '04

23 Nov '04

AUSSCHREIBUNG An der Abt. Finanzwirtschaft und Controlling (http://www.imw.tuwien.ac.at/fc/), Institut für Institut für Managementwissenschaften, der Technischen Universität Wien (http://www.tuwien.ac.at/), ist voraussichtlich ab 1.12.2004 auf die Dauer von 6 Jahren eine Stelle für einen/eine Universitätsassistenten/in zu besetzen. Beschäftigungsausmaß: vollbeschäftigt Aufnahmebedingungen: einschlägig abgeschlossenes Doktoratsstudium bzw eine gleichwertige wissenschaftliche Befähigung Sonstige Kenntnisse: Rechnungswesen und Risikocontrolling Bewerbungsfrist: bis 8.12.2004 Bewerbungen sind an die Personalabteilung I (http://www.tuwien.ac.at/zv/pers1/ bzw. http://info.tuwien.ac.at/histu/inst/0104.html) der TU Wien, Karlsplatz 13, A-1040 Wien, zu richten. Für weitergehende Auskünfte steht a.o.Univ.-Prof. Dr. Wolfgang Aussenegg (Email: waussen(a)pop.tuwien.ac.at) zur Verfügung. Mit freundlichen Grüßen, Wolfgang Aussenegg -- *********************************************************** a.o.Univ.-Prof. Dr. Wolfgang Aussenegg Institut für Managementwissenschaften Abt. Finanzwirtschaft und Controlling Technische Universität Wien Phone: +43-1-58801 - 33082 Fax: +43-1-58801 - 33098 E-mail: waussen(a)pop.tuwien.ac.at Web: http://info.tuwien.ac.at/E330/ Adresse: Favoritenstraße 9-11 A-1040 Wien Österreich

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[VFN] CCEFM/IHS Workshop
by Alfred Lehar 22 Nov '04

22 Nov '04

CCEFM/IHS Workshop Andrew Ellul, Indiana University External Governance and Debt Agency Costs of Family Firms The paper can be downloaded from http://www2.wuwien.ac.at/ccefm/activities/workshops.htm Friday, December 3rd, 3.30-5.00 pm, Wiener Börse, Wallnerstrasse 8, 1010 Wien ---------------------- The next workshop after this one will be by: Youchang Wu and Josef Zechner, University of Vienna Closed-end Fund Governance, Portfolio Performance, and the Discount Friday, December 10th, 3.30-5.00 pm, Location: (!) BWZ HS 9 (!) ---------------------- Alfred Lehar University of Vienna Bruenner Strasse 72 A-1210 Wien Austria / Europe Tel: +43 1 4277 38077 Fax: +43 1 4277 38074

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[VFN] Einladung zum 19. AWG-Workshop
by I. Cueneyt KAZOKOGLU 17 Nov '04

17 Nov '04

EINLADUNG ZUM 19. WORKSHOP DER AUSTRIAN WORKING GROUP ON BANKING AND FINANCE Freitag, 26. 11., 14.00 - 18.30 Samstag, 27. 11., 9.00 - 12.45 Wirtschaftsuniversität Wien Augasse 2-6, 1090 Wien Hörsaal 01, UZA1, Kern A Das Programm der Veranstaltung und eine Möglichkeit zur Anmeldung sind unter http://www.wu-wien.ac.at/wwwu/institute/ikw/hp/awg19.html abrufbar. Anmeldeschluss ist der 24. 11. 2004. Auf Ihr Kommen freuen sich die Abteilung für Betriebliche Finanzierung und das Institut für Kreditwirtschaft an der Wirtschaftsuniversität Wien. Mit freundlichen Grüßen Stefan Bogner Stefan Pichler ------------------- Stud. Ass. Cüneyt KAZOKOGLU Wirtschaftsuniversität Wien Institut für Kreditwirtschaft UZA 4, 6. Stock Kern B Nordbergstraße 15 A-1090 Wien Tel: ++43 1 31336 4686 Fax: ++43 1 3100580 E-mail: cuneyt.kazokoglu(a)wu-wien.ac.at Web: http://www.wu-wien.ac.at/wwwu/institute/ikw/ ---------------------

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[VFN] Invitation Gutmann Center Symposium on Hedge Funds, Vienna Nov. 29th
by Gutmann Center-D. Grimm 15 Nov '04

15 Nov '04

INVITATION TO GUTMANN CENTER SYMPOSIUM ON HEDGE FUNDS November 29th, 2004 University of Vienna Dr. Karl Lueger-Ring 1, 1010 Wien Program as pdf: http://gutmann-center.univie.ac.at/bridging/gutmann_symposia/200 4_on_hedge_funds/Symp04-Folder.pdf REGISTRATION IS REQUIRED!: gutmann.bwl(a)univie.ac.at Further information: www.gutmann-center.at In cooperation with: www.diepresse.com ---------------------------------------------------------------- ----------------- In times of falling stock markets and not very promising bond markets, investors are looking for alternatives. Hedge Funds promise stable and attractive returns both during rising as well as falling marketsbut come with the disadvantage that they are frequently a black box for investors.The internationally recognized speakers at our symposium will shed some light on this hot topic from an academic as well as a practitioner's point of view. PROGRAM 08.30 - 09.00 Registration (Kleiner Festsaal) 09.00 - 09.15 Welcome (Kleiner Festsaal) Josef Zechner, University of Vienna Session 1 (Kleiner Festsaal) Chair: Josef Zechner, University of Vienna 09.15 - 09.45 Mila Getmansky, Isenberg School of Management at UMASS "The Life Cycle of Hedge Funds: Fund Flows, Size and Performance" Discussant: Stefan Pichler, Vienna University of Economics and BA 09.45 - 10.15 Julien Hugonnier, University of Lausanne "Mutual Fund Portfolio Choice in the Presence of Dynamic Flows" Discussant: Thomas Dangl, Vienna University of Technology 10.15 - 10.45 Narayan Y. Naik, London Business School "Flows, Performance, and Managerial Incentives in Hedge Funds Discussant: Otto Randl, ISK Vienna 10.45 - 11.15 - Coffee Break - Session 2 (Kleiner Festsaal) Chair: Klaus Spremann, University of St. Gallen 11.15 - 11.45 Ryan J. Davies, Babson College "Fund of Hedge Funds Portfolio Selection: A Multiple-Objective Approach" Discussant: Steven Thorley, Brigham Young University 11.45 - 12.15 Terry Marsh, Quantal Inc./ UC Berkeley "Equity Market Neutral Hedge Funds" Discussant: Engelbert Dockner, University of Vienna 12.15 -12.45 Oleg Bondarenko, Washington University in St. Louis "Market Price of Variance Risk and Performance of Hedge Funds" Discussant: Shmuel Kandel, Tel Aviv University 12.45 - 14.15 - Lunch Buffet - PARALLEL SESSIONS: Session 3a Parallel Session I (Kleiner Festsaal) Chair: Shmuel Kandel, Tel Aviv University 14.15 14.45 Martin Ruckes, University of Wisconsin-Madison "Liquidity, Borrowing Structure, and Limits to Arbitrage" Discussant: Alfred Lehar, University of Vienna 14.45 15.15 Maria Vassalou, Columbia University "Corporate Innovation and its Effects on Equity Returns" Discussant: Neal Stoughton, University of Calgary 15.15 15.45 Kuan Xu, Dalhousie University "Myopic Loss Aversion and Margin of Safety" Discussant: Elroy Dimson, London Business School Session 3b Parallel Session II (Hörsaal 16) Chair: Terry Marsh, Quantal International Inc./ UC Berkeley 14.15 14.45 George O Aragon, Boston College "Share Restrictions and Asset Pricing Evidence from the Hedge Fund Industry" Discussant: Peter Pope, Lancaster University 14.45 15.15 Yong Chen, Boston College "Timing ability in the focus market of hedge funds" Discussant: Michael Halling, University of Vienna 15.15. 15.45 Robert Kosowski, INSEAD "Is Stellar Hedge Fund Performance for Real?" Discussant: Robert Korajczyk, Northwestern University Panel Discussion (Kleiner Festsaal) 16.00 - 17.30 Hedge Funds Temporary Fad or Here to Stay? Chair: Michael Prüller, Die Presse Discussants: - Elroy Dimson, London Business School - Terry Marsh, UC Berkeley/ Quantal International Inc. - Friedrich Strasser, Bank Gutmann AG - Josef Zechner, University of Vienna ---------------------------------------------------------------- ----------- Gutmann Center for Portfolio Management University of Vienna Bruenner Strasse 72 A-1210 Wien/Vienna Austria Phone: +43-1-4277-38186 Fax: +43-1-4277-38074 e-mail: gutmann.bwl(a)univie.ac.at Homepage: www.gutmann-center.at

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