Sehr geehrte Damen und Herren,
ich ersuche Sie um Veröffentlichung der folgenden Ausschreibung für eine
Gastprofessur an der Wirtschaftsuniversität Wien:
Ausschreibung einer Gastprofessur für Finanzierung
An der Wirtschaftsuniversität Wien ist ab sofort erstmals die Stelle
einer Gastprofessorin / eines Gastprofessors für Finanzierungzu besetzen.
Die Gastprofessur ist auf zwei Jahre befristet. Es besteht die Absicht, die
Gastprofessor/inn/enstelle nach vollem wirksam Werden der
Vollrechtsfähigkeit in eine Universitätsprofessor/inn/enstelle (§ 97 UG
2002) umzuwandeln.
Die Bewerberin / Der Bewerber soll im Bereich Finanzierung insbesondere
Risikomanagement und Financial Engineering in Forschung und Lehre
wahrnehmen. Er / Sie soll auf den genannten Gebieten ausgewiesen und in der
Lage sein, in der Forschung die einschlägigen modernen Entwicklungen im
Bereich der Finanzierungstheorie zu vertreten.
Die Stelleninhaberin / Der Stelleninhaber soll verantwortlich im Gebiet
Finanzierung in der Lehre mitwirken und damit die auf diesem Gebiet an der
WU tätigen Kollegen im Grund- und Hauptstudium entlasten.
Von der Bewerberin / dem Bewerber wird die Bereitschaft erwartet, am
englischsprachigen Lehrveranstaltungsprogramm mitzuwirken.
Da sich die WU eine Erhöhung des Frauenanteils am wissenschaftlichen
Personal zum Ziel gesetzt hat, werden Frauen nachdrücklich aufgefordert,
sich zu bewerben. Frauen werden bei gleicher Qualifikation vorrangig
aufgenommen. An der WU ist ein Arbeitskreis für Gleichbehandlungsfragen
eingerichtet.
Bewerberinnen / Bewerber mit einschlägiger Habilitation oder einer
gleichzuhaltenden wissenschaftlichen Eignung mögen ihre Bewerbung mit den
üblichen Bewerbungsunterlagen (Lebenslauf, Schriftenverzeichnis, fünf
facheinschlägige Publikationen ihrer Wahl, Übersicht über die
Lehrtätigkeit, Referenzen) spätestens einlangend bis 30. April 2003 an den
Rektor der Wirtschaftsuniversität Wien, A-1090 Wien, Augasse 2-6, richten.
Die Probevorträge sind für den 4. und 5. Juni 2003 vorgesehen.
Nähere Auskünfte erteilt der Vorsitzende der Findungskommission (o.
Univ.Prof. Dr. Stefan Bogner, Telefon: 0043/1/31336/4242, E-Mail:
<mailto:stefan.bogner@wu-wien.ac.at>stefan.bogner(a)wu-wien.ac.at).
Mit bestem Dank und freundlichen Grüßen
Brigitte Parnigoni
*********************************************************************
Diese e-mail (und ihre Anhänge) ist ausschließlich für die/den darin
genannte/n Empfängerin/Empfänger bestimmt. Sie enthält rechtlich geschützte
und vertrauliche Informationen. Die Verwendung, Verarbeitung oder
Übermittlung dieser e-mail, ihrer Anhänge oder irgendwelcher Teile davon
kann Rechte von Betroffenen verletzen und ist deshalb strikt untersagt.
Wenn Sie diese Nachricht irrtümlich erhalten oder aus anderen Gründen nicht
die/der bestimmungsgemäße Empfängerin/Empfänger sind, informieren Sie mich
bitte sofort unter der unten genannten Adresse und vernichten Sie diese
Nachricht (einschließlich ihrer Anhänge) und allfällige Vervielfältigungen
davon unverzüglich. Die/der Absender trägt keine Haftung insbesondere für
unvollständige, verspätete oder verfälschte Nachrichten, sofern diesem kein
vorsätzliches Verhalten
vorgeworfen werden kann.
*********************************************************************
Mag.a Brigitte Parnigoni
WU Wien, Referat für Personalentwicklung und Frauenförderung
A - 1090, Augasse 2-6
Tel.: (01)313 36 4934
Fax: (01)313 36 701
mailto: brigitte.parnigoni(a)wu-wien.ac.at
http://www.wu-wien.ac.at/personal/frauenförderung
The GUTMANN CENTER FOR PORTFOLIO MANAGEMENT at the University of Vienna
is pleased to announce
the following PUBLIC LECTURE
"Stock Price Performance and Managerial Incentives"
by Prof. Dr. Rajesh K. AGGARWAL
(Tuck School of Business, Dartmouth College -
http://mba.tuck.dartmouth.edu/pages/faculty/raj.aggarwal/)
Abstract:
Recent notable bankruptcies such as Global Crossing, Qwest, and Worldcom
have led many observers to question whether there is a link between equity
returns and incentive compensation for firm managers specifically and
corporate governance more generally. Research has shown that there is such a
link but that it is not a simple one. In general, greater incentives from
compensation and better corporate governance are associated with higher
stock returns. However, the form of incentive compensation matters. Very
large stock option grants (such as those realized by the management teams of
Global Crossing, Qwest, and Worldcom) are associated with lower stock
returns, as well as worse corporate governance. Overall, the evidence
suggests that incentive compensation and corporate governance provide useful
information for portfolio selection.
Date: Thursday, March 20th, 4.30 p.m.
Location: Bank Gutmann AG (www.gutmann.at), Schwarzenbergplatz 16, 1010
Wien - Mezzanin
Please register until Monday, March 17th - contact: Ms. Brigitte Juchelka -
brigitte.juchelka(a)gutmann.at - phone: +43-1-50220-357
Further information:
www.gutmann-center.at
and:
Dorothea Grimm
Administrative Director
Gutmann Center for Portfolio Management
Department of Business Studies
University of Vienna
Phone: +43-1-4277-38186
Fax: +43-1-4277-38074
Mail: dorothea.grimm(a)univie.ac.at
---------- Forwarded message ----------
Date: Fri, 31 Jan 2003 19:17:47 +0100
From: dgf(a)cofar.uni-mainz.de
To: Andreas.Schamanek(a)univie.ac.at
Subject: DGF-Jahrestagung 2003 - Call for papers
ANKÜNDIGUNG UND CALL FOR PAPERS
10. Jahrestagung der Deutschen Gesellschaft für Finanzwirtschaft e.V.
(DGF) vom 10. -11. Oktober 2003, Mainz
http://www.cofar.uni-mainz.de/dgf2003
Sehr geehrte Damen und Herren,
im Namen des Vorstandes der Deutschen Gesellschaft für Finanzwirt-
schaft (DGF) lade ich Sie sehr herzlich zu unserer 10. Jahrestagung am
10.-11. Oktober 2003 an die Johannes Gutenberg-Universität Mainz ein.
Während der Tagung werden Arbeitspapiere zu aktuellen Themen und
Bereichen der Finanzmarktforschung präsentiert und diskutiert. Ihre
Arbeitspapiere können Sie elektronisch via Webformular auf unserer
Homepage http://www.cofar.uni-mainz.de/dgf2003 bis zum 1. April 2003
einreichen.
(...)
---------- Forwarded message ----------
Date: Wed, 22 Jan 2003 12:53:01 +0100
From: Gabriel Lee <lee(a)ihs.ac.at>
To: vfn-admin(a)fam.tuwien.ac.at
Subject: Finance Research Seminar: IHS
We are pleased to announce a seminar talk by
Dominique Y. Dupont
University of Twente
on
Monday, January 27, 2003, 16:00, HS II: Finance Research Seminar
"Hedging Barrier Options: Current Methods and Alternatives"
Abstract
This paper applies to the static hedge of barrier options a technique,
mean-square hedging, designed to minimize the size of the hedging error
when perfect replication is not possible. It introduces an extension of
this technique which preserves the computational e±ciency of meansquare
hedging while being consistent with any prior pricing model
or with any linear constraint on the hedging residual. This improves
on current static hedging methods, which aim at exactly replicating
barrier options and rely on strong assumptions on the availability of
traded options with certain strikes or maturities, or on the distribution
of the underlying asset.
Paper to download
http://www.sms.utwente.nl/download.asp?link='/files/2906/hedging.pdf'&linkID=11887
gabe lee
--------- Forwarded Message ---------
Date: Wed, 22 Jan 2003 11:53:27 +0100
From: Eugen Puschkarski <puschkarski(a)hotmail.com>
To: vfn-l(a)fam.tuwien.ac.at
Subject: PRMIA SUMMIT AWARDS COMPETITION: ESSAYS ON RISK
PRMIA ANNOUNCES THE US$35,000
PRMIA SUMMIT AWARDS COMPETITION:
ESSAYS ON RISK
January 16, 2002 - To celebrate our first anniversary and in association
with the 2003 Summits in Paris and Boston, we are very excited to announce
the PRMIA Summit Awards: Essays on Risk. This is a new competition for
original thought and the expression of ideas about risk management practice
and theory.
In keeping with PRMIA's focus on standards setting and education, we are
soliciting papers from members on specific and contemporary subjects of
interest to the risk profession. These papers will then be published in a
library for members and visitors to freely access on the PRMIA web site.
To encourage participation, monetary awards and scholarships will be granted
for original essays written by members in four distinct areas, two for each
Summit. Entrants will compete in the Open Class, where all submissions are
welcome, and the Student Class, which is restricted to bone fide students.
Associated with each respective Summit, PRMIA will grant up to four awards
in the Open Class and one award in the Student Class. In addition, one
single paper will be selected as the overall PRMIA Summit Award winner,
recognizing its author or authors for their contribution to the free
exchange of ideas about risk management.
The PRMIA Summit Awards will consist of full scholarships to the respective
PRMIA Summit and ensuing Risk Congress, having value of approximately
US$3,500 per award. In addition to the conference scholarship, the top
student paper will be awarded US$500 to help with travel expenses to the
Summit, while the top Open Class paper will be awarded US$750 for same. The
best overall paper will be given the PRMIA Summit Award for Excellence and a
US$1,000 additional prize.
The author or authors of the winning paper will be invited present their
work in a featured session at the respective PRMIA Summit. The total value
of potential scholarships and prizes is in excess of US$35,000 and is being
made possible by the sponsors of the PRMIA Summit, Risk Conferences and
PRMIA.
"PRMIA is intent upon being innovative in the fulfillment of its Mission to
facilitate the free exchange of ideas," said David R. Koenig, PRMIAs Chair.
"We believe that all submissions, whether selected as prize winners or not,
will serve as tremendous resources for those in the risk management field.
We are very grateful for the support we are receiving in this endeavor."
We hope you agree that this is a very exciting opportunity to celebrate good
work in writing and research, to celebrate our first year as a professional
association and to bring resources to members throughout the world via our
web site.
To learn more about the PRMIA Summit Awards: Essays on Risk, click the links
below:
view the details of the European Summit Awards:
http://www.prmia.org/summits2003/europe.html
view the rules of the competition:
http://www.prmia.org/summits2003/rules.html
REMINDER * REMINDER * REMINDER * REMINDER * REMINDER * REMINDER * REMINDER *
REMINDER * REMINDER
Das GUTMANN CENTER FOR PORTFOLIO MANAGEMENT an der Universität Wien
lädt alle Interessierten herzlich zu dem folgenden Vortrag ein:
Vortragender: Prof. Dr. Alexander KEMPF, Universität Köln
(http://www.wiso.uni-koeln.de/finanzierung/)
Thema: "TOURNAMENTS IN MUTUAL FUND FAMILIES"
Datum: Montag, 27. Januar 2003, 16.00 Uhr
Ort: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien, Mezzanin
Abstract: This lecture deals with the optimal risk taking strategy of mutual
fund managers in rank-order tournaments. The empirical study provides three
major results: First, in addition to the well documented segment
tournamentfund managers also play a tournament within their fund family.
Second, the behaviour of fund managers in both tournaments depends crucially
on the number of competitors of the fund manager. Third, the risk taking
behaviour of fund managers in the segment tournament has changed
dramatically over time.
Paper zum download:
http://www.gutmann-center.at/z_activities/z_public_lectures/paper_kempf.pdf
Der Vortrag wird in deutscher Sprache stattfinden.
Weitere Informationen zum Vortrag und zum Gutmann Center:
www.gutmann-center.at.
oder: Mag. Dorothea Grimm - e-mail: dorothea.grimm(a)univie.ac.at, Tel:
01/4277-38186
Anmeldung: Die Teilnahme ist kostenlos, es wird jedoch um Anmeldung
gebeten:
Frau Alexandra Laugofsky, Bank Gutmann AG
alexandra.laugofsky(a)gutmann.at oder Tel.: 01/50220-381
-------- forwarded message ---------
Date: Wed, 8 Jan 2003 15:58:00 +0100
From: Zeiner Sonja <Sonja.Zeiner(a)gutmann.at>
To: "'vfn-l(a)fam.tuwien.ac.at'" <vfn-l(a)fam.tuwien.ac.at>
Subject: Announcement - Gutmann Center for Portfolio Management -
Public lecture with Prof. Alexander Kempf
Talk with Prof. Alexander Kempf, University of Cologne
Date: 27.1.2003
Time: 04:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien, Mezzanin
Title of the talk: Tournaments in Mutual Fund Families
Abstract: This lecture deals with the optimal risk taking strategy of mutual
fund managers in rank-order tournaments. The empirical study provides three
major results: First, in addition to the well documented segment tournament
fund managers also play a tournament within their fund family. Second, the
behaviour of fund managers in both tournaments depends crucially on the
number of competitors of the fund manager. Third, the risk taking behaviour
of fund managers in the segment tournament has changed dramatically over
time.
The lecture will be held in German!
Registration: until 22.1.2003
Frau Sonja Zeiner (Tel.: 01/502 20-357 or sonja.zeiner(a)gutmann.at)
[Auszug aus dem aktuellen Mitteilungsblatt der WU:]
Im Institut für Unternehmensführung, Abteilung für Quantitative
Unternehmensführung und Operations Research, ist voraussichtlich ab 3.
Februar 2003 bis 2. Februar 2007 1 Posten für eine/n Wissenschaftlichen
Mitarbeiter/in (Ausbildungsverhältnis) zu besetzen.
Gesetzliche Aufnahmebedingungen:
abgeschlossenes Studium der Sozial- und Wirtschaftswissenschaften
EU-Staatsbürgerschaft
Zusätzlich erwünschte Kenntnisse und Qualifikationen:
sehr gute Kenntnisse im Bereich Operations Research und /oder Finanzierung
Kennzahl: 77/02
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: 8. Jänner 2003
Bitte die Kennzahl unbedingt anführen !
lg
Michael Hanke
--
Dr. Michael Hanke
Institut für Quantitative Unternehmensführung (Operations Research)
Wirtschaftsuniversität Wien
Augasse 2-6
1090 Wien
Tel.: (+43)1 31336 4560, Fax: (+43)1 31336 708
---------- Forwarded message ----------
Date: Thu, 12 Dec 2002 14:00:25 +0100
From: Josef Windsperger <josef.windsperger(a)univie.ac.at>
Subject: VIENNA-International Conference on Economics and Management of
Franchising Networks - June 2003
Josef Windsperger
Ass. Professor in Organization and Management
University of Vienna
Center for Business Studies
Brünner Str. 72
A-1210 Vienna
Austria
email: josef.windsperger(a)univie.ac.at
www.univie.ac.at/EMNET
Dear colleague,
I organize the international conference on
'Economics and Management of Franchising Networks'
in Vienna, next June (26-28, 2003).
Since many people in the field of economics and management are doing
research on networks, I want to invite you to submit a paper or to act
as a discussant/session chair.
You will find the call for papers and the response form at:
http://www.univie.ac.at/EMNET .
Yours sincerely,
Josef Windsperger
Just a quick note:
10th Global Finance Conference 2003
Frankfurt/Main (Germany), June 15.17, 2003
EUROPEAN BUSINESS SCHOOL (ebs)
http://www.cirm.de/GFC/
Deadline for submission of papers: January 6, 2003
--
-- Andreas Schamanek
------------------------------------------------------------------------
ANDREAS SCHAMANEK <Andreas.Schamanek(a)tuwien.ac.at> * Systemadministrator
FAM @ TU Vienna E105, Wiedner Hauptstr. 8-10/105, A-1040 Vienna, Austria
http://www.fam.tuwien.ac.at/~schamane/ * V: +43-1 58801-10555, F: -10598
"REMINDER * * * * REMINDER * * * * REMINDER * * * * REMINDER * * * *
REMINDER * * *
The Gutmann Center for Portfolio Management
at the University of Vienna
is pleased to invite all interested practitioners and academics
to attend a
Panel discussion titled
"Long-Term Asset Allocation - what have we learned from the 90s?"
Date: Monday, December 2nd, 2002
Time: 5.00 p.m.
Location: Grosser Festsaal der Universität Wien (main building University of
Vienna)
Dr. Karl-Lueger-Ring, 1010 Wien
Executive Summary: Prof. Dr. Josef Zechner (University of Vienna)
Discussants: - Prof. Dr. Zvi Bodie (Boston University School of Management)
- Prof. Dr. Klaus Spremann (University of St.Gallen)
- Prof. Dr. Michael Brennan (University of California, Los Angeles)
- Prof. Dr. Elroy Dimson (London Business School)
- Horace "Woody" Brock (CEO Strategic Economic Decisions)
- Dr. Rudolf Stahl (CEO Bank Gutmann AG)
- Dr. Anton Fink (Member of the Board, Bank Gutmann AG)
Presentation: Dr. Michael Prüller ("Die Presse")
Following the panel discussion, the Gutmann Center cordially invites
participants to a reception with refreshments.
Please register: gutmann.bwl(a)univie.ac.at
Further information: Mag. Dorothea Grimm
Gutmann Center for Porfolio Management
dorothea.grimm(a)univie.ac.at
Tel.: +43-1-4277-38186
Fax: +43-1-4277-38074
www.gutmann-center.at
This panel discussion is organized in cooperation with the newspaper "Die
Presse" (www.diepresse.com)
Stellenausschreibung FH BFI
FH-LektorIn für Finanzwirtschaft und Statistik (Ganze Stelle)
Ihre Aufgaben
a.. Lehrtätigkeit in Mathe/Statistik, Corporate Finance, Kapitalmarktlehre
b.. Forschung und Diplomarbeitsbetreuung
c.. in Fachhochschul-Studiengang für Vollzeit- und berufsbegleitend Studierende
Ihr Profil
a.. Abgeschlossenes Studium (Doktorat bevorzugt) mit Spezialisierung in Finanzwirtschaft
b.. Gute Kenntnisse in Statistik und Finanzmarktlehre
c.. Einschlägige Lehrerfahrung und/oder Berufspraxis
Bitte schicken Sie Ihre Bewerbungsunterlagen an
Prof. Stickler
FH BFI
Wohlmuthstraße 22
1020 Wien
Dipl. Vw. Michael Jeckle
Lektor im Studiengang Bank- und Finanzwirtschaft
Tel. ++43/1/720 1286-46
Email: Michael.Jeckle(a)fh-vie.ac.at
Internetaddresse: http://www.fh-vie.ac.at
**************************************************************
***** Second Announcement and Reminder for Registration *****
**************************************************************
***** 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 *****
**************************************************************
Unlike in the previous workshops this time we have not asked for
preregistration (because this information was not really necessary)
but have set a rather late deadline for registration and abstract
submission. A consequence was, that so far not very many people have
officially registered but in E-mails and at conferences people keep
asking us, when the next announcement w.r.t the "Eighth Viennese
Workshop " will be. So here it is. Additional Information to the
Call for Papers is:
**************************************************************
1. We now have officially decided upon the TRAVEL AGENCY for HOTEL
RESERVATIONS and tours:
Imperial Tours
Conference Department
Dr. Karl Lueger Ring 8
A-1014 Vienna, Austria
Tel.: (+43-1) 5356970
Fax: (+43-1) 53411202
office(a)imperial-tours.com
http://www.imperial-tours.com
The link for booking hotels is:
http://www.imperial-tours.com/englisch/e_anmeldung-
optimalcontrol2003.html
We recommend you to book early, since May is the best and busiest
tourist months in Vienna, because
· it has the best weather for sightseeing (stable and not too hot)
· the Austrian Federal Theatres and Operas are still open (they close
in summer)
· the Vienna Festival takes place (May 9 - June 15, 2003)
If you book late you might end up in expensive hotels or in those not
close to the center.
**************************************************************
2. We will have several excellent INVITED SPEAKERS which are being
organized at the moment. Some have already confirmed that they will
give a (semi-)plenary presentation:
-> Richard Day, University of Southern California, USA - Recursive
Programs and Games
-> Ulrich Rieder, Ulm, Germany - Stochastic Control
-> Evgenii Mishchenko, Steklov Institute, Russia - Historical
Development of Optimal Control
-> Erik Mosekilde, Technical University of Denmark - Chaotic
synchronization in living systems
Several others are just now being asked but have not confirmed yet:
Benhabib, Lux, Scheinkman, etc.
**************************************************************
3. There is a number of RELATED CONFERENCES AND WORKSHOPS before and
after the "Eighth Viennese Workshop " which might be of interest for
you:
Workshop on "Complexity"
Aix en Provence,
organized by Christope Deissenberg and Gustav Feichtinger
May 8-11, 2003
http://zai.ini.unizh.ch/complexity2003/
8th WORKSHOP ON ECONOMICS AND HETEROGENEOUS INTERACTING AGENTS
(WEHIA)
Institute for World Economics, Kiel, Germany
May 29-31, 2003
http://www.bwl.uni-kiel.de/vwlinstitute/gwrp/wehia/index.htm
XV IMGTA, a meeting on Game Theory
Urbino, Italy, organized by Gian Italo Bischi,
July 9-12, 2003
http://www.econ.uniurb.it/imgta/
**************************************************************
4. REFUND POLICY:
A few people have asked about the procedure whereby payment of EURO
190 is expected before people know if their abstract is accepted.
Clearly, the E190 will be fully refunded if the abstract is not
accepted.
Also, potential contributors should know that it is the tradition of
our workshops that we try to have as many top presentations as
possible, but that we also want to give younger researchers (and
those who want to talk about unfinished work in process) a chance to
get feedback from the audience. Thus, although refereed,
contributions will usually only be rejected if they clearly do not
fall within the scope of the workshop of if it is clear from the
abstract, that it is nonsense. Papers will usually not be rejected
because of lack of space.
**************************************************************
5. REMINDER:
Please note that the DEADLINE FOR ABSTRACT SUBMISSION is approaching:
December 31, 2002
Also note, that compared with the previous workshops we have chosen a
very late deadline, and that therefore this deadline is absolutely
STRICT. Abstracts, for which the registration fee has not been paid
by then will not be considered any further.
Links for general information, registration, and payment are:
http://www.bwl.univie.ac.at/bwl/prod/EVENTS/ws2003/http://orgwww.bwl.univie.ac.at/ws2003/registration.htfhttp://www.bwl.univie.ac.at/bwl/prod/EVENTS/ws2003/Creditcard.pdf
**************************************************************
6. Request for cooperation - SPECIAL SESSIONS:
In case you wish to organize a session on a special topic you are
very welcome to suggest this to us. In this case, send us an E-Mail
about your suggestion of session topic and papers to be included. All
contributions to be included in this session should be submitted as
usual: http://orgwww.bwl.univie.ac.at/ws2003/registration.htf
**************************************************************
Please do not hesitate to contact us if you have any questions
concerning the workshop. Please contact
us via email at the address
ws2003.bwl(a)univie.ac.at
if possible. Only if you have NO access to electronic mail please
contact
Prof. Richard F. Hartl
Chair of Production and Operations Management
University of Vienna / BWZ
Bruennerstr. 72
A-1210 Vienna, Austria
Fax. +43 - 1 - 4277 - 38094
by surface mail or fax.
We look forward to the meet you in Vienna.
The organizers
Gustav Feichtinger and Richard F. Hartl
---------- Forwarded message ----------
Date: Wed, 20 Nov 2002 17:25:49 +0100
From: Tom Hurd <tomhurd(a)imf.au.dk>
Subject: tenure-track appointment in financial mathematics
Dear Colleague,
Please find below an announcement for a tenure-track appointment in
financial mathematics at the Department of Mathematics and Statistics at
McMaster University in Canada. I would be most grateful if you would
forward this notice to anyone you feel might be interested in applying.
sincerely, Tom Hurd
Mathematics and Statistics work 905 525 9140 x27304
McMaster University fax 905 522 0935
Hamilton, ON, L8S 4K1 email hurdt(a)mcmaster.ca
Canada
SHARCNET Chair in Financial Mathematics
The Department of Mathematics & Statistics, McMaster University, invites
applications for a SHARCNET Chair in Financial Mathematics starting July
1, 2003. This Chair is funded in part by SHARCNET, which has developed a
network of high-performance computer clusters spanning seven
universities and colleges in Southern Ontario. The McMaster site has a
128-node cluster and is in the process of setting up a 64-node serial
farm (please see http://www.sharcnet.ca for more information).
Candidates should have a Ph.D., have the potential to become an
international leader in some area of financial mathematics, and have
demonstrated interest and ability in undergraduate and graduate level
teaching. The successful candidate will have a strong scientific
background in applied mathematics, probability theory or mathematical
analysis, as well as some experience in large-scale implementation of
computational finance models. Candidates with experience in the
financial industry are especially welcome to apply.
The salary and rank will be based on qualifications and experience.
Normally the appointment will be made at the tenure-track assistant or
associate professor level, but tenure may be offered in exceptional
circumstances.
McMaster University is located 65 km from downtown Toronto, the
financial heartland of Canada. The Department of Mathematics &
Statistics is home to PhiMAC, the Financial Mathematics Lab at McMaster,
a group of faculty, postdoctoral fellows and graduate students working
in financial mathematics (please see http://www.math.mcmaster.ca/phimac/
for more information). The appointee will be expected to supervise
PhiMAC graduate students and to be involved in running PhiMAC programs.
All qualified candidates are encouraged to apply; however, Canadian
citizens and permanent residents will be considered first for this
position. McMaster University is strongly committed to employment equity
within its community, and to recruiting a diverse faculty and staff. The
University encourages applications from all qualified candidates,
including women, members of visible minorities, Aboriginal persons,
members of sexual minorities, and persons with disabilities.
Applicants should arrange for at least three letters of recommendation
to be sent to the Chair. These letters should address the applicant's
research accomplishments and supply evidence that the applicant can
communicate articulately and teach effectively. In the case of an
application from a senior candidate, the names of six arms-length
references should also be provided.
The deadline for receiving applications is January 13, 2003.
Applications received after this date will be considered only if the
position has not been filled.
Applications, including a curriculum vitae and a letter of application
should be sent to the following address:
M. Valeriote, Chair
Mathematics & Statistics
McMaster University
Hamilton, Ontario
Canada L8S 4K1
---------- Forwarded message ----------
Date: Tue, 19 Nov 2002 10:32:25 +0100
From: Francoise SACRE <sacre(a)iag.ucl.ac.be>
Subject: full professor - IAG/UCL
Prof. Pierre Semal,IAG President, has the pleasure to inform you that a new
position in .... will be open in September 2003 at IAG, Louvain School of
Management, at the same time as 3 other positions in Quantative Finance.
The relevant information regarding the positions and the application
procedure can be found at http://www.iag.ucl.ac.be/news/acad2003-en.html
Please forward this information to any person you know who might be interested.
[attachment removed. -- vfn-l-admin]
---------- Forwarded message ----------
Date: Mon, 18 Nov 2002 09:00:31 -0000
From: "Abeysekera, Doris" <d.abeysekera(a)ic.ac.uk>
Dear Colleague,
We have a new Lectureship position in Mathematical Finance in the
Mathematics Department at Imperial College London. Details can be
found at the website http://www.ma.ic.ac.uk. (This is equivalent to
Assistant Professor or the lower ranks of Associate professor in the
US system. An appointment at a higher level is a possibility.)
Naturally, we are keen to get the strongest possible candidates for
this position. I would appreciate your help in bringing it to the
attention of anyone you know who might be a candidate. Anyone
interested can always contact me directly for an informal discussion.
With best regards, Mark
__________________________________
Mark H. A. Davis
Department of Mathematics, Imperial College
www.ma.ic.ac.uk/~mdavis
[included attachment can be viewed on-line at
http://www.ma.ic.ac.uk/appointments/lectappliedoct02.htm ]
---------- Forwarded message ----------
Date: Fri, 15 Nov 2002 15:06:55 +0100
From: Olivia Ferner <Olivia.Ferner(a)oenb.co.at>
To: vfn-admin(a)fam.tuwien.ac.at
Subject: Workshop am 6. Dezember 2002 ab 9.00 Uhr
Sehr geehrte Damen und Herren!
Bitte entnehmen Sie der Beilage das Programm zu einem Workshop der
Oesterreichischen Nationalbank zum Thema "Pension Finance Reform: From
Public to Financial Economics" am Freitag, den 6. Dezember 2002, von
9.00 Uhr - 17.30 Uhr.
Ort: Geldzentrum der Oesterreichischen Nationalbank
Mehrzwecksaal (O 3085), 3. Stock
Garnisongasse 15
1090 Wien
Mit freundlichen Grüßen
Olivia Ferner
Oesterreichische Nationalbank
Sekretariat des Direktoriums/Öffentlichkeitsarbeit
Secretariat of the Governing Board and Public Relations
phone: 0043/1/404 20-6623
fax: 0043/1/404 20-6697
Olivia.Ferner(a)oenb.co.at
http://www.oenb.co.at/
>From Daniel.Eckert(a)oenb.co.at Fri Nov 15 16:22:48 2002
Date: Thu, 14 Nov 2002 11:45:40 +0100
From: Daniel Eckert <Daniel.Eckert(a)oenb.co.at>
To: Olivia Ferner <Olivia.Ferner(a)oenb.co.at>
Subject: vfn programm
Program for the Workshop
Pension Finance Reform:
>From Public to Financial Economics
Friday, December 6, 2002
Venue:
Oesterreichische Nationalbank
Geldzentrum (OeNB II)
Mehrzwecksaal
3rd Floor
Garnisongasse 15
1090 Vienna
hosted by
Oesterreichische Nationalbank
Economic Analysis Division
9:00 a.m. Introductory Remarks
Gertrude Tumpel-Gugerell
Vice Governor, Oesterreichische Nationalbank
9:15 a.m. Welfare effects of pension finance reform
Speaker:
Johann K. Brunner, Professor of Economics, Johannes Kepler University
Linz
Discussant:
Thomas Steinberger, Oesterreichische Nationalbank
10:30 a.m. Public policy and pension finance:
Pension regimes and financial systems
Speaker:
Sigurt Vitols, Wissenschaftszentrum Berlin
Discussant:
Helene Schuberth, Oesterreichische Nationalbank
Public policy and pension finance:
Tax incentives for life annuities and the problem of adverse selection
Speaker:
Susanne Pech, Johannes Kepler University Linz
Discussant:
Claudia Kwapil, Oesterreichische Nationalbank
1:00 p.m. Pension funds and EU financial markets
Speaker:
E. Philip Davis, Professor of Economics and Finance, Brunel University
Discussant:
Josef Zechner, Professor of Finance, University of Vienna
2:00 p.m. Risk issues in pension reform discussion
Speaker:
Daniel Eckert, Oesterreichische Nationalbank
Discussant:
Thomas Url, WIFO (Austrian Institute of Economic Research)
3:00 p.m. Investment-based pension reform for Austria?
Speaker:
Alois Guger, WIFO (Austrian Institute of Economic Research)
Discussant:
Peter Rosner, University of Vienna
4:00 p.m. General Discussion:
Pension reform and financial systems -- policy implications
E. Philip Davis, Brunel University
Alois Guger, WIFO (Austrian Institute of Economic Research)
Sylvia Angelo, Chamber of Labour of Vienna
Johann K. Brunner, Johannes Kepler University Linz
Martin Gleitsmann, The Austrian Economic Chamber
Moderator:
Helene Schuberth, Oesterreichische Nationalbank
Sehr geehrte Damen und Herren, Ich bitte um Verbreitung der
folgenden Ausschreibung einer Lecturerstelle in Ihrem VFNewsletter.
Mit besten Gruessen, Dirk Becherer
--------------------------------------------------------------------
The Imperial College of Science and Technology,
Dept. of Mathematics, invites applications for a permanent
Lectureship in Mathematical Finance.
The lectureship is to be appointed as soon as possible but not later
than 1/10/2003. Further details are available from
http://www.ma.ic.ac.uk/appointments/lectappliedoct02.htm
Informal enquiries can be made to Professor Mark Davis
(mark.davis(a)ic.ac.uk, +44 20 7594 8486)
*******************************************************************
Dirk Becherer room: 6m24
Dept. of Mathematics tel: +44+20-75948554
Imperial College fax: +44+20-75948517
London SW7 2BZ dirk.becherer(a)ic.ac.uk
United Kingdom www.ma.ic.ac.uk/~becherer
*******************************************************************
--------- Forwarded message ------------
Date: Wed, 13 Nov 2002 12:54:08 +0100
From: Brigitte Parnigoni <brigitte.parnigoni(a)wu-wien.ac.at>
To: vfn-l(a)fam.tuwien.ac.at
Subject: Ausschreibung Professur
Sehr geehrte Damen und Herren,
ich ersuche um Veröffentlichung der Ausschreibung einer Professur für
"Banken und Finanzdienstleistungen" an der WU Wien (siehe attachement)
in Ihrem Vienna Finance Newsletter.
Mit bestem Dank im Voraus und freundlichen Grüßen
Brigitte Parnigoni
[Hinweis: VFN-L akzeptiert keine Attachments. Das Attachment wurde in
Text umgewandelt.]
Attachment:
Ausschreibung der Professur fuer "Banken und Finanzdienstleistungen"
An der Wirtschaftsuniversitaet Wien (WU) ist ab 1. Oktober 2003 die
unbefristete Stelle einer Universitaetsprofessorin / eines
Universitaetsprofessors (vergleichbar C4) fuer "Banken und
Finanzdienstleistungen" am derzeitigen Institut fuer Kreditwirtschaft
zu besetzen. Die Bewerberin / der Bewerber soll die universitaere
Ausbildung auf dem Gebiet Banken und Finanzdienstleistungen
verantwortlich betreuen. Eine Mitarbeit im Lehrprogramm Finanzierung
wird erwartet. Neben der Erfuellung der gesetzlichen Bedingungen
(Par.Par. 49f ff. VBG) soll sie / er auf dem Gebiet der
Finanzintermediation ausgewiesen und in der Lage sein, in der
Forschung die modernen Entwicklungen im Bereich Finanzierungstheorie
und Theorie der Finanzintermediation zu vertreten. Die Zusammenarbeit
mit anderen wissenschaftlichen Einheiten des Hauses in Forschung und
Lehre im Bereich Risikomanagement ist erwuenscht. Von der Bewerberin /
dem Bewerber wird die Bereitschaft erwartet, am englischsprachigen
Lehrveranstaltungsprogramm mitzuwirken.
Da sich die WU eine Erhoehung des Frauenanteils am wissenschaftlichen
Personal zum Ziel gesetzt hat, werden Frauen nachdruecklich
aufgefordert, sich zu bewerben. Frauen werden bei gleicher
Qualifikation vorrangig aufgenommen. An der WU ist ein Arbeitskreis
fuer Gleichbehandlungsfragen eingerichtet.
Bewerberinnen / Bewerber mit einschlaegiger Habilitation oder einer
gleichzuhaltenden wissenschaftlichen Eignung moegen ihre Bewerbung mit
den ueblichen Bewerbungsunterlagen (Lebenslauf, Schriftenverzeichnis,
fuenf facheinschlaegige Publikationen ihrer Wahl, Uebersicht ueber die
Lehrtaetigkeit) bis zum 18. Dezember 2002 an den Rektor der
Wirtschaftsuniversitaet Wien, A - 1090 Wien, Augasse 2-6 richten.
Die Probevortraege sind fuer den 27. und 28. Jaenner 2003 vorgesehen.
Naehere Auskuenfte erteilt der Vorsitzende der Berufungskommission (o.
Univ. Prof. Dr. Reinhard Moser Telefon: 0043 / 1/ 31336 / 4372,
E-Mail: Reinhard.Moser(a)wu-wien.ac.at)
-- Ende des Attachments
****************************************************************************
Diese E-Mail (und ihre Anhänge) ist ausschließlich für die/den darin
genannten Empfängerin/er bestimmt. Sie enthält rechtlich geschützte
und vertrauliche Informationen. Die Verwendung, Verarbeitung oder
Übermittlung dieser E-Mail, ihrer Anhänge oder irgendwelcher Teile
davon kann Rechte von Betroffenen verletzen und ist deshalb strikt
untersagt. Wenn Sie diese Nachricht irrtümlich erhalten oder aus
anderen Gründen nicht die/der bestimmungsgemäße Empfängerin/er sind,
informieren Sie mich bitte sofort unter der oben genannten Adresse und
vernichten Sie diese Nachricht (einschließlich ihrer Anhänge) und
allfällige Vervielfältigungen davon unverzüglich. Die/Der Absender
trägt keine Haftung insbesondere für unvollständige, verspätete oder
verfälschte Nachrichten, sofern diesem kein vorsätzliches Verhalten
vorgeworfen werden kann
****************************************************************************
Mag.a Brigitte Parnigoni
WU Wien, Referat für Personalentwicklung und Frauenförderung
A - 1090, Augasse 2-6
Tel.: (01)313 36 4934
Fax: (01)313 36 701
mailto: brigitte.parnigoni(a)wu-wien.ac.at
http://www.wu-wien.ac.at/personal/frauenförderung
There will be a seminar talk given by
Raimund Alt (IHS)
Ines Fortin (IHS)
Simon Weinberger (IHS)
on "The Day-of-the-Week Effect Revisited:
An Alternative Testing Approach"
Tuesday, Nov. 19th. 4 - 5:30 p.m. IHS (Stumpergasse 56, 1060 Wien) HS 2.
Abstract:
Our paper questions traditional approaches for testing the day-of-the-week
effect on stock returns. We propose an alternative approach based on the
closure test principle introduced by Marcus, Peritz and Gabriel (1976),
which has become very popular in Biometrics and Medical Statistics. We test
all pairwise comparisons of daily expected stock returns, while the
probability of committing any type I error is always kept smaller than or
equal to some prespecified level a for each combination of true null
hypotheses. We confirm day-of-the-week effects for the S&P 500, the FTSE 30
and the DAX 30 found in earlier studies, but find no evidence for the 1990's.
______________________________________________________________
Gabriel S. LEE
Institute for Advanced Studies
Department of Economics and Finance
Stumpergasse 56
A-1060 Vienna, AUSTRIA
Tel: +43.1.59991.141
Fax: +43.1.59991.555
Homepage: http://www.ihs.ac.at/~lee/
Liebe Kolleginnen, liebe Kollegen,
ich darf Sie auf die Ausschreibung folgender Stelle am Institut für
Finanzierung und Finanzmärkte der Wirtschaftsuniversität Wien aufmerksam
machen. Diese Stelle ist der Einheit
Betrieblicher Finanzierung/ Corporate Finance zugeordnet. Für nähere
Auskünfte stehe ich gerne zur Verfügung.
**************************************************************************************************************
Im Institut für Finanzierung und Finanzmärkte Posten für eine/n
Wissenschaftlichen Mitarbeiter/in (Ausbildungsverhältnis) zu besetzen.
Gesetzliche Aufnahmebedingungen:
abgeschlossenes Studium der Sozial- und Wirtschaftswissenschaften oder
der Mathematik bzw. Informatik mit wirtschaftlichem Schwerpunkt
Zusätzlich erwünschte Kenntnisse und Qualifikationen:
Vertiefte Kenntnisse auf dem Gebiet der Finanzierung, der EDV-Anwendung
und der englischen Sprache, Interesse an finanzwirtschaftlicher Forschung
Kennzahl: 68/02
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: 27. November 2002
Bitte die Kennzahl unbedingt anführen !
*************************************************************************************
Mit besten Grüßen
Ihr
Stefan Bogner
------------------------------------------------------
Stefan Bogner
Ordinarius für betriebliche Finanzierung
am Institut für Finanzierung und Finanzmärkte
an der Wirtschaftsuniversität Wien
A-1090 Wien, Austria
Tel: 01/31336/4242 Fax: 01/31336/736
e-mail: Stefan.Bogner(a)wu-wien.ac.at
------------------------------------------------------
Please accept our apologies if you receive multiple copies of this
announcement.
The Gutmann Center for Portfolio Management at the University of Vienna
is pleased to announce the Gutmann Symposium on Long-Term Asset
Allocation on December 2nd, 2002.
There will be two parts: (A) a research session including presentations
and discussions of current research activities, and (B) a panel
discussion and reception.
Time and Location of Research Session: 8:45 a.m. - 4:00 p.m, Aula Altes
AKH, Alser Str. 4, 1090 Wien
Time and Location of Panel Discussion and Reception: 5:00 - 7:30 p.m.,
Grosser Festsaal der Universität Wien, Dr. Karl-Lueger-Ring, 1010 Wien
Research Session Program:
Zvi Bodie (Boston University School of Management): " Life-Cycle Finance
in Theory and in Practice". Maria Vassalou (Columbia University):
"Default Risk in Equity Returns". Klaus Spremann (University of St.
Gallen): "Pro-cyclic versus anti-cyclic investment in a shortfall
framework". Michael Brennan (University of California): "Dynamic Asset
Allocation under Inflation". Robert Korajczyk (Northwestern University):
"Are Momentum Profits Robust to Trading Costs?". Elroy Dimson (London
Business School): "Global Evidence on the Equity Risk Premium".
The list of chairmen and discussants further includes Horace "Woody"
Brock (CEO Strategic Economic Decisions), Engelbert Dockner (University
of Vienna), Alois Geyer (Vienna University of Economics and Business
Administration), Andreas Grünbichler (Austrian Financial Market
Authority), Neal Stoughton (UC Irvine), Erich W. Streissler (University
of Vienna), Suresh Sundaresan (Columbia University) and Josef Zechner
(University of Vienna).
Participation fee: the participation is free, but all participants are
required to register. Registration and further information (detailed
programme, papers to download etc.) can be found on the webpage:
www.gutmann-center.at
Contact: gutmann.bwl(a)univie.ac.at
phone: +43-1-4277-38186 (Dorothea Grimm)
fax:: +43-1-4277-38074
This symposium is organized in cooperation with the daily newspaper "Die
Presse" (www.diepresse.com). The Gutmann Center for Portfolio Management
is sponsored by Bank Gutmann AG (www.gutmann.at).
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.