VFN-L

vfn-l@fam.tuwien.ac.at

1 participants
1160 discussions

Upcoming IHS Finance workshop
by Gabriel Lee 30 Nov '98

30 Nov '98

IHS Finance Workshop. Stumpergasse 56, 1060, Vienna http://www.ihs.ac.at/fin/finsem.html 1. Nov. 30 Monday, 3:30 p.m. HS II, Gabriela Raaij and Burkhard Raunig (OeNB) "A Comparison of Value at Risk Approaches and their Implications for Regulators" 2. Dec. 2 Wednesday, 4 p.m. HS II, Jamsheed Shorish (Univ. Aarhus, with Goran Peskir, Department of Theoretical Statistics, Univ. of Aarhus) "Market Forces and Dynamic Asset Pricing" We introduce a model of asset pricing which is driven by two characteristic market features--the law of investor demand (e.g. 'buy low, sell high') and the law of the market institution, which codifies the trading rules (explicitly or implicitly defined) that the market operates under. Motivated by Ait-Sahalia (1998) we demonstrate in a simple investor-specialist trading model that these features are sufficient to guarantee an equilibrium where the log-price of the asset follows an Ornstein-Uhlenbeck process, i.e. a stochastic process with time-varying drift. Recent empirical results indicate that such a process may provide a more natural characterization of observed asset prices. We show that a straightforward extension to the Black and Scholes (1972) options pricing model follows from this stochastic process. ______________________________________________________________ Gabriel Lee Institute for Advanced Studies Department of Finance Stumpergasse 56 A-1060 Vienna, AUSTRIA Email: gabriel.lee(a)ihs.ac.at Tel: +43-1-59991 141 Fax: +43-1-597 0635 Homepage: <http://w3.ihs.ac.at/~lee/>

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Upcoming IHS Finance workshop
by Gabriel Lee 27 Nov '98

27 Nov '98

IHS Finance Workshop. Stumpergasse 56, 1060, Vienna http://www.ihs.ac.at/fin/finsem.html 1. Nov. 30 Monday, 3 p.m. HS II, Gabriela Raaij and Burkhard Raunig (OeNB) "A Comparison of Value at Risk Approaches and their Implications for Regulators" 2. Dec. 2 Wednesday, 4 p.m. HS II, Jamsheed Shorish (Univ. Aarhus, with Goran Peskir, Department of Theoretical Statistics, Univ. of Aarhus) "Market Forces and Dynamic Asset Pricing" We introduce a model of asset pricing which is driven by two characteristic market features--the law of investor demand (e.g. 'buy low, sell high') and the law of the market institution, which codifies the trading rules (explicitly or implicitly defined) that the market operates under. Motivated by Ait-Sahalia (1998) we demonstrate in a simple investor-specialist trading model that these features are sufficient to guarantee an equilibrium where the log-price of the asset follows an Ornstein-Uhlenbeck process, i.e. a stochastic process with time-varying drift. Recent empirical results indicate that such a process may provide a more natural characterization of observed asset prices. We show that a straightforward extension to the Black and Scholes (1972) options pricing model follows from this stochastic process. ______________________________________________________________ Gabriel Lee Institute for Advanced Studies Department of Finance Stumpergasse 56 A-1060 Vienna, AUSTRIA Email: gabriel.lee(a)ihs.ac.at Tel: +43-1-59991 141 Fax: +43-1-597 0635 Homepage: <http://w3.ihs.ac.at/~lee/> =========================================================================

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Dublin Finance Conference
by Andrea Gaunersdorfer 25 Nov '98

25 Nov '98

** Applications of Physics in Financial Analysis ** How do financial markets behave? Can we model them effectively? Fresh ideas on the behaviour of markets and other phenomena in economics are currently being drawn from the emerging subject of econophysics, based on the techniques and concepts of statistical physics. A landmark conference on this subject will take place in Dublin next summer, 15-17 July 1999. Confirmed speakers are renowned econophysicists from around the world (professors Aurell, Dacorogna, Stanley, Zhang) and include Per Bak, who formulated the theory of self-organized criticality. The aim of the conference will be to provide an active forum for cross-disciplinary interaction between economists, financial experts, physicists, and mathematicians. The conference will focus on analyses and models of financial markets by discussing topics such as market fluctuations, option pricing, risk assessment, and other phenomena of current interest in econophysics, finance, and mathematical and statistical finance. The venue will be Trinity College, in the heart of Dublin. The cost of this innovative conference will be 277 euros (with discounts for students and members of the European Physical Society). Reserve your place today by replying to this email. We will send you further details by return. Alternatively, see the conference Website www.nbi.dk/APFA/ . Perhaps you would like to take part in the conference. You might be interested in giving a talk, putting up a poster on your research, or setting up an exhibit of your company's services. Need to register? Need to reserve exhibition space? Simply want to know more? Reply to this email (send your address), or contact us at the following address: Christine Bastian EPS Conferences 34 rue Marc Seguin BP 2136, F-68060 Mulhouse Cedex, France tel +33 389 32 94 40 fax +33 389 32 94 49 email: eps.conf(a)univ-mulhouse.fr The above conference is organized by the European Physical Society together with its new Division of Statistical and Non-Linear Physics. The international scientific committee is comprised of Preben Alstrom (Denmark), Marcel Ausloos (Belgium), Jean-Philippe Bouchaud (France), Janos Kertesz (Hungary), Kent Baekgaard Lauritsen (Denmark) and Rosario Mantegna (Italy). Conference Website: www.nbi.dk/APFA/ =========================================================================

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Re: conference participation
by aomgt 20 Nov '98

20 Nov '98

Request to post Colleagues: As a member of the conference committee, I am scheduling articles, panels, workshops and other relative submissions to be presented and/or discussed at the Association of Management and the International Association of Management's (AoM/IAoM) 17th Annual International Conference being held August 6-8, 1999 in San Diego, California, USA. Your tendered submissions are refereed and scheduled for presentation/discussion on site at the Watergate Hotel, in addition to being published in the many divisions' proceedings, and often in the AoM/IAoM annual journals. Papers, panels, discussions and etc. have opened doors for faculty and practitioners of management, education, cybertechnology and leadership over the many years. Previous conferences resulted in valuable input, new friends, and extended collaboration for the attendees. I am seeking your participation for the 1999 conference for presentation and publication. Your discipline and work is of great importance to the business and finance community. Specifically, we seek to have your work exposed to our business and accounting listservs, divisions, special interest groups,and conference participants. I am seeking a full range of business and accounting methods, theory, pratice and application studies in multi settings which enlighten and instruct others in both academic and practitioner environments. New metnods are especially welcome. By submitting your proposal, practitioner interest, and/or camera-ready material formatted in MSWord 7.0 or WordPerfect 7.0 directly to me at AoMgt(a)Infi.Net (electronic mail), I can process it. Or, if you wish to speak to me with questions, you can call at 757-482-2273, in addition to using email above. For information and guidelines, you can also visit http://www.aom-iaom.com. Just click the address. Your participation is eagerly awaited. Please contact me with your questions and submission. Willem A. Hamel, Ph.D. AoM/IAoM Conference Committee AoMgt(a)Infi.Net ************************************************************************** The Association of Management and the International Association of Management (AoM/IAoM) is a bona fide academic and practitioner of management, education, cybertechnology, and leadership professional association having its approved Federal ID Number and constitution (1983). ************************************************************************** =========================================================================

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Stellenausschreibung
by Doris Prato 18 Nov '98

18 Nov '98

Stellenausschreibung Im Rahmen des Spezialforschungsbereichs SFB 010 ueber 'Adaptive Systems and Modelling in Economics and Management Science' werden zum sofortigen Eintritt wissenschaftliche Mitarbeiter/innen f=FCr interdisziplinaere Forschungsprojekte gesucht. Die Mitarbeit kann als Post-Doc oder Doktorand/in erfolgen.=20 Folgende Qualifikationsprofile sind erwuenscht: 1. Studienabschluss aus Wirtschaftswissenschaften oder Informatik; Interesse an Management und Marketing Science-Applikationen; (Projektleiter: Prof. J. Mazanec, Institut f=FCr Tourismus und Freizeitwirtschaft der WU Wien) =20 2. Studienabschluss Mathematik, Statistik oder Informatik; Interesse an Statistik in Theorie und Anwendung; (Projektleiter: Prof. H. Strasser, Abteilung f=FCr experimentelle Mathemati= k und Statistik, Institut f=FCr Statistik der WU Wien) f=FCr 1. und 2.: =B7 Bereitschaft zur Mitarbeit an der Erstellung von EDV-Loesungen; =B7 Kenntnisse von Programmiersprachen und mathematisch-statistischen Programmierumgebungen (Matlab, "R", S-Plus); =B7 Bereitschaft zur interdisziplinaeren Zusammenarbeit. Ueber die Taetigkeit des SFB informieren Sie sich via: http://www.wu-wien.ac.at/am Anfragen und Bewerbungen richten Sie elektronisch an: josef.mazanec(a)wu-wien.ac.at bzw. helmut.strasser(a)wu-wien.ac.at ************************************************************** * Special Research Programme * * "Adaptive Modelling and Information Systems * * in Economics and Management Science" * * *=20 * a joint endeavour of three universities: * * Vienna University of Economics & Business Administration *=20 * University of Vienna * * Vienna University of Technology * * sponsored by the Austrian Research Foundation * * (FWF: http://www.fwf.ac.at/) * * * * for more information consult: * * http://www.wu-wien.ac.at/am/am.html * ************************************************************** =========================================================================

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None
by Elke PENDL 17 Nov '98

17 Nov '98

CCEFM (Center for Central European Markets) eine Initiative der Universitaet Wien, Wirtschaftsuniversitaet Wien, Technischen Universitaet Wien und der Wiener Boerse AG, laedt zum 2. Workshop von Pierre Mella-Barral (London School of Economics): "Collateral, Renegotiation and the Valuation of Widely Held Debt" am Feitag, 27. November 1998, 15.30 - 17.00 in der Wiener Borse, 1010 Wien, Wallnerstrase 8 ein. Sollten Sie weitere Einladungen erhalten wollen, ersuchen wir Sie sich beim Vienna Finance Newsletter anzumelden: Vienna Finance Letters Um den Informationsfluss ueber Vortraege und Seminare aus dem Bereich Finanzwirtschaft zu vereinfachen gibt es jetzt eine mailing Liste am listserver des Rechenzentrums der Uni-Wien. * Wie funktionert eine Mailing-Liste? Um an einer Mailing-Liste teilzunehmen, muss man sich einmal eintragen, danach erhaelt man alle Informationen, die Teilnehmer an die Liste schicken per email zugesandt. Natuerlich kann man sich jederzeit abmelden und wird sofort von der Liste gestrichen. * Wie traegt man sich in die Liste ein? Sie schicken einfach ein email an listserv(a)ls.univie.ac.at, wobei in der ersten Zeile des Textes SUBSCRIBE vfn-l gefolgt von Ihrem vollen Namen stehen muss (z.B. SUBSCRIBE vfn-l Thomas Tester). * Wie melde ich mich ab? Sie schicken ein email an listserv(a)ls.univie.ac.at, wobei sie in die erste Zeile des Textes SIGNOFF vfn-l schreiben. * Wie kommen die Informationen in die Liste? Die Informationen muessen von den Teilnehmern kommen. Wenn Sie eine Ankuendigung machen wollen, dann schicken Sie diese bitte als email an vfn-l(a)ls.univie.ac.at. Der Listserver verteilt Ihre Nachricht an alle Mitglieder. Tip: Achten Sie darauf, dass Sie keine Lese-Bestaetigung zurueckerhalten wollen. * Wie stelle ich die Abonnenten der Liste fest? Schicken sie ein email an listserv(a)ls.univie.ac.at, in der ersten Zeile schreiben Sie nur REV vfn-l. Sie erhalten automatisch eine Liste der Teilnehmer zugesandt (ca. 1-2 Minuten). * Wo bekomme ich weitere Informationen zum Umgang mit dem Listserver? Schicken sie ein email an den Listserver listserv(a)ls.univie.ac.at mit der ersten Textzeile HELP. =========================================================================

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None
by Elke PENDL 05 Nov '98

05 Nov '98

CCEFM (Center for Central European Markets) eine Initiative der Universitaet Wien, Wirtschaftsuniversitaet Wien, Technischen Universitaet Wien und der Wiener Boerse AG, laedt zum 1. Workshop von Terrance Odean (University of California, Davis): "Boys will be Boys: Gender, Overconfidence, and Common Stock Investment" am Feitag, 13. November 1998, 15.30 - 17.00 in der Wiener Borse, 1010 Wien, Wallnerstrase 8 ein. Sollten Sie weitere Einladungen erhalten wollen, ersuchen wir Sie sich beim Vienna Finance Newsletter anzumelden: Vienna Finance Letters Um den Informationsfluss ueber Vortraege und Seminare aus dem Bereich Finanzwirtschaft zu vereinfachen gibt es jetzt eine mailing Liste am listserver des Rechenzentrums der Uni-Wien. * Wie funktionert eine Mailing-Liste? Um an einer Mailing-Liste teilzunehmen, muss man sich einmal eintragen, danach erhaelt man alle Informationen, die Teilnehmer an die Liste schicken per email zugesandt. Natuerlich kann man sich jederzeit abmelden und wird sofort von der Liste gestrichen. * Wie traegt man sich in die Liste ein? Sie schicken einfach ein email an listserv(a)ls.univie.ac.at, wobei in der ersten Zeile des Textes SUBSCRIBE vfn-l gefolgt von Ihrem vollen Namen stehen muss (z.B. SUBSCRIBE vfn-l Thomas Tester). * Wie melde ich mich ab? Sie schicken ein email an listserv(a)ls.univie.ac.at, wobei sie in die erste Zeile des Textes SIGNOFF vfn-l schreiben. * Wie kommen die Informationen in die Liste? Die Informationen muessen von den Teilnehmern kommen. Wenn Sie eine Ankuendigung machen wollen, dann schicken Sie diese bitte als email an vfn-l(a)ls.univie.ac.at. Der Listserver verteilt Ihre Nachricht an alle Mitglieder. Tip: Achten Sie darauf, dass Sie keine Lese-Bestaetigung zurueckerhalten wollen. * Wie stelle ich die Abonnenten der Liste fest? Schicken sie ein email an listserv(a)ls.univie.ac.at, in der ersten Zeile schreiben Sie nur REV vfn-l. Sie erhalten automatisch eine Liste der Teilnehmer zugesandt (ca. 1-2 Minuten). * Wo bekomme ich weitere Informationen zum Umgang mit dem Listserver? Schicken sie ein email an den Listserver listserv(a)ls.univie.ac.at mit der ersten Textzeile HELP. =========================================================================

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Vortrag von Terrance Odean
by Otto Randl 30 Oct '98

30 Oct '98

Im Rahmen der CCEFM Workshops wird am 13. 11. Terrance Odean (University of California, Davis), zum Thema "Boys will be Boys: Gender, Overconfidence, and Common Stock Investment" vortragen. Zeit: Freitag, 13. 11. 98, 15.30 - 17.00 Ort: Wiener Börse, 1010 Wien, Wallnerstraße 8 Otto Randl

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ADAPTIVE FRIDAY
by Doris Prato 28 Oct '98

28 Oct '98

Einladung zum Adaptive Friday 06. 11. 1998 TU Wien, Freihaus Wiedner Hauptstr. 8-10 1040 Wien Programm: SFB-Seminar (im Zeichensaal 3, Institut f=FCr Geometrie 7. Stock, gruener Bereich) 15:00 - 16:00 Prof. Mark Davis Tokyo-Mitsubishi Bank, London Credit Spreads, Derivative Pricing and Default Risk =20 Abstract: =20 This talk will describe how 'implied default probabilities' are obtained from market credit spreads, and how these can be used for pricing of credit derivatives and other transactions such as swaps between risky counterparties. Some of the problems surrounding the modelling of changes of rating category, and evaluating the potential exposure of default-related transactions, will also be discussed.=20 16:00 - 16:30 Kaffeepause 16:30 - 17:30 Prof. Hans Foellmer Humboldt-Universitaet Berlin Efficient Hedging: Cost versus Shortfall Risk =20 Abstract: An investor faced with a contingent claim may eliminate risk by (super-) hedging in a financial market. As this is often quite expensive, we study partial hedges which require less capital and reduce the risk. In a previous paper we determined qantile hedges which succeed with maximal probability, given a capital constraint. Here we look for strategies which minimize the shortfall risk defined as the expectation of the shortfall weighted by some loss function. The resulting efficient hedges allow the investor to interpolate in a systematic way between the extremes of no hedge and a perfect (super-) hedge, depending on the accepted level of shortfall risk.=20 =20 =20 ************************************************************** * Special Research Programme * * "Adaptive Modelling and Information Systems * * in Economics and Management Science" * * *=20 * a joint endeavour of three universities: * * Vienna University of Economics & Business Administration *=20 * University of Vienna * * Vienna University of Technology * * sponsored by the Austrian Research Foundation * * (FWF: http://www.fwf.ac.at/) * * * * for more information consult: * * http://www.wu-wien.ac.at/am/am.html * ************************************************************** =========================================================================

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Kreditrisikomessung, Effizientes Hedging
by Wissenschaftlicher Verein Modernes Risk Management 28 Oct '98

28 Oct '98

Sehr geehrte Damen und Herren, Ich moechte Sie auf die folgende Veranstaltung an der Technischen Universitaet hinweisen, die vor allem mathematisch ausgerichtete Interessenten anspricht: Adaptive Friday 06. 11. 1998 TU Wien, Freihaus Wiedner Hauptstr. 8-10 1040 Wien SFB-Seminar (im Zeichensaal 3, Institut fuer Geometrie 7. Stock, gruener Bereich) 15:00 - 16:00 Prof. Mark Davis Tokyo-Mitsubishi Bank, London Credit Spreads, Derivative Pricing and Default Risk Abstract: This talk will describe how 'implied default probabilities' are obtained from market credit spreads, and how these can be used for pricing of credit derivatives and other transactions such as swaps between risky counterparties. Some of the problems surrounding the modelling of changes of rating category, and evaluating the potential exposure of default-related transactions, will also be discussed. 16:00 - 16:30 Kaffeepause 16:30 - 17:30 Prof. Hans Foellmer Humboldt-Universitaet Berlin Efficient Hedging: Cost versus Shortfall Risk Abstract: An investor faced with a contingent claim may eliminate risk by (super-) hedging in a financial market. As this is often quite expensive, we study partial hedges which require less capital and reduce the risk. In a previous paper we determined qantile hedges which succeed with maximal probability, given a capital constraint. Here we look for strategies which minimize the shortfall risk defined as the expectation of the shortfall weighted by some loss function. The resulting efficient hedges allow the investor to interpolate in a systematic way between the extremes of no hedge and a perfect (super-) hedge, depending on the accepted level of shortfall risk. Mit besten Gruessen, Markus Fulmek ------------------------------------------------- Wissenschaftlicher Verein Modernes Risk Management WWW: http://keen.esi.ac.at/~amrm/ Institut fuer Mathematik Universitaet Wien Strudlhofgasse 4 A-1090 Wien Kontakt: Dr.Markus Fulmek amrm(a)keen.esi.ac.at =========================================================================

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None
by Elke PENDL 21 Oct '98

21 Oct '98

CCEFM WORKSHOP Einladung Am Fr., 23. 10. 1998 haelt von 15.30-17.00 im Hoersaal 8 des Betriebswirtschaftlichen Zentrums, Universitaet Wien, Bruennerstrasse 72, 1210 Wien, Prof. Kit Pong Wong (University of Hong Kong) einen Vortrag ueber seine gemeinsame Arbeit mit Prof. Sudipto Dasgupta (Jawaharial Nehru University and Hong Kong University), "Predation, Financing Choices, and the Pecking Order''. =========================================================================

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Mathkoll am 21. Oktober
by Andrea Gaunersdorfer 19 Oct '98

19 Oct '98

Z U R E R I N N E R U N G !!!=20 ---------- Mathematisches Kolloquium EINLADUNG zu einem VORTRAG von Prof. Walter Schachermayer (Institut f=FCr Statistik, Wahrscheinlichkeitstheorie und = Versicherungsmathematik) mit dem Thema "Die Rolle der Mathematik auf den Finanzmaerkten" =20 Zeit: Mittwoch, 21. Oktober 1998, 16 Uhr c.t. Ort: Institut f=FCr Mathematik der Universitaet Wien, Boltzmanngasse 9, = ESI - Hoersaal Harald Rindler =========================================================================

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SNDE: FW: heavy tails conference
by Andrea Gaunersdorfer 16 Oct '98

16 Oct '98

> Title > Applications of Heavy Tailed Distributions in Economics, Engineering > and Statistics > > Date > June 3-5, 1999 > > Location > American University, Washington, DC > > Information > Objective: Heavy tailed distributions are being used in a large > variety > of problems in economics, finance, engineering, statistics, and other > areas. It is evident that many important problems are poorly described > by standard Gaussian models. This conference will draw together > experts from a range of disciplines to describe ths methods used to > analyze such processes. > > Invited Speakers: > Robert Adler, Gonzalo Arce, Richard Davis, Francis Diebold, Raya > Feldman, Mircea Grigoriu, Saleem Kassam, Andrew Lo, Benoit Mandelbrot, > J.H. McCulloch, Steve McLaughlin, Chrysostomos Nikias, Athina > Petropulu, Nalini Ravishanker, Sid Resnick, Gennady Samorodnitsky, > Murad Taqqu, Walter Willinger, Edward Wegman, Aleksander Weron, Tong > Zhou. > > Organizers: > John P. Nolan (American University) > E-mail: jpnolan(a)american.edu > Ananthram Swami (Army Research Labs) > E-mail: aswami(a)arl.mil or a.swami(a)ieee.org > > Information: > For additional information please visit our webpage at: > http://www.cas.american.edu/~jpnolan/HeavyTails.html > =========================================================================

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Ausschreibung einer Assistentenplanstelle
by Reinhard Moser 15 Oct '98

15 Oct '98

Ausschreibung einer Assistent(inn)enstelle Am Institut f=FCr Betriebswirtschaftslehre des Au=DFenhandels der Wirtschaftsuniversit=E4t Wien ist 1 Universit=E4tsassistent(inn)enposten - allenfalls 2 Vertragsassistent(inn)enposten (halbb.) voraussichtlich ab 02. November 1998 zu besetzen. Gesetzliche Aufnahmebedingungen: Abgeschlossenes Studium der Sozial- und Wirtschaftswissenschaften Zus=E4tzlich erw=FCnschte Kenntnisse: Fundierte Kenntnisse im Bereich der Betriebswirtschaftlehre des Au=DFenhandels (facheinschl=E4gige wissenschaftliche Arbeiten und/oder einschl=E4gige praktische Erfahrungen), =FCberdurchschnittlicher Studienerfo= lg, Fremdsprachenkenntnisse, F=E4higkeit zur Betreuung wissenschaftlicher Forschungsprojekte, p=E4dagogische Ausbildung und Lehrerfahrung, Bereitschaf= t zur Mitarbeit in der Institutsadministration, Stre=DFresistenz, Flexibilit= =E4t und hohe Selbstmotivation Schriftliche Bewerbungen mit Lebenslauf und Angabe =FCber den Studienerfolg (ohne Originalzeugnisse) sind an die Personalabteilung im Wege der Universit=E4tsdirektion, Augasse 2-6, A-1090 Wien zu richten. Bewerbungsfrist: bis 28. Oktober 1998 BewerberInnen haben keinen Anspruch auf Abgeltung der aufgelaufenen Reise- und Aufenthaltskosten, die aus Anla=DF des Aufnahmeverfahrens entstanden= sind. Die Wirtschaftsuniversit=E4t Wien hat sich eine Erh=F6hung des Frauenanteils= am wissenschaftlichen Personal zum Ziel gesetzt. Deshalb werden nachdr=FCcklich Frauen aufgefordert, sich zu bewerben. Es wird darauf hingewiesen, da=DF Frauen bei gleicher Qualifikation bevorzugt aufgenommen werden und da=DF an der Wirtschaftsuniversi-t=E4t ein Arbeitskreis f=FCr Gleichbehandlungsfragen eingerichtet ist. Wien, 7. Oktober 1998 =========================================================================

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Vortrag von Prof. Pfleiderer
by Otto Randl 14 Oct '98

14 Oct '98

Prof. Paul Pfleiderer (Stanford) wird am Montag, 19. Oktober einen Vortrag zum Thema Forcing Firms to Talk: Financial Disclosure Regulation and Externalities halten. Ort: Wiener Börse AG, Herrensaal, Herrengasse 8 (Eingang Konditorei Café Central) Zeit: 17.00 - 19.00 =========================================================================

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Vortrag ueber Finanzoptimierung
by Andrea Gaunersdorfer 12 Oct '98

12 Oct '98

Im Rahmen des KOLLOQUIUM aus Statistik, Operations Research und Informatik (ISOC-Kolloquium) findet heute, Montag, 12. Oktober 1997, 17:00 (puenktlich) im Rittersaal des Instituts fuer Statistik, Operations Research und Informatik, Universitaetsstrasse 5, 1010 Wien ein Vortrag von K. Frauendorfer (Univ. St.Gallen) ueber "Stochastische Optimierung und baryzentrische Approximation" statt. (Fuer Kaffee und Kuchen ist gesorgt). =========================================================================

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Ausschreibung einer Assistentenplanstelle
by Stefan Schmidt 08 Oct '98

08 Oct '98

Ausschreibung einer Assistentenplanstelle Die Wirtschaftsuniversit=E4t Wien hat sich eine Erh=F6hung des Frauenanteils= am wissenschaftlichen Personal zum Ziel gesetzt. Deshalb werden nachdr=FCcklich Frauen aufgefordert, sich zu bewerben.=20 Alle Bewerberinnen, welche die gesetzlichen Aufnahme- und Ernennungserfordernisse sowie die im Ausschreibungstext zus=E4tzlich gew=FCnschten Kriterien erf=FCllen, werden zu einem Aufnahmegespr=E4ch eingeladen. An der Wirtschaftsuniversit=E4t Wien ist ein Arbeitskreis f=FCr Gleichbehandlungsfragen eingerichtet. Auskunft =FCber Funktion und Mitgliede= r des Arbeitskreises f=FCr Gleichbehandlungsfragen gibt die Personalabteilung. Es wird darauf hingewiesen, da=DF Frauen bei gleicher Qualifikation bevorzug= t aufgenommen werden. Am Institut f=FCr Finanzierung und Finanzm=E4rkte, Abteilung f=FCr Investmentbanking und Kapitalmarktkommunikation, Univ.Prof. Dr. Otto Loistl; ist voraussichtlich ab 1. Dezember 1998 f=FCr 4 Jahre ein Universit=E4tsassistent/innen/en/posten zu besetzen. =09 Gesetzliche Aufnahmebedingungen: Abgeschlossenes Studium der Sozial- und Wirtschaftswissenschaften oder der Informatik oder der Wirtschaftsinformatik =09 Zus=E4tzlich erw=FCnschte Kenntnisse: Studium der Speziellen BWL 'Finanzierung' Vertiefte Kenntnisse in Investmentbanking Fundierte und nachweisbare Programmierkenntnisse, insbesondere Erfahrungen mit einschl=E4gigen Softwarepaketen und objektorientierter Programmierung (z.B. Visual Basic) Kenntnisse in der Kapitalmarktkommunikation Schriftliche Bewerbungen mit Lebenslauf und Angabe =FCber den Studienerfolg (ohne Orginalzeugnisse) sind an die Personalabteilung der WU Wien, Augasse 2 - 6, 1090 Wien zu richten. Bewerbungsfrist: 28.Oktober 1998 Bewerber/innen haben keinen Anspruch auf Abgeltung der aufgelaufenen Reise- und Aufenthaltskosten, die aus Anla=DF des Aufnahmeverfahrens entstanden= sind.=20 Wien; 7.10.1998 ---------------------------------------------------------------------------- Univ. Ass. Mag. Stefan Schmidt =20 Institut fuer Finanzierung und Finanzmaerkte =20 Wirtschaftsuniversitaet Wien, Althanstr. 39-45, A-1090 Wien Telefon: +43 1 31336/4179 Fax: /761 =20 mail: Stefan.Schmidt(a)wu-wien.ac.at http://www.wu-wien.ac.at/wwwu/institute/finanzm/tafel.html =20 ---------------------------------------------------------------------------- nam et ipsa scientia potestas est =20 ---------------------------------------------------------------------------- =========================================================================

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Vortragsankuendigung
by Markus Fulmek 07 Oct '98

07 Oct '98

Sehr geehrte Damen und Herren, Im Rahmen des Mathematischen Kolloquiums haelt Prof. Walter Schachermayer (Institut fuer Statistik, Wahrscheinlichkeitstheorie und Versicherungsmathematik, TU Wien) einen Vortrag mit dem Thema "Die Rolle der Mathematik auf den Finanzmaerkten" Zeit: Mittwoch, 21.10.1998, 16 Uhr c.t. Ort: ESI-Hoersaal, Institut fuer Mathematik Boltzmanngasse 9 1090 Wien Der Vortrag richtet sich zwar an ein Fachpublikum, ist aber sicher auch fuer Nichtmathematiker von Interesse. Mit besten Gruessen, Markus Fulmek ------------------------------------------------------------- Markus Fulmek Institute of Mathematics University of Vienna Strudlhofgasse 4 A-1090 Vienna, Austria Phone: +43-1-407 63 63 - 5 FAX: +43-1-407 63 63 - 1 Email: mfulmek(a)mat.univie.ac.at WWW: http://radon.mat.univie.ac.at/~mfulmek Valentingasse 1A A-1230 Vienna, Austria Phone: +43-1-8883465 FAX: +43-1-8883465 GSM: +43-664-1031751 =========================================================================

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Vortrag am IHS
by Alfred Lehar 02 Oct '98

02 Oct '98

Am Do, 8. Oktober um 9:15 hält Martin Scheicher, Institut für Wirtschaftswissenschaften, Universität Wien im Rahmen des Ökonometrischen Forschungsseminars am Institut für Höhere Studien, Stumpergasse, 1060 Wien einen Vortrag zum Thema: Comovements in Eastern European Stock Markets. ------------------------------------------------ Alfred Lehar - vfn-l admin =========================================================================

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(Fwd) Announcing a new FEN Journal
by Andrea Gaunersdorfer 29 Sep '98

29 Sep '98

------- Forwarded Message Follows ------- >From admin(a)SSRN.COM Sun Mar 19 17:27:57 2000 Date: Wed, 23 Sep 1998 09:13:55 -0700 Reply-to: admin(a)SSRN.COM >From: Sherry Beauchamp <admin(a)SSRN.COM> Subject: Announcing a new FEN Journal To: SSRN-SUPER(a)PUBLISHER.SSRN.COM Status: RO X-Status: X-Keywords: X-UID: 394 As has been our practice in the past we will distribute this journal at no charge to interested subscribers. All members of FEN will receive the journal. You can ask to be taken off the mailing list by simply replying with the message Remove from FEN Course. We invite members of all other SSRN networks to request a subscription to FEN Course. You can do so by replying with the message Subscribe FEN Course FEN-Course Abstracting Journal Editors: KAREN H. WRUCK Harvard University Mailto:kwruck@hbs.edu PETER TUFANO Harvard Business School Mailto:ptufano@hbs.edu Our new Finance Course Abstracting Journal (FEN-Course) is devoted to the rapid, worldwide dissemination of innovative courses addressing subject areas covered by the Financial Economics Network (FEN) journals. Innovative courses include courses that: cover new and emerging fields, bring the findings of cutting-edge research into the classroom, utilize unique materials or educational approaches, and/or address standard subject matter in a particularly effective way. Subject areas include, but are not limited to: Corporate Finance and Organizations, Banking and Financial Institutions, Capital Markets, International Finance, Emerging Markets, Derivatives, and Real Estate. Courses designed for undergraduates, graduate students and executives are all welcomed, as are courses adopting a variety of educational formats. The latter includes lecture-based courses, case-based courses, project courses, and courses based on other approaches to learning, e.g. simulated trading in financial markets. In disseminating innovative course materials, we are committed to upholding standards of collegiality, referencing and documentation equal to those that are standard in our research efforts. It is not common in the profession to reference the source of ideas in teaching materials in the same fashion that we reference the source of ideas that are developed in journal articles and books. Yet ideas from courses and teaching materials strongly influence the work of scholars, students and managers. We strongly encourage the acknowledgment and appropriate citation of such work. We invite you, fellow teachers and scholars, to make use of the material offered in FEN-Course in your own courses, teaching. If you do so, we request that you reference the material as you would any piece of scholarly work. Submissions to FEN-COURSE can be sent to the editors, Karen Hopper Wruck kwruck(a)hbs.edu, or Peter Tufano ptufano(a)hbs.edu As part of a submission package we would like to receive the following: 1) A course description of up to 500 words. 2) A document, such as a class by class reading list with full references for as many of the materials as possible, including cases, articles, exercises, problem sets, assignment questions, etc. The more complete and detailed your document, the more useful it will be to colleagues. To reduce the administrative burden on your office, we strongly recommend that you make this document available for distribution in electronic form. 3) JEL codes representing the appropriate topic areas covered by your course. These codes are available from http://www.econlit.org/elclasjn.htm#d2head 4) A brief description of the type of course (required, elective, undergraduate, graduate, executive), number of times the course has been offered, enrollment, and history of its development, if these are not included in the course abstract or accompanying document. Any questions regarding FEN-COURSE can be directly addressed to the editors kwruck(a)hbs.edu or ptufano(a)hbs.edu A D V I S O R Y B O A R D ____________________________________________________________ FINANCE COURSE ABSTRACTS FRANKLIN ALLEN Nippon Life Professor of Finance and Economics, University of Pennsylvania, Wharton School MICHAEL J. BARCLAY Assoc. Prof. of Finance, University of Rochester, William E. Simon Graduate School of Business Administration GEERT BEKAERT Assoc. Prof. of Finance, Stanford University Graduate School of Business MICHAEL H. BRADLEY F.M. Kirby Prof. of Investment Banking, Duke University, Fuqua School of Business ROBERT F. BRUNER Vandell Research Prof. of Business Administration, University of Virginia, Colgate Darden Graduate School of Business Administration SUSAN CHAPLINSKY Assoc. Prof. of Business Administration, University of Virginia, Colgate Darden Graduate School of Business Administration HARRY DEANGELO Charles E. Cook/Community Bank Prof. of Banking, School of Business Administration, U. of Southern California STEPHEN R. FOERSTER Associate Professor of Finance, Richard Ivey School of Business, The University of Western Ontario JULIAN FRANKS Corporation of London Professor of Finance, Institute of Finance, London Business School; Director, EIASM; Director, European Union TMR Grant ROBERT GERTNER Prof. of Economics and Strategy, University of Chicago, Graduate School of Business; Co-Editor, Journal of Business CAMPBELL R. HARVEY J. Paul Sticht Professor of International Business, Duke University, Fuqua School of Business LAURIE SIMON HODRICK Professor of Finance and Economics, Columbia University, Graduate School of Business MICHAEL C. JENSEN Jesse Isidor Straus Professor, Harvard Business School; President, SSEP, Inc. STEVEN N. KAPLAN Leon Carroll Marshall Professor of Finance, University of Chicago, Graduate School of Business; Co-founder and Series Advisor, CaseNet DENNIS E. LOGUE Steven Roth Professor of Management, The Amos Tuck School of Business Administration, Dartmouth College; Co-editor: Contemporary Finance Digest TIMOTHY LUEHRMAN Professor of Finance, Thunderbird, The American Graduate School of International Management RONALD M. SCHMIDT Professorial Lecturer and Chairman of the Faculty Committee on International Executive Programs, University of Rochester, William E.Simon Graduate School of Business Administration WILLIAM F. SHARPE The STANCO 25 Prof. of Finance, Graduate School of Business, Stanford Business School; Past President, American Finance Association; 1990 Nobel Laureate in Economic Sciences JEREMY C. STEIN J.C. Penney Prof. of Management, Sloan School of Management, MIT; Co-founder and Series Advisor, CaseNet * * * * * * * * * * * * * * * * * * * * * * * * * This is Social Science Research Network's (SSRN) general announcements list. All subscribers to other SSRN lists [FEN, ARN, ERN, LAN, LitNet, and LSN (including Cyber-Law)] are automatically subscribed. If you receive duplicate mailings, it means you are subscribed to other lists under more than one id. Please contact admin(a)ssrn.com to correct this.

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Final CFP -- JCIF special issue
by Andrea Gaunersdorfer 10 Aug '98

10 Aug '98

******************************************************************* F I N A L C A L L F O R P A P E R S ******************************************************************* Journal of Computational Intelligence in Finance Final Call for Papers Special Issue on "Financial News Analysis using Distributed Data Mining" The Journal of Computational Intelligence in Finance, a peer-reviewed technical journal, published by Finance & Technology Publishing, is seeking papers for review and publication on "Financial News Analysis using Distributed Data Mining". The Journal of Computational Intelligence in Finance publishes applied research and practical applications of high quality that are based on sound theoretical, empirical or quantitative analysis. For practitioners and applied researchers, JCIF serves as the journal of record on "the application of advanced computational technologies and analytical techniques for financial modeling, investing and trading, and risk management." Papers published in JCIF are eligible for the "Distinguished Essay on Computational Intelligence in Finance" award, which is selected by the Editorial Board each year. EDITORIAL BOARD Randall B. Caldwell, Editor-in-Chief Emilio Barucci - University of Florence, Italy Richard J. Bauer, Jr. - St. Mary's University, Texas Neil Burgess - London Business School Oscar Castillo - UABC University, California Jerry Connor - London Business School Eric de Bodt - Universite Catholique de Louvain, France James F. Derry - Mgmt. Engineering Productivity Systems, Ohio Athanasios Episcopos - National Bank of Greece Andrew Flitman - Monash University, Australia Susan Garavaglia - Dun and Bradstreet, New Jersey Ramo Gencay - University of Windsor, Canada Sabyasachi Ghoshray - Florida International University Lee Giles - NEC Research Institute, New Jersey Christian Haefke - University of California at San Diego Ypke Hiemstra - Vrije Universiteit, The Netherlands Jason Kingdon - Searchspace Limited, University College London Ralph Neuneier - Siemens AG Corporate Research Center, Germany Zoran Obradovic - Washington State University Marimuthu Palaniswami - University of Melbourne Carlos E. Pedreira - Catholic University, Rio Stuart H. Rubin - Central Michigan University David B. Skalak - IBM, New York Leon Sterling - University of Melbourne Manoel F. Tenorio - Purdue University, Indiana Halbert White - University of California at San Diego Lei Xu - The Chinese University of Hong Kong SPECIAL TOPIC Financial News Analysis using Distributed Data Mining PAPERS DUE September 15, 1998 ACCEPTANCE NOTIFICATION November 30, 1998 FINAL REVISED MANUSCRIPTS DUE January 15, 1999 PUBLICATION DATE March 1999 GUEST EDITORS Zoran Obradovic Stuart H. Rubin Associate Professor Associate Professor Elec. Eng. & Comp. Sci. Dept. of Comp. Sci. Washington State University Central Michigan University Pullman, WA 99164-2752, USA Mt. Pleasant, MI 48859, USA zoran(a)eecs.wsu.edu rubin(a)cps.cmich.edu FOR THE LATEST AND MOST COMPLETE INFORMATION ON THIS CALL, SEE: http://ourworld.compuserve.com/homepages/ftpub/call.htm MOTIVATION Recent technological developments, the rapid growth of the World Wide Web, and maturing corporate intranet structures have led to the rapid dissemination of huge amounts of financial news and information (newspaper articles, financial services information, corporate publications, stock exchange news, peer-reviewed financial journal articles, etc.). However, cost and time constraints prohibit an exhaustive search through or download of all potentially relevant financial news and information available on the Internet, for later analysis and processing. One possible solution is to distribute information sampling over a large number of locations in order to classify local data, construct a pool of relevant information, and generate useful rules that might be further analyzed or processed at a central location. This requires intelligent and dynamic domain decomposition, as well as flexible software agents for symbolic information processing. SCOPE All papers submitted must focus on the data mining of financial news and information, and on applications of interest to financial analysis or decision-making, investing or trading. Of particular interest are algorithms and techniques that both incorporate computational intelligence and are unique or especially relevant to financial tasks. Authors are invited to submit papers on the design of automated, scalable, distributed knowledge discovery systems for financial information mining on the Internet, to address issues related to: - search strategies - knowledge representation - reasoning mechanisms - learning algorithms Suggested topics include but are not limited to the following: - intelligent software agent structures - sampling strategies for mining the World Wide Web - distributed search algorithms for mining financial news - collaborative and heuristic search methods - statistical text mining - incremental knowledge discovery methods - financial news and information quality - dynamic domain decomposition - expert and decision-based strategies - knowledge representation issues - knowledge-base design and segmentation - communications and query issues - Knowledge Interchange Format (KIF) - Knowledge Query and Manipulation Language (KQML) - semantic nets and frames - combining natural language processing and statistical text mining - algorithms for organizing, filtering and summarizing textual information - state space methods and issues - novel learning and reasoning algorithms ABSTRACTS Submit 150 to 300 word abstract including full name(s) and affiliation(s) of the author(s), complete mailing address and telephone numbers of all authors. Authors should provide a brief biographic sketch of themselves. Send abstracts to: Post: JCIF, P.O. Box 764, Haymarket, VA 20168 USA E-mail: ftpub(a)compuserve.com Fax: 1-703-753-2634 PAPERS Papers must not have been previously published or currently submitted for publication elsewhere. All material must be provided in the English language. Submit three copies of each paper. Papers must be formatted for 8.5x11-inch page format. Authors should provide a brief biographic sketch of themselves. Each copy submitted should include a page that contains the title of the paper, the full name(s) and affiliation(s) of the author(s), complete mailing address and telephone numbers of all authors, and a 150 to 300 word abstract. The Journal reserves the right to edit all material to meet space requirements and to make grammatical and typographical corrections. The final text should be 4000 to 6000 words in length, contain no more than 15 references, and be provided as follows: (1) Hardcopy: printed and double-spaced, with notations for the location of graphics, mathematical equations, given thereon, as necessary, (2) Softcopy: The REQUIRED MEDIA FORMAT is IBM PC 3.5", 1.44MB. The PREFERRED FILE FORMAT is Word for Windows 3.1/95 (Word 6/7/97). Other acceptable software file formats are the following: Tex and LaTex using the required media format (Scientific Workplace 3.0 preferred, use standard features) The PREFERRED GRAPHICS formats are Windows 3.1/95 (*.bmp,*.wmf,*.eps). For other graphics formats, submit high-quality, camera-ready hardcopy, or make an inquiry. Include pseudo-code or source code in separate figures (listings). Extensive code listings may be published on the Web site because of space limitations in the journal. Text citations must use the following format: last name(s) of author(s), publication date and suffix (as necessary) in brackets. Example: (a) direct reference: Watkins and McCoy [1993a] (b) indirect reference: [Watkins and McCoy 1993a] References must be listed alphabetically by the last name of the first author according to the following formats: Journal Article: authors' names, publication date and suffix (as necessary) in brackets, article title (in double quotations), periodical title (in italics), volume and number, pages cited. Book: authors' names, publication date and suffix (as necessary) in brackets, book title (in italics), publisher, publisher location, pages cited. Chapter in Book/Proceedings: authors' names, publication date and suffix (as necessary) in brackets, chapter title (in double quotations), editors' names, book title (in italics), publisher, location, pages cited. Send all manuscripts by Post to: Editors, JCIF, P.O. Box 764, Haymarket, VA 20168 USA ******************************************************************* F I N A L C A L L F O R P A P E R S *******************************************************************

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Call for papers: CF99 (Submission date extended)
by Andrea Gaunersdorfer 05 Aug '98

05 Aug '98

Leonard N. Stern School of Business New York University Computational Finance (CF99) January 6, 1999 (Tutorials) January 7 - 8 (Conference) The sixth international conference Computational Finance (CF99) will be held at NYU's Leonard N. Stern School of Business. CF99 is sponsored by the New York University Salomon Center, the Center for Research on Information Systems and the Department of Statistics and Operations Research. Computational Finance has emerged as a genuinely cross- disciplinary research meeting. CF99 is the sixth in a series of conferences that have been sponsored by the California Institute of Technology and the London Business School. In the past, this conference was called Neural Networks in the Capital Markets (NNCM). The expanding set of computational tools has moved this meeting from its original emphasis on neural network techniques to a broad spectrum of different methodologies. With several hundred attendees, this fully refereed conference has become an international forum where original research in advanced computational applications in finance is presented and discussed. CF99 brings together decision-makers and strategists from the financial industries, with academics from finance, statistics, economics, information systems and other disciplines. In the last few years, the conference has seen papers covering many different computational techniques including: statistical machine learning, Monte Carlo simulation, data mining, knowledge discovery, bootstrapping, genetic algorithms, nonparametric methods, information theory and fuzzy logic. Applications in many different areas are welcome, including but not limited to: risk management, asset allocation, dynamic trading and hedging strategies, forecasting, numerical solutions of derivative PDEs, exotic options and trading cost control. Studies may cover any major international financial market including equity, foreign exchange, bond, commodity and derivatives. The conference emphasizes in-depth analysis and comparative evaluation with established approaches. CF99 will have two distinguished keynote speakers, Gifford Fong, Chairman, and CEO of Gifford Fong Associates, and David E. Shaw, PhD, Chairman and CEO of D. E. Shaw & Co., Inc. The conference also features several invited speakers sharing their expertise from both the academic and applied perspectives. CF99 begins with a full day of tutorials designed to inform the diverse group of participants on a selection of the latest tools and research results. This year's tutorials feature the following speakers: Professor Stephen Figlewski, Finance Department, Stern School of Business, New York University Professor Halbert White, Economics Department, University of California, San Diego Professor David A. Hsieh, Finance Department, Fuqua School of Business, Duke University Professor Benjamin van Roy, Engineering Economic Systems Department, Stanford University The conference will have several talk and poster sessions for accepted papers. A selection of the presentations will be invited to appear in a volume published by Kluwer Academic Publishers. Submissions to CF99: Authors who wish to present papers should submit four copies along with full contact information, including e-mail addresses, to: CF99 / Andreas Weigend Information Systems Department Leonard N. Stern School of Business New York University 44 W 4th St., MEC 9-171 New York, NY 10012, USA E-mail: cf99(a)stern.nyu.edu Web: www.stern.nyu.edu/cf99 All submissions must be received by August 31st., 1998. Full papers are preferred, but extended abstracts clearly stating the results are acceptable. Only original, relevant research work will be accepted. Registration material will be put up on the Web at www.stern.nyu.edu/cf99 in August. Deadline for early registration is December 1, 1998. Conference Chairs: General Chair Y. S. Abu-Mostafa, Caltech Organizational Chair A. S. Weigend, NYU Stern Program Co-chairs B. LeBaron, University of Wisconsin A. W. Lo, MIT Sloan Organizing Committee: A. Atiya, Cairo University J. Cowan, University of Chicago R. Gencay, University of Windsor M. Jabri, Sydney University J. E. Moody, Oregon Graduate Institute C. E. Pedreira, Catholic Univ. PUC-Rio A.-P. N. Refenes, London Business School M. Steiner, Universitaet Augsburg D. Tavella, Align Risk Analysis A. Timmermann, U.of Calif., San Diego H. White, Univ. of California, San Diego L. Xu, Chinese University of Hong Kong The Stern School: Founded in 1900, the Stern School has grown into one of the most highly ranked business schools in the world. A talented and diverse student body benefits in many ways from Stern's long-standing excellence, top faculty and its central New York City location. Stern offers several specializations in computational finance that include a highly quantitative MBA financial engineering track, an MS in statistics with specialization in financial engineering, and PhD programs in the fields of finance, statistics and information systems. Further conferences, symposia and workshops at Stern for 1999 include Derivatives: What's New?; Market Risk: Advances and Challenges; and Data Mining in Finance. =========================================================================

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Ausschreibung einer Assistent/inn/enstelle
by Reinhard Moser 06 Jul '98

06 Jul '98

Ausschreibung einer Assistentenstelle Am Institut f=FCr Betriebswirtschaftslehre des Au=DFenhandels der Wirtschaftsuniversit=E4t Wien ist 1 Universit=E4tsassistent/inn/en/posten, allenfalls 2 Vertragsassistent/inn/en/posten (halbbesch=E4ftigt) voraussichtlich ab 01. September 1998 zu besetzen. Gesetzliche Aufnahmebedingungen: Abgeschlossenes Studium der Sozial- und Wirtschaftswissenschaften Zus=E4tzlich erw=FCnschte Kenntnisse: Fundierte Kenntnisse im Bereich der Betriebswirtschaftlehre des Au=DFenhandels (facheinschl=E4gige wissenschaftliche Arbeiten und/oder einschl=E4gige praktische Erfahrungen), =FCberdurchschnittlicher Studienerfo= lg, Fremdsprachenkenntnisse, F=E4higkeit zur Betreuung wissenschaftlicher Forschungsprojekte, p=E4dagogische Ausbildung und Lehrerfahrung, Bereitschaf= t zur Mitarbeit in der Institutsadministration, Stre=DFresistenz, Flexibilit= =E4t und hohe Selbstmotivation. Schriftliche Bewerbungen mit Lebenslauf und Angabe =FCber den Studienerfolg (ohne Originalzeugnisse) sind an die Personalabteilung im Wege der Universit=E4tsdirektion, Augasse 2-6, 1090 Wien zu richten. Bewerbungsfrist: bis 5. August 1998 Bewerberinnen/Bewerber haben keinen Anspruch auf Abgeltung der aufgelaufenen Reise- und Aufenthaltskosten, die aus Anla=DF des Aufnahmeverfahrens entstanden sind. Die Wirtschaftsuniversit=E4t Wien hat sich eine Erh=F6hung des Frauenanteils= am wissenschaftlichen Personal zum Ziel gesetzt. Deshalb werden nachdr=FCcklich Frauen aufgefordert, sich zu bewerben. Es wird darauf hingewiesen, da=DF Frauen bei gleicher Qualifikation bevorzugt aufgenommen werden und da=DF an der Wirtschaftsuniversit=E4t ein Arbeitskreis f=FCr Gleichbehandlungsfragen eingerichtet ist.

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VSX Workshop
by Alexander STOMPER 26 Jun '98

26 Jun '98

VSX WORKSHOP Am Fr., 3.7.1998 von 15.30-17.00 haelt im Hoersaal 8 des Betriebswirtschaftlichen Zentrums, Universitaet Wien, Bruennerstrasze 72, 1210 Wien, Prof. Bruce Grundy (Wharton) einen Vortrag ueber seine Arbeit , ''Executive Compensation & The Boundary of the Firm: The Case of Short-Lived Projects''.

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Prof. Kerry Back's Talk
by Gabriel Lee 26 Jun '98

26 Jun '98

On Wednesday July 1st, 16:30, Prof. Kerry Back from the Washington University will give a talk at the Institute for Advanced Studies, Stumpergasse 56, HS II. The title of the talk is "Imperfect Competition among Informed Traders". Regards Gabe ______________________________________________________________ Gabriel Lee Department of Finance Institute for Advanced Studies Stumpergasse 56 A-1060 Vienna, AUSTRIA Email: gabriel.lee(a)ihs.ac.at Tel: +43-1-59991 141 Fax: +43-1-597 0635 =========================================================================

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