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vfn-l@fam.tuwien.ac.at

1159 discussions

[VFN] REMINDER: INVITATION June 14: WU Gutmann Center Public Lecture - Terrance Odean: "Unrecognized Risk Taking in Financial Markets"
by gutmann-center＠wu.ac.at 08 Jun '16

08 Jun '16

REMINDER of the INVITATION The WU Gutmann Center cordially invites you to the forthcoming WU GUTMANN CENTER PUBLIC LECTURE (apologies for duplicated mails!) Date: June 14 (Tuesday), 2016, 4:00 pm Location: Bank Gutmann, Schwarzenbergplatz 16, A-1010 Vienna Speaker: Prof. Terrance Odean, University of California, Berkeley http://faculty.haas.berkeley.edu/odean/ Title: "Unrecognized Risk Taking in Financial Markets" Abstract Risk-taking is an essential activity in financial markets. Standard models assume that economic agents pay attention to all relevant information, are unbiased in their assessment of risk, and dispassionately match the risks they take to consistent preferences. In practice, however, investors have limited attention, display persistent biases when assessing risk, and have inconsistent preferences. Furthermore, risk-taking is influenced by emotions. Thus investors often take risks that they neither recognize nor intend to take. Those who rely on mathematical models may actually be more, not less, prone to unintended risk-taking. About Terrance Odean Terrance Odean is the Rudd Family Foundation Professor and Chair of the Finance Group at the Haas School of Business at the University of California, Berkeley. He is a member of the Journal of Investment Consulting editorial advisory board, of the Russell Sage Behavioral Economics Roundtable, of the WU Gutmann Center Academic Advisory Board at the Vienna University of Economics and Business and is a Wall Street Journal Expert Panelist. He has been an editor and an associate editor of the Review of Financial Studies, an associate editor of the Journal of Finance, a co-editor of a special issue of Management Science, an associate editor at the Journal of Behavioral Finance, a director of UC Berkeley's Experimental Social Science Laboratory, a member of the Russell Investments Academic Advisory Board, a visiting professor at the University of Stavanger, Norway, and the Willis H. Booth Professor of Finance and Banking. As an undergraduate at Berkeley, Odean studied Judgment and Decision Making with the 2002 Nobel Laureate in Economics, Daniel Kahneman. This led to his current research focus on how psychologically motivated decisions affect investor welfare and securities prices. **Please REGISTER**: Mail: gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at> Phone: +43-1-31336-5238 CONTACT AND FURTHER INFORMATION: WU Gutmann Center for Portfolio Management WU (Wirtschaftsuniversität Wien) Department of Finance, Accounting and Statistics Sabina Krickl www.gutmann-center.at<http://www.gutmann-center.at> Please contact gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at> if you do not wish to receive any further invitations from us!

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[VFN] Univ.Ass. JK-Uni Linz Inst. f. Betriebl. Finanzwirtschaft (fwd)
by VFN-L admin * Andreas Schamanek 01 Jun '16

01 Jun '16

---------- Forwarded message ---------- Date: Wed, 01 Jun 2016 10:16:14 +0200 From: Bettina Raab <Bettina.Raab(a)jku.at> To: vfn-l(a)fam.tuwien.ac.at Die Johannes Kepler Universität Linz ist mit 20.000 Studierenden und 2.700 MitarbeiterInnen Oberösterreichs größte Bildungs- und Forschungseinrichtung. An vier Fakultäten – darunter seit 2014 die neu gegründete Medizinische Fakultät – bietet die JKU rund 60 Studienrichtungen an. Zur Verstärkung unseres Teams suchen wir zum ehestmöglichen Zeitpunkt eine/n Universitätsassistent/in Institut für Betriebliche Finanzwirtschaft, Abteilung für Asset Management Anzeigennummer 3102 Ihre Aufgaben: - Engagierte Lehr- und Forschungstätigkeit (Doktorarbeit) - Übernahme administrativer Aufgaben & Unterstützung des Abteilungsleiters & Teams Ihr Profil: - sehr guter Universitätsabschluss Wirtschaftswissenschaften/Finance mit ev. ersten beruflichen Erfahrungen in der Finanzindustrie - Beherrschung gängiger statistischer Analysemethoden Nähere Auskünfte erteilt der Abteilungsleiter Univ.-Prof. Dr. Teodoro D. Cocca, T +43 732 2468 7211, E-Mail: teodoro.cocca(a)jku.at. Das kollektivvertragliche Mindestgehalt beträgt € 2.696,50 brutto pro Monat. Bei gleicher Qualifikation werden Frauen bevorzugt aufgenommen. Bewerbungsfristende 15.6.2016. -- Bettina Raab Institutsreferentin Asset Management / Betriebliche Finanzwirtschaft JOHANNES KEPLER UNIVERSITÄT LINZ Altenberger Straße 69 Managementzentrum, 3. Stock, Trakt A, Raum Nr. 311 4040 Linz, Österreich T +43 732 2468 7212 bettina.raab(a)jku.at www.ibfw.jku.at

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[VFN] INVITATION June 14: WU Gutmann Center Public Lecture - Terrance Odean: Unrecognized Risk Taking in Financial Markets
by gutmann-center＠wu.ac.at 18 May '16

18 May '16

INVITATION The WU Gutmann Center cordially invites you to the forthcoming WU GUTMANN CENTER PUBLIC LECTURE (apologies for duplicated mails!) Date: June 14 (Tuesday), 2016 4:00 pm Location: Bank Gutmann, Schwarzenbergplatz 16, A-1010 Vienna Speaker: Prof. Terrance Odean http://faculty.haas.berkeley.edu/odean/ Title: "Unrecognized Risk Taking in Financial Markets" Abstract Risk-taking is an essential activity in financial markets. Standard models assume that economic agents pay attention to all relevant information, are unbiased in their assessment of risk, and dispassionately match the risks they take to consistent preferences. In practice, however, investors have limited attention, display persistent biases when assessing risk, and have inconsistent preferences. Furthermore, risk-taking is influenced by emotions. Thus investors often take risks that they neither recognize nor intend to take. Those who rely on mathematical models may actually be more, not less, prone to unintended risk-taking. About Terrance Odean Terrance Odean is the Rudd Family Foundation Professor and Chair of the Finance Group at the Haas School of Business at the University of California, Berkeley. He is a member of the Journal of Investment Consulting editorial advisory board, of the Russell Sage Behavioral Economics Roundtable, of the WU Gutmann Center Academic Advisory Board at the Vienna University of Economics and Business and is a Wall Street Journal Expert Panelist. He has been an editor and an associate editor of the Review of Financial Studies, an associate editor of the Journal of Finance, a co-editor of a special issue of Management Science, an associate editor at the Journal of Behavioral Finance, a director of UC Berkeley's Experimental Social Science Laboratory, a member of the Russell Investments Academic Advisory Board, a visiting professor at the University of Stavanger, Norway, and the Willis H. Booth Professor of Finance and Banking. As an undergraduate at Berkeley, Odean studied Judgment and Decision Making with the 2002 Nobel Laureate in Economics, Daniel Kahneman. This led to his current research focus on how psychologically motivated decisions affect investor welfare and securities prices. **Please REGISTER**: Mail: gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at> Phone: +43-1-31336-5238 CONTACT AND FURTHER INFORMATION: WU Gutmann Center for Portfolio Management WU (Wirtschaftsuniversität Wien) Department of Finance, Accounting and Statistics Sabina Krickl www.gutmann-center.at<http://www.gutmann-center.at> Please contact gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at> if you do not wish to receive any further invitations from us!

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[VFN] INVITATION: Investment Talk June 15th with Sheridan Titman
by si-researchcenter 04 May '16

04 May '16

INVITATION (apologies for duplicated mails!) We are pleased to invite you to our next Investment Talk, organized by the Spängler IQAM Research Center. The Center is a joint initiative of TU Vienna (Vienna University of Technology) and WU Vienna University of Economics and Business supported by Spängler IQAM Invest and provides a platform for exchange in the field of asset management between academics, practitioners and the public. INVESTMENT TALK Date: Wednesday, June 15th, 2016 at 4 pm Speaker: SHERIDAN TITMAN Topic: "Stock Return Predictability" ABSTRACT: Stock returns have exhibited substantial cross-sectional predictability over the past 50 years. In addition to relatively short-term predictability that relates to return reversals and momentum, there is strong evidence of longer-term predictability that relates to firm fundamentals, like value, profitability and asset growth. There are three possible explanations for this evidence of long-term cross-sectional predictability. The first is that the observed return premiums are compensation for systematic risk, the second is that these observations are the product of data mining, and the third is that investors made a mistake about a systematic source of risk. Our analysis supports the third explanation and identifies a particular source of a mistake that relates to the perceived innovation climate, which influences both the creation and destruction of businesses. SHERIDAN TITMAN holds the McAllister Centennial Chair in Financial Services at the University of Texas at Austin and is a Research Associate of the National Bureau of Economic Research. Prior to joining the faculty at the University of Texas, Sheridan was a Professor at UCLA, the Hong Kong University of Science and Technology and Boston College and spent the 1988-89 academic year in Washington D.C. as the special assistant to the Assistant Secretary of the Treasury for Economic Policy. Sheridan's academic publications include both theoretical and empirical articles on asset pricing, corporate finance, energy finance, real estate finance and urban economics. He has also co-authored three finance textbooks, Financial Markets and Corporate Strategy, Valuation: The Art and Science of Corporate Investment Decisions, and Financial Management: Principles and Applications. He won the Smith-Breeden best paper award for the Journal of Finance, the GSAM best paper award for the Review of Finance and was a recipient of the Batterymarch Fellowship. Sheridan has served on the editorial boards of leading academic journals, including the Journal of Finance and the Review of Financial Studies and has served as President of both the Western Finance Association and the American Finance Association and has served as a Director of the American Finance Association, the Western Finance Association, the Financial Management Association and the Asia Pacific Finance Association. He is currently the Vice President of the American Real Estate and Urban Economics Association. Sheridan has a B.S. from the University of Colorado and an M.S. and Ph.D. from Carnegie Mellon University. REGISTRATION is required. We kindly ask to register before June 8th at si-researchcenter(a)wu.ac.at LOCATION: TU Wien BA Chemie Hochhaus, Entrance 10, 11th upper floor, TUtheSky - Conference room 1060 Vienna, Getreidemarkt 9 PARKING FACILITIES: Wipark Operngasse 13 or Wipark Lehargasse 4. Public transport: U1, U2, U4 Karlsplatz (5 minutes walking distance) U2 Museumsquartier 57A Getreidemarkt TU building plan: http://www.si-researchcenter.at/events/investment-talk Contact and further information: WU, Institute for Finance, Banking and Insurance , attn. Martina Schlichting, 1020 Vienna, Welthandelsplatz 1, Building D4, Level 4 Phone: +43 1 31336 6315 Mail: si-researchcenter(a)wu.ac.at, web: www.si-researchcenter.at

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[VFN] Stellenausschreibung Universitätsassistent/in mit Doktorat
by Sommersguter-Reichmann, Margit (margit.sommersguter＠uni-graz.at) 27 Apr '16

27 Apr '16

Sehr geehrte Damen und Herren, wir möchten Sie hiermit auf die Ausschreibung einer Stelle einer/eines Universitätsassistentin/Universitätsassistenten mit Doktorat am Institut für Finanzwirtschaft der Universität Graz unter nachstehendem Link aufmerksam machen: https://online.uni-graz.at/kfu_online/wbMitteilungsblaetter_neu.display?pNr… Mit freundlichen Grüßen, Margit Sommersguter-Reichmann Margit Sommersguter-Reichmann, ao. Univ.-Prof., Mag. Dr. Universitaet Graz, Institut für Finanzwirtschaft Univ.str. 15, G2 A-8010 Graz Tel. +43 316 380 3516 Fax +43 316 380 9555

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[VFN] Vienna Congress on Mathematical Finance
by Thorsten Rheinlaender 07 Apr '16

07 Apr '16

+--------------------- | | VCMF 2016 - Vienna, Austria | | Vienna Congress on Mathematical Finance | Mon-Wed, September 12-14, 2016 | | VCMF Educational Workshop | Thu-Fri, September 15-16, 2016 | | https://fam.tuwien.ac.at/vcmf2016/ | +------------------------------------------------- Dear Colleagues and Friends, I would like to draw your attention to VCMF 2016, the "Vienna Congress on Mathematical Finance" and "VCMF Educational Workshop", taking place in Vienna in September this year. The three-day congress covers recent topics from various fields of Mathematical Finance such as Limit Order Book and High-Frequency Trading, Credit and Systemic Risk, Computational Methods and Calibration, New Financial Markets, Stochastic Volatility Models as well as Risk Measures and Optimization. It offers leading experts and academics alike the opportunity for scientific debate. The program is rounded off by a two-day educational workshop led by internationally recognized experts for young researchers. The talks and introductory courses offer an excellent learning opportunity and time for discussion on various relevant topics. The organisers Vienna University of Economics and Business (WU Wien), Vienna University of Technology (TU Wien) and University of Vienna are excited about the joint organisation of VCMF 2016 and look forward to the participation of national and international participants. The call for contributed talks & posters is open until April 30, 2016. We thank you for your interest and would like to ask whether you would disseminate this information to interested colleagues. We look forward to welcoming you in Vienna! With best regards from the VCMF 2016 Organisers, Mathias Beiglböck, Christa Cuchiero, Rüdiger Frey, Stefan Gerhold, Friedrich Hubalek, Irene Klein, Thorsten Rheinländer, Birgit Rudloff, Walter Schachermayer, Uwe Schmock -- ___________________________________ Prof. Dr. Thorsten Rheinländer Vienna University of Technology Financial and Actuarial Mathematics Wiedner Hauptstrasse 8-10/E105-1 1040 Vienna, Austria

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[VFN] 31. Workshop der AWG
by office＠bwg.at 31 Mar '16

31 Mar '16

Die Austrian Working Group on Banking and Finance (AWG) der Österreichischen Bankwissenschaftlichen Gesellschaft (BWG), Wien, organisiert in Zusammenarbeit mit der Alpen-Adria Universität Klagenfurt, Abteilung für Finance and Accounting, den 31. WORKSHOP der AWG 25./26 November 2016 First CALL for PAPERS Der Workshop findet am Freitag, 25. November 2016 (Nachmittag) und am Samstag, 26. November 2016 (Vormittag) an der Alpen-Adria Universität Klagenfurt statt. Bezüglich der Themen gibt es keine Einschränkung. Papers oder Extended Abstracts (ca. 2 Seiten) – vorzugsweise in englischer Sprache – sind bis spätestens 14. Oktober 2016 per eMail einzureichen an: awg31(a)aau.at Um den angestrebten Workshop-Charakter der Veranstaltung zu fördern, kann jeder Vortrag durch eine/n Discussant besprochen werden. Teilnehmende, die eine solche Vorgangsweise wünschen, werden gebeten, ihr Manuskript bis 30. September 2016 einzureichen. AUSTRIAN WORKING GROUP ON BANKING AND FINANCE Ziele: Schaffen eines österreichweiten Diskussionsforums für theoretische und empirische Forschungsarbeiten auf dem Gebiet des Bankwesens und der Finanzwirtschaft. Förderung der Zusammenarbeit innerhalb der Hochschulen und der Zusammenarbeit mit der Praxis. Teilnehmende: Angesprochen sind sowohl der wissenschaftliche Nachwuchs an allen österreichischen Universitäten und verwandten Institutionen der Forschung als auch Praktiker/innen in Kreditinstituten und Finanzabteilungen von Unternehmen. Schwerpunkte: (Auszug) Asset Pricing – Banking – Behavioral Economics – Central Banking and Regulation – Corporate Finance – Corporate Governance - Derivatives – Empirical Finance – Experimental Finance – Financial Econometrics – Financial Economics - Financial Innovations – International Finance – Market Microstructure – Performance Measurement – Portfolio Analysis – Real Estate Finance – Risk Management – Security Analysis. Die Teilnahme am Workshop ist KOSTENLOS.

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[VFN] Announcement: 9th European Summer School in Financial Mathematics
by summerschoolmathfi 15 Mar '16

15 Mar '16

Dear all, We are glad to announce the 9th European Summer School in Financial Mathematics, which will be held in Pushkin, close to St. Petersburg, from August 29th to September 2nd 2016. Main lectures will be given by B. Bouchard, K. Kardaras, J. Ruf, N. Touzi and M. Zhiltukhin. We invite applications from PhD students and early career researchers. Grants covering accommodation and travel expenses will be provided to accepted participants. Please visit the web page of the summer school for more information: http://www.cmap.polytechnique.fr/~euroschoolmathfi16/ Deadline for applications is April 30th. Please follow the instructions on the web page to apply. We count on your participation to make this ninth summer school a success, just as the previous editions have been! Please feel free to circulate this announcement. With our best regards, The organising committee: Youri Kabanov, Aleksey Muravlev, Albert Shiryaev, Peter Tankov, Nizar Touzi, Mikhail Zhiltukhin

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[VFN] REMINDER: INVITATION March 3: WU Gutmann Center Public Lecture - Sunil Wahal: Chasing "The demand for diversification in incomplete markets"
by gutmann-center＠wu.ac.at 23 Feb '16

23 Feb '16

REMINDER of the INVITATION The WU Gutmann Center cordially invites you to the forthcoming WU GUTMANN CENTER PUBLIC LECTURE (apologies for duplicated mails!) Date: March 3 (Thursday), 2016, 4:00 pm Location: Bank Gutmann, Schwarzenbergplatz 16, A-1010 Vienna Speaker: Prof. Sunil Wahal https://webapp4.asu.edu/directory/person/825492 Title: "The demand for diversification in incomplete markets" Abstract Endogenous diversification in a market with incomplete information generates a state-dependent premium for bearing idiosyncratic risk because time series variation in average idiosyncratic risk affects the disutility of under-diversification. This idea delivers a metric that maps the marginal disutility of under-diversification to the covariance of idiosyncratic risk with average idiosyncratic risk. The metric helps explain the cross-section of returns in the US between 1973 and 2014, especially in periods of low average idiosyncratic risk. In such periods, portfolios tests generate intercepts from three and five-factor models that are economically large, and present in both small and large capitalization stocks. We observe similarly large intercepts in markets outside the US, particularly in large stocks. About Sunil Wahal Dr. Sunil Wahal is the Jack D. Furst Professor of Finance at ASU W. P. Carey School of Business. Before joining the ASU faculty in 2005, Dr. Wahal was on the faculty at the Goizueta Business School, Emory University, and at the Krannert School of Management, Purdue University. He received his Ph.D. in finance from University of North Carolina, Chapel Hill in 1995. Dr Wahal's research focuses on trading issues (market microstructure), short and long-horizon trading strategies, and delegated portfolio management for mutual funds and institutional investors. He has published extensively in the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies and numerous other journals. He is a consultant to Dimensional Fund Advisors, advises a number of investment committees, and regularly interfaces with practitioners in a variety of ways. He is a regular speaker at academic and practitioner conferences. **Please REGISTER**: Mail: gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at> Phone: +43-1-31336-5238 CONTACT AND FURTHER INFORMATION: WU Gutmann Center for Portfolio Management WU (Wirtschaftsuniversität Wien) Department of Finance, Accounting and Statistics Sabina Krickl www.gutmann-center.at<http://www.gutmann-center.at> Please contact gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at> if you do not wish to receive any further invitations from us!

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[VFN] INVITATION March 3: WU Gutmann Center Public Lecture - Sunil Wahal: Chasing "The demand for diversification in incomplete markets"
by gutmann-center＠wu.ac.at 09 Feb '16

09 Feb '16

INVITATION The WU Gutmann Center cordially invites you to the forthcoming WU GUTMANN CENTER PUBLIC LECTURE (apologies for duplicated mails!) Date: March 3 (Thursday), 2016, 4:00 pm Location: Bank Gutmann, Schwarzenbergplatz 16, A-1010 Vienna Speaker: Prof. Sunil Wahal https://webapp4.asu.edu/directory/person/825492 Title: "The demand for diversification in incomplete markets" Abstract Endogenous diversification in a market with incomplete information generates a state-dependent premium for bearing idiosyncratic risk because time series variation in average idiosyncratic risk affects the disutility of under-diversification. This idea delivers a metric that maps the marginal disutility of under-diversification to the covariance of idiosyncratic risk with average idiosyncratic risk. The metric helps explain the cross-section of returns in the US between 1973 and 2014, especially in periods of low average idiosyncratic risk. In such periods, portfolios tests generate intercepts from three and five-factor models that are economically large, and present in both small and large capitalization stocks. We observe similarly large intercepts in markets outside the US, particularly in large stocks. About Sunil Wahal Dr. Sunil Wahal is the Jack D. Furst Professor of Finance at ASU W. P. Carey School of Business. Before joining the ASU faculty in 2005, Dr. Wahal was on the faculty at the Goizueta Business School, Emory University, and at the Krannert School of Management, Purdue University. He received his Ph.D. in finance from University of North Carolina, Chapel Hill in 1995. Dr Wahal's research focuses on trading issues (market microstructure), short and long-horizon trading strategies, and delegated portfolio management for mutual funds and institutional investors. He has published extensively in the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies and numerous other journals. He is a consultant to Dimensional Fund Advisors, advises a number of investment committees, and regularly interfaces with practitioners in a variety of ways. He is a regular speaker at academic and practitioner conferences. **Please REGISTER**: Mail: gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at> Phone: +43-1-31336-5238 CONTACT AND FURTHER INFORMATION: WU Gutmann Center for Portfolio Management WU (Wirtschaftsuniversität Wien) Department of Finance, Accounting and Statistics Sabina Krickl www.gutmann-center.at<http://www.gutmann-center.at> Please contact gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at> if you do not wish to receive any further invitations from us!

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[VFN] CfA: Full Prof. of Financial Mathematics (U. of Vienna)
by VFN-L admin * Andreas Schamanek 06 Feb '16

06 Feb '16

The Faculty of Mathematics of the University of Vienna announces the full time, permanent position of a Full Professor of Financial Mathematics. Applications should be submitted until May 1, 2016. For details see http://personalwesen.univie.ac.at/fuer-mitarbeiterinnen/professorinnen/job/… (= http://goo.gl/ByMh9j ) > German announcement An der Fakultät für Mathematik der Universität Wien ist die Stelle einer Universitätsprofessorin bzw. eines Universitätsprofessors für Finanzmathematik zu besetzen (privatrechtliches Dienstverhältnis, Vollbeschäftigung, unbefristet). Bewerbungen sind möglich bis spätestens 1. Mai 2016. Details unter http://personalwesen.univie.ac.at/fuer-mitarbeiterinnen/professorinnen/job/… (= http://goo.gl/yM8kVh ) ***

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[VFN] Call for applications: WU Wien
by Rogaunig, Nicole 04 Feb '16

04 Feb '16

Dear Sir or Madam! WU (Vienna University of Economics and Business) is currently inviting applications for two positions at the Department of Finance, Accounting and Statistics at Full Professor level (duration of employment is 5 years, temporary replacement position). · Full Professor of Banking and Finance http://www.wu.ac.at/fileadmin/wu/h/structure/servicecenters/hr/Mitteilungsb… · Full Professor of Investments and Energy Markets http://www.wu.ac.at/fileadmin/wu/h/structure/servicecenters/hr/Mitteilungsb… Applications must be submitted by March 9th, 2016. Kind regards, Nicole Rogaunig _________________________________________ Dipl.-Kff. Nicole Rogaunig Stabsstelle für Berufungsangelegenheiten Faculty Recruiting WU Wirtschaftsuniversität Wien Vienna University of Economics and Business Welthandelsplatz 1, Gebäude AD 1020 Wien, Austria Tel: +43-1-31336-4079 Fax: +43-1-31336-904079 Email: nicole.rogaunig(a)wu.ac.at<mailto:nicole.rogaunig@wu.ac.at> http://www.wu.ac.at<http://www.wu.ac.at/>

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[VFN] INVITATION Dec 15: WU Gutmann Center Public Lecture - Marcin Kacperczyk: Chasing Private Information
by Mürmann, Alexander 09 Dec '15

09 Dec '15

INVITATION The WU Gutmann Center cordially invites you to the forthcoming WU GUTMANN CENTER PUBLIC LECTURE (apologies for duplicated mails!) Date: December 15 (Tuesday), 2015, 4:00 pm Location: Bank Gutmann, Schwarzenbergplatz 16, A-1010 Vienna Speaker: Prof. Marcin Kacperczyk http://www.imperial.ac.uk/people/m.kacperczyk Title: "Chasing Private Information" Abstract Using a sample of 3,586 illegal insider trades documented by the SEC, we examine whether asset prices and volume reveal firm-specific private information to markets. We find that information embedded in equity markets is a weak signal of private information. In turn, information embedded in option markets offers a strong signal of informed trading. We show that volume is generally more informative about insider trading than are prices. Further, we show that the impact of insider trades persists irrespective of whether insiders trade strategically or not. Finally, we document significant information spillovers from equity to option markets, but not vice versa. Overall, our results provide strong and novel guidance in the search for private information. About Marcin Kacperczyk Marcin Kacperczyk is a Professor of Finance at Imperial College London. He is also a Research Associate at the Center for Economic Policy Research, a former Faculty Research Fellow at the National Bureau of Economic Research, and Associate Editor at the Review of Financial Studies and Review of Finance. His research has been published in leading academic and practitioner journals, including Econometrica, the Quarterly Journal of Economics, Journal of Finance, Journal of Financial Economics, and the Review of Financial Studies. His work has been widely covered by media, such as CNN, CNBC, Bloomberg, WSJ, FT, NYT, Business Week, U.S. News, and Washington Post. Two of his papers have been nominated for the Smith Breeden Prize, and received the Spängler IQAM Prize for the best paper published in the Review of Finance. **Please REGISTER**: Mail: gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at> Phone: +43-1-31336-5238 CONTACT AND FURTHER INFORMATION: WU Gutmann Center for Portfolio Management WU (Wirtschaftsuniversität Wien) Department of Finance, Accounting and Statistics Sabina Krickl www.gutmann-center.at<http://www.gutmann-center.at> Please contact gutmann-center(a)wu.ac.at<mailto:gutmann-center@wu.ac.at> if you do not wish to receive any further invitations from us!

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[VFN] INVITATION Dec 15: WU Gutmann Center Public Lecture - Marcin Kacperczyk: Chasing Private Information
by Mürmann, Alexander 25 Nov '15

25 Nov '15

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[VFN] Programm 30. Workshop der AWG
by office＠bwg.at 27 Oct '15

27 Oct '15

Sehr geehrte Damen und Herren! Die Austrian Working Group on Banking and Finance (AWG) der Österreichischen Bankwissenschaftlichen Gesellschaft (BWG), Wien, organisiert in Zusammenarbeit mit der Karl-Franzens-Universität Graz, Institut Für Banken und Finanzierung, den 30. WORKSHOP der AWG am 27. und 28. November 2015 Wir dürfen Ihnen nachstehend den Link zum Programm und zur Anmeldung übersenden und würden uns über Ihr Interesse freuen. http://bwg.at/bwg/bwg_v4.nsf/sysPages/30workshopawg.html/$file/Programm_AWG… Mit freundlichen Grüßen Markus Bunk ___________________________ Dr. Markus Bunk Geschäftsführer Österreichische Bankwissenschaftliche Gesellschaft Eßlinggasse 17/5, A-1010 Wien T: +431 533 50 50 F: +431 533 50 50 33 E: office(a)bwg.at Internet: www.bwg.at

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[VFN] Spängler IQAM Research Center Investment Seminar am 23. November 2015, “Herausforderungen und Trends für Pensionsfonds”
by Schlichting, Martina 09 Oct '15

09 Oct '15

EINLADUNG (Bitte entschuldigen Sie doppelte Zusendungen!) INVESTMENT SEMINAR Spängler IQAM Research Center 14:00 Begrüßung ZUKUNFTSMODELL KAPITALGEDECKTE PENSIONSVORSORGE? (Session 1) Moderator: Univ.-Prof. Dr. Dr.h.c. Josef Zechner (Professor of Finance, WU Wirtschaftsuniversität Wien, Stv. Vorsitzender des Aufsichtsrats und Mitglied der Wissenschaftlichen Leitung, Spängler IQAM Invest) 14:15 Umlage und Kapitaldeckung: Die verfreundeten Geschwister Prof. Dr. Dr.h.c. Bert Rürup (Präsident des Handelsblatt Research Institute, Düsseldorf und eh. „Wirtschaftsweiser“) 14:45 Strategien und Herausforderungen der Schweizer Pensionskassen – Lehren für Österreich Christoph Oeschger (Geschäftsführer der Avadis Vorsorge AG und Stiftungsrat der Avadis Anlagestiftung, Baden, Schweiz) 15:15 Diskussion HERAUSFORDERUNGEN UND TRENDS FÜR PENSIONSFONDS (Session 2) Moderator: Univ.-Prof. DDr. Thomas Dangl (Professor of Finance, TU Technische Universität Wien und Mitglied der Wissenschaftlichen Leitung, Spängler IQAM Invest GmbH) 16:15 Responsible Investing | Vortrag in englischer Sprache Elroy Dimson (Emeritierter Professor der London Business School, Chairman des Newton Centre for Endowment Asset Management der Cambridge Judge Business School sowie Vorsitzender des Strategierates des staatlichen norwegischen Pensionsfonds) 16.45 Diskussion mit anschließender PODIUMSDISKUSSION: Herausforderungen und Trends für Pensionsfonds Moderator: Univ.-Prof. Dr. Dr.h.c. Josef Zechner Einleitendes Impulsreferat von Paul Wessling (Fachkreisleitung Kapitalanlagen & Asset Management, Vereinigung der Versicherungs-Betriebswirte, VVB Köln) Diskussionsteilnehmer: Christoph Oeschger, Prof. Dr. Dr.h.c. Bert Rürup, Dr. Thomas Steinberger (CIO, Geschäftsführer und Mitglied der Wissenschaftlichen Leitung, Spängler IQAM Invest GmbH) und Paul Wessling UM ANMELDUNG BIS 16. NOVEMBER WIRD GEBETEN unter si-researchcenter(a)wu.ac.at<mailto:si-researchcenter@wu.ac.at> Ort: Oesterreichische Kontrollbank, Reitersaal (EG) 1010 Wien, Strauchgasse 3 Anfahrt - mit öffentlichen Verkehrsmitteln: U3 bis Station Herrengasse (Ausgang Herrengasse) - mit dem Auto: Kostenpflichtige Parkmöglichkeiten in der Parkgarage am Hof (Am Hof 1, 1010 Wien) oder Freyung (Herrengasse, 1010 Wien) Kontakt: WU, Department of Finance, Accounting and Statistics 1020 Wien, Welthandelsplatz 1, Gebäude D4, 4. Stock attn. Martina Schlichting Tel: +43 1 31336 6315 Mail: si-researchcenter(a)wu.ac.at<mailto:si-researchcenter@wu.ac.at>, Web: www.si-researchcenter.at<http://www.si-researchcenter.at>

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[VFN] 30. Workshop der AWG
by zivota＠bwg.at 30 Sep '15

30 Sep '15

Betreff: [VFN] 30. Workshop der AWG Die Austrian Working Group on Banking and Finance (AWG) der Österreichischen Bankwissenschaftlichen Gesellschaft (BWG), Wien, organisiert in Zusammenarbeit mit der Karl-Franzens-Universität Graz, Institut Für Banken und Finanzierung, den 30. WORKSHOP der AWG 27./28. November 2015 LAST CALL for PAPERS Der Workshop findet am Freitag, 27. November 2015 (Nachmittag) und am Samstag, 28. November 2015 (Vormittag) an der Karl-Franzens-Universität Graz statt. Bezüglich der Themen gibt es keine Einschränkung. Papers oder Extended Abstracts (ca. 2 Seiten) – vorzugsweise in englischer Sprache – sind bis spätestens 15. Oktober 2015 per eMail einzureichen an: awg30(a)uni-graz.at Um den angestrebten Workshop-Charakter der Veranstaltung zu fördern, kann jeder Vortrag durch eine/n Discussant besprochen werden. Teilnehmende, die eine solche Vorgangsweise wünschen, werden gebeten, ihr Manuskript bis 1. Oktober 2015 einzureichen. AUSTRIAN WORKING GROUP ON BANKING AND FINANCE Ziele: Schaffen eines österreichweiten Diskussionsforums für theoretische und empirische Forschungsarbeiten auf dem Gebiet des Bankwesens und der Finanzwirtschaft. Förderung der Zusammenarbeit innerhalb der Hochschulen und der Zusammenarbeit mit der Praxis. Teilnehmende: Angesprochen sind sowohl der wissenschaftliche Nachwuchs an allen österreichischen Universitäten und verwandten Institutionen der Forschung als auch Praktiker/innen in Kreditinstituten und Finanzabteilungen von Unternehmen. Schwerpunkte: (Auszug) Asset Pricing – Banking – Behavioral Economics – Central Banking and Regulation – Corporate Finance – Corporate Governance - Derivatives – Empirical Finance – Experimental Finance – Financial Econometrics – Financial Economics - Financial Innovations – International Finance – Market Microstructure – Performance Measurement – Portfolio Analysis – Real Estate Finance – Risk Management – Security Analysis. Die Teilnahme am Workshop ist KOSTENLOS. UNIVERSITY OF GRAZ, INSTITUTE OF BANKING AND FINANCE, 30th WORKSHOP AUSTRIAN WORKING GROUP ON BANKING & FINANCE 27-28 November 2015 Organized in cooperation with Austrian Society for Bank Research (BWG), Vienna. Second CALL for PAPERS Workshop: Friday Nov 27 2015 (afternoon), Saturday Nov 28 November 2015 (morning). Those wishing to present their research at the workshop are invited to submit a full paper or a detailed abstract of about 2 pages until 15 October 2015 via e-mail to: awg30(a)uni-graz.at Those who wish to have (in addition to comments and recommendations from the audience) a discussant for their paper should indicate this when submitting the paper. In this case a full paper has to be submitted by 1 October 2015. AUSTRIAN WORKING GROUP ON BANKING AND FINANCE Aim: The aim of the workshop is to offer a forum for discussion of theoretical and empirical research in all areas of banking and finance throughout Austria. Participants: All researchers (especially also junior researchers) at universities and other research institutions as well as practitioners of the financial industry (including finance departments of industrial and service companies) are highly welcome to submit and present their research. Junior researchers are for example encouraged to present one of their PhD thesis papers/projects. Topics: (Selection) Asset Pricing – Banking – Behavioral Economics – Central Banking and Regulation – Corporate Finance – Corporate Governance - Derivatives – Empirical Finance – Experimental Finance – Financial Econometrics – Financial Economics - Financial Innovations – International Finance – Market Microstructure – Performance Measurement – Portfolio Analysis – Real Estate Finance – Risk Management – Security Analysis. There is NO submission or registration fee for the workshop.

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[VFN] WG: INVITATION: Investment Talk June29th - Vasant Naik
by si-researchcenter 23 Jun '15

23 Jun '15

INVITATION - REMINDER (apologies for duplicated mails!) We are pleased to invite you to our next Investment Talk, organized by the Spängler IQAM Research Center. The Center is a joint initiative of TU Vienna (Vienna University of Technology) and WU Vienna University of Economics and Business supported by Spängler IQAM Invest and provides a platform for exchange in the field of asset management between academics, practitioners and the public. INVESTMENT TALK Date: Monday, June 29th, 2015 at 4 pm Speaker: VASANT NAIK Topic: "Quantitative Valuation Metrics and Macro Investing" ABSTRACT: My talk will explore the design and use of quantitative valuation metrics in assessing the balance of risk and reward in macro markets: global equities, global duration and credit. We will also attempt to glean investment insights from the current readings of some of these metrics and discuss the construction of optimal portfolios of these assets in the present environment. Vasant Naik is Executive Vice President and Global Head of the Empirical Research of PIMCO, London. Please find further information at http://europe.pimco.com/EN/Experts/Pages/Vasant-Naik.aspx REGISTRATION is required. We kindly ask to register at si-researchcenter(a)wu.ac.at LOCATION: TU Wien BA Chemie Hochhaus, Entrance 10, 11th upper floor, TUtheSky - Conference room 1060 Vienna, Getreidemarkt 9 The TU building plan you can find here: http://www.si-researchcenter.at/events/investment-talk PARKING FACILITIES: Wipark Operngasse 13 oder Wipark Lehargasse 4. Public transport: U1, U2, U4 Karlsplatz (5 minutes walking distance) U2 Museumsquartier 57A Getreidemarkt TU building plan: http://www.si-researchcenter.at/events/investment-talk Contact and further information: WU, Institute for Finance, Banking and Insurance attn. Martina Schlichting Welthandelsplatz 1, Building D4, Level 4 1020 Vienna Phone: +43 1 31336 6315 Mail: si-researchcenter(a)wu.ac.at, Web: www.si-researchcenter.at

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[VFN] INVITATION: Investment Talk June29th - Vasant Naik
by si-researchcenter 01 Jun '15

01 Jun '15

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[VFN] reminder: book launch Quantitative Risk Management 10.6. 15.30-18.30
by Ruediger Frey 26 May '15

26 May '15

We are happy to announce the completion of the second, fully revised edition of our book Quantitative Risk Management: Concepts, Techniques and Tools (Princeton University Press) In order to celebrate this event there will be a workshop and book-launch featuring talks by Alex McNeil and Paul Embrechts, a book presentation and a reception. Moreover, it will be possible to buy the new edition of the book at a reduced rate and to have it signed by the authors. Date and venue: *June 10, 2015, 15:30-18:30,* WU, Executive Academy, Foyer Further details under http://www.wu.ac.at/statmath/detail-statmath/news/detail/News/quantitative-… If you want to attend please send an email to Karin Haupt, karin.haupt(a)wu.ac.at by june, 1st. Participation is free of charge. We are looking forward to welcoming you at the event Rüdiger Frey, Paul Embrechts and Alex McNeil -- Prof. Ruediger Frey Institute for Statistics and Mathematics WU Vienna Welthandelsplatz 1, Building D4 A-1020 Vienna, Austria email: ruediger.frey(a)wu.ac.at web: http://statmath.wu.ac.at/~frey/

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[VFN] INVITATION May 21: WU Gutmann Center Public Lecture - Rossen Valkanov: Complexity in Structured Finance: Financial Wizardry or
by Alois Geyer 14 May '15

14 May '15

INVITATION The WU Gutmann Center cordially invites you to the forthcoming WU GUTMANN CENTER PUBLIC LECTURE (apologies for duplicated mails!) ************************************************************************ Date: May 21 (Thursday), 2015, 4:00 pm PLEASE NOTE: THE LOCATION IS DIFFERENT FROM USUAL PUBLIC LECTURES! Location: WU University of Economics and Business Vienna Library and Learning Center, LC - Festsaal 2 1020 Vienna, Welthandelsplatz 1 Speaker: Prof. Rossen Valkanov, http://rady.ucsd.edu/faculty/directory/valkanov/ Title: Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors? ABSTRACT: We use data from prospectus supplements to create measures of the complexity of We We use data from prospectus supplements to create measures of the complexity of securitized products. We find that securities in more complex deals default more. However, yields of more complex securities are not higher at issuance indicating that investors do not perceive such assets as more likely to default. The relation between complexity and default is not primarily due to issuers masking low quality loans as it persists after controlling for the collateral default rate. Rather than creating safer securities, complexity disadvantages more senior securities within a deal. Rating agencies are more lenient in rating complex deals. About Rossen Valkanov: Rossen Valkanov is Professor of Finance at the Rady School of Management at the University of California, San Diego (UCSD). He received his Ph.D. in economics from Princeton University. In 1999, he became an assistant professor of finance at UCLA's Anderson School of Management where he remained until his appointment at UC San Diego. From 2001 to present he teaches empirical finance at the University of California, Berkeley's Haas School of Management. He is also a guest professor of the PhD program at the Vienna Graduate School of Finance (VGSF). Rossen Valkanov is a member of many professional organizations including the American Finance Association, the American Economic Association, the Econometric Society and the Bachelier Society. His research focusses on empirical asset pricing, financial econometrics, portfolio choice, monetary policy, and real estate . More information about Rossen Valkanov: http://rady.ucsd.edu/faculty/directory/valkanov/ **Please REGISTER**: Mail: gutmann-center(a)wu.ac.at Phone: +43-1-31336-5238 CONTACT AND FURTHER INFORMATION: WU Gutmann Center for Portfolio Management WU (Wirtschaftsuniversität Wien) Department of Finance, Accounting and Statistics Sabina Krickl www.gutmann-center.at

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[VFN] BEWERBUNGEN noch möglich: Masterstudiengang "Quantitative Asset and Risk Management" (ARIMA)
by Helmreich, Silvia 07 May '15

07 May '15

Sehr geehrte Damen und Herren, Der Studiengang "Quantitative Asset and Risk Management" (kurz: ARIMA) startet heuer im Herbst zum siebenten Mal und unsere AbsolventInnen haben hervorragende Chancen auf dem momentan doch recht schwierigen Arbeitsmarkt. Gerade im Bereich "Risikomanagement" suchen Banken und Versicherungen verstärkt Personal, um den regulatorischen Herausforderungen - Basel III, Solvency II - gerecht werden zu können. ***Für das kommende Studienjahr 2015/16 werden noch Bewerbungen bis zum 31.05.2015 entgegen genommen.*** Internationalisierung: Die Entwicklung dieses Programmes erfolgte gemeinsam mit internationalen Partneruniversitaeten und wurde von der EU als Joint Degree Curriculum Development Programm gefoerdert. Im 4. Semester findet daher ein verpflichtender Auslandsaufenthalt (mindestens zwei Wochen) bei einer der Partneruniversitaeten in Bologna, Iasi oder Katowice statt. Daraus ergibt sich auch, dass die Unterrichtssprache durchgaengig Englisch ist. Weitere Möglichkeiten zum Studierendenaustausch besteht mit der University of Xiamen (China) und der Higher School of Economics in Moskau. Das Ziel von ARIMA besteht darin, den Studierenden ein umfassendes Verstaendnis ueber die Zusammenhaenge zwischen Asset- und Risikomanagement im Finanzbereich zu vermitteln. Die AbsolventInnen erhalten eine fundierte Ausbildung im Risikomanagement (Quantifizierung von Risiken, Risikoaggregation; integrierte Steuerung von Banken und Versicherungen etc.) und Asset Management (Assetklassen, Portfolioselektion, Asset Liability Management, etc.). Hinzu treten methodisch-analytische Kenntnisse und Fertigkeiten, vor allem in Finanzmathematik und Statistik. Voraussetzungen zur Teilnahme am Masterprogramm: Im Anschluss an ein wirtschafts-, sozial-, natur- oder rechtswissenschaftliches oder technisches Studium einer Universitaet oder Fachhochschule kann der vier Semester umfassende und berufsbegleitend organisierte Masterstudiengang ARIMA absolviert werden. Weiters muessen besuchte Lehrveranstaltungen im Bereich Mathematik/Statisitk und Wirtschaftswissenschaften nachgewiesen werden. Aufnahmeverfahren: Formales Kriterium fuer die Teilnahme am Aufnahmeverfahren ist eine schriftliche Bewerbung bis spaetestens 31. Mai 2015. Das Aufnahmeverfahren selbst besteht aus einem Interview (Diskussion eines aktuellen, finanzwirtschaftlichen Artikels auf englisch) und einem Multiple-Choice Test. Die Literatur fuer den MC-Test kann von der homepage der FH des bfi Wien heruntergeladen werden. LektorenInnenpool aus dem wissenschaftlichen und berufsrelvanten Bereich: Um einerseits theoretische Grundlagen zu vermitteln und andererseits die Anwendung der Theorie in der Praxis aufzuzeigen, konnten namhafte Lektoren aus diesen Bereichen fuer eine Vortragstaetigkeit in ARIMA gewonnen werden. Beispielshaft seien das IHS, die TU Wien, Oesterreichische Grossbanken und die OeNB genannt. Wir hoffen, Ihr Interesse fuer den Studiengang geweckt zu haben und wuerden uns sehr freuen, wenn Sie dieses Schreiben an weiterbildungsinteressierte Personen in Ihrem Unternehmen weiterleiten wuerden. Fuer weitere Fragen stehen wir Ihnen gerne zur Verfuegung (silvia.helmreich(a)fh-vie.ac.at) oder besuchen Sie unsere homepage: http://www.fh-vie.ac.at/en/Degree-Programmes/Master/Quantitative-Asset-and-… Mit freundlichen Gruessen Prof. (FH) Mag. Silvia Helmreich Studiengangsleiterin ARIMA Fachhochschule des bfi Wien GmbH Wohlmutstrasse 22 1020 Wien Tel.: +43 1 7201286 - 972 e-mail: silvia.helmreich(a)fh-vie.ac.at http://www.fh-vie.ac.at P.S.: die Kosten des Masterstudienganges betragen EUR 363,36 im Semester. ________________________________ Firmenwortlaut: Fachhochschule des bfi Wien Gesellschaft m.b.H Firmenbuchnummer: 148597 a Firmenbuchgericht: Handelsgericht Wien Firmensitz: Wohlmutstraße 22, 1020 Wien This message contains confidential information and is intended only for the individual named. If you are not the named addressee you should not disseminate, distribute or copy this e-mail. Please notify the sender immediately by e-mail if you have received this e-mail by mistake and delete this e-mail from your system. E-mail transmission cannot be guaranteed to be secure or error-free as information could be intercepted, corrupted, lost, destroyed, arrive late or incomplete, or contain viruses. The sender therefore does not accept liability for any errors or omissions in the contents of this message, which arise as a result of e-mail transmission. If verification is required please request a hard-copy version.

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[VFN] Fwd: Workshop on Stochastic Methods in Finance and Physics
by Mathieu Rosenbaum 30 Apr '15

30 Apr '15

Dear Friends and colleagues, Please find here an announcement for a workshop on Stochastic Methods in Finance and Physics in July 2015. Best regards, Mathieu //// Workshop on Stochastic Methods in Finance and Physics http://www.acmac.uoc.gr/SMFP2015/ Heraklion, Greece, 20-24 July 2015 The workshop will consist of mini-courses offered by Jan Kallsen (Kiel), Ioannis Karatzas (New York), Nina Gantert (Munich) and Timo Seppäläinen (Wisconsin) and talks offered by invited speakers. See here for a complete list: http://www.acmac.uoc.gr//SMFP2015/speakers.php There will also be short talks and posters presented by young researchers. The deadline for submissions has been extended to *May 6, 2015*. http://www.acmac.uoc.gr/SMFP2015/submissions.php

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[VFN] 30. Workshop der AWG
by office＠bwg.at 16 Apr '15

16 Apr '15

Die Austrian Working Group on Banking and Finance (AWG) der Österreichischen Bankwissenschaftlichen Gesellschaft (BWG), Wien, organisiert in Zusammenarbeit mit der Karl-Franzens-Universität Graz, Institut Für Banken und Finanzierung, den 30. WORKSHOP der AWG 27./28. November 2015 First CALL for PAPERS Der Workshop findet am Freitag, 27. November 2015 (Nachmittag) und am Samstag, 28. November 2015 (Vormittag) an der Karl-Franzens-Universität Graz statt. Bezüglich der Themen gibt es keine Einschränkung. Papers oder Extended Abstracts (ca. 2 Seiten) – vorzugsweise in englischer Sprache – sind bis spätestens 15. Oktober 2015 per eMail einzureichen an: awg30(a)uni-graz.at Um den angestrebten Workshop-Charakter der Veranstaltung zu fördern, kann jeder Vortrag durch eine/n Discussant besprochen werden. Teilnehmende, die eine solche Vorgangsweise wünschen, werden gebeten, ihr Manuskript bis 1. Oktober 2015 einzureichen. AUSTRIAN WORKING GROUP ON BANKING AND FINANCE Ziele: Schaffen eines österreichweiten Diskussionsforums für theoretische und empirische Forschungsarbeiten auf dem Gebiet des Bankwesens und der Finanzwirtschaft. Förderung der Zusammenarbeit innerhalb der Hochschulen und der Zusammenarbeit mit der Praxis. Teilnehmende: Angesprochen sind sowohl der wissenschaftliche Nachwuchs an allen österreichischen Universitäten und verwandten Institutionen der Forschung als auch Praktiker/innen in Kreditinstituten und Finanzabteilungen von Unternehmen. Schwerpunkte: (Auszug) Asset Pricing – Banking – Behavioral Economics – Central Banking and Regulation – Corporate Finance – Corporate Governance - Derivatives – Empirical Finance – Experimental Finance – Financial Econometrics – Financial Economics - Financial Innovations – International Finance – Market Microstructure – Performance Measurement – Portfolio Analysis – Real Estate Finance – Risk Management – Security Analysis. Die Teilnahme am Workshop ist KOSTENLOS.

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[VFN] Save the date - book launch Quantitatitive Risk Management with Paul Embrechts and Alex McNeil on 10.6.2015
by Ruediger Frey 26 Mar '15

26 Mar '15

In order to celebrate the completion of the second, fundamentally revised edition of the book Quantitative Risk Management: Concepts, Techniques, and Tools by Alex McNeil, Rüdiger Frey and Paul Embrechts there will be a book launch on *June 10, 2015, 15:30-18:30,* WU, Executive Academy, Foyer. There will be talks by Alexander McNeil and Paul Embrechts (Titles and abstracts tba.) and a presentation of the book, followed by a reception. The event is free of charge, but we kindly ask you to register to facilitate planning. Further details under http://www.wu.ac.at/statmath/detail-statmath/news/detail/News/quantitative-… Hope to see you in June at WU Rüdiger Frey -- Prof. Ruediger Frey Institute for Statistics and Mathematics WU Vienna Welthandelsplatz 1, Building D4 A-1020 Vienna, Austria email: ruediger.frey(a)wu.ac.at web: http://statmath.wu.ac.at/~frey/

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