The University of Innsbruck invites applications for the position of a
*University Professor*
*of*
*Business Administration with a focus on Finance *
at the School of Management, Department of Banking and Finance. The
position will be based on a permanent civil-law employment contract with
the University.
*Responsibilities*
**
The professor shall represent the subject of Business Administration
with a focus on Finance in research and teaching.
The professor isexpected to carry out internationally visible research
-- specifically in the field of Asset Pricing -- and to participate in
the research centre "Financial Markets and Risk".Theoretical, empirical
and experimental approaches are equally welcome. She/He is expected
topublish in internationally well-established peer reviewed journals,
cooperate with international research and/or project partners, and
successfully apply for research grants.
The professor shall teach especially the subject of Finance in the
School's undergraduate, graduate and PhD programs.
Furthermore, the professor is expected to actively participate in the
strategic development of the School of Management and academic
self-government. Some knowledge of German is a plus, but not required.
*Qualification requirements*
**
a)a pertinent degree in higher education in Austria or the equivalent;
b)a pertinent 'Habilitation' or comparable qualification;
c) publications in leading international peer-reviewed academic journals;
d) documented participation in international scholarly discourses;
e) experience in raising third-party funding;
f) excellent teaching skills;
g) international experience in teaching and/or research;
h) ability to lead teams in research and teaching.
Applications should be submitted no later than
*13^th of June 2012*
to Leopold-Franzens-Universität Innsbruck, Fakultäten Servicestelle,
Standort Karl-Rahner- Platz 3, A-6020 Innsbruck
(fss-karlrahnerplatz(a)uibk.ac.at).
The University of Innsbruck is committed to increasing the percentage of
female employees especially in leading positions and therefore
explicitly invites applications by women. In the case of equivalent
qualifications, women will be given preference.
The application should include: CV including a description of the
applicant's scholarly and professional career; list of scientific
publications; list of ongoing and completed research projects (amount of
funding, funding body, duration); planned research activities at the
Department of Banking and Finance; list of courses taught and teaching
evaluations; electronic copies of five significant publications.
The application and all accompanying documents should be submitted
electronically (CDROM or e-mail). Submission as a hardcopy is optional.
The applications will be reviewed internationally; therefore the
application has to be in English.
The basic salary is set down in the collective bargaining agreement for
university employees. Professors are in the remuneration group A 1. For
the position the grosssalary is 63.996,80 Europer year. Depending on
qualification and experience a higher gross salary up to 75.000,- Euro
per year can be a topic in the negotiations with the rector. Beyond that
the university offers attractive additional benefits
(http://www.uibk.ac.at/universitaet/zusatzleistungen/). Additional
personnel will not be provided.
The full, authoritative text in German (published in the official
bulletin of the University of Innsbruck of 2^nd of May
2012),comprehensive information on the School of Management, the
Department of Banking and Finance, and the current state of the
appointment procedure is available at:
http://www.uibk.ac.at/fakultaeten/betriebswirtschaft/career.html.
Univ.-Prof. Dr. Dr. h.c. mult. Tilmann Märk
R e c t o r
by Conference "Stochastic Optimization and Optimal Stopping"
*** CALL FOR PARTICIPATION ***
International Conference
Stochastic Optimization and Optimal Stopping
24-28 September 2012, Moscow, Russia
http://soandos.mi.ras.ru
Steklov Mathematical Institute <http://www.mi.ras.ru/index.php?c=main&l=1>, PreMo Laboratory <http://www.premolab.ru> and STRADO organize conference /"Stochastic Optimization and Optimal Stopping"/. The conference is devoted to recent developments in stochastic control and related fields and will gather leading researches in this area.
CONFIRMED PLENARY SPEAKERS:
N. Bauerle (Karlsruhe University) E. Bayraktar (Michigan University)
C. Bender (Saarland University) A. Bensoussan (University of Texas at Dallas)
U. Cetin (London School of Economics) R. Dalang (Ecole Polytechnique de Lausanne)
E. Feinberg (Stony Brook University) I. Karatzas (Columbia University)
R. Lerche (Freiburg University) G. Moustakides (University of Patras)
B. Oksendal (Oslo University) H. Pham (Paris Diderot University)
C. Rogers (Cambridge University) J. Schoenmakers (Weierstrass Institute)
A. Shiryaev (Steklov Institute) P. Tankov (Paris Diderot University)
A. Tartakovsky (University of Southern California) M. Urusov (Ulm University)
X. Zhou (Chinese University of Hong Kong)
MAIN TOPICS:
* Changepoint detection problems
* Numerical stochastic optimization
* Optimal stopping problems
* Sequential hypothesis testing
* Stochastic control in finance
* Stochastic differential equations
* Stochastic games
We invite everyone interested in the subject area of the conference to participate. There will be 20-minutes contributed talks and poster sessions.
Participation is free of charge.
For information about registration, please visit the page http://soandos.mi.ras.ru/participation.html
The deadline for abstract submission is 15 June 2012.
Conference poster: http://soandos.mi.ras.ru/materials/poster.pdf
Website: http://soandos.mi.ras.ru
Email: soandos(a)mi.ras.ru <mailto:soandos@mi.ras.ru>
INVITATION
The WU Gutmann Center cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
www.gutmann-center.at
(apologies for duplicated mails!)
****************************************************************************
Date: MAY 3 (Thursday), 2012 - 4:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
Speaker: Prof. Dr. LISA KRAMER, Rotman School of Management, University of Toronto
Title:
"WINTER BLUES: THE IMPLICATIONS OF SEASONAL CHANGES IN INVESTOR RISK APPETITE"
ABSTRACT:
In recent years, evidence has been mounting that human characteristics such as emotion and mood play a role in economic and financial decision making. In this presentation we will consider evidence at the individual level which demonstrates that mood directly impacts investors' risk preferences. We will also consider evidence at the aggregate market level to show that mood has an impact on the price of risk, the return on safe and risky assets, capital flows, and other important economic quantities. This research represents an important building block in the field of behavioral finance, linking human psychology with financial markets and even leading to broad predictability of market movements based on sharp changes in risk appetite.
ABOUT LISA KRAMER:
Lisa Kramer is an Associate Professor of Finance in the University of Toronto's Rotman School of Management where she is the Canadian Securities Institute Research Foundation Limited Term Professor. She recently spent a one-year sabbatical as a Visiting Scholar in the Psychology Department at Stanford University. Her Ph.D. in finance is from the Sauder School of Business at the University of British Columbia. Professor Kramer is an expert on behavioural finance, with interests in neuroeconomics, investments, capital market seasonality, human decisions, and emotions. Some of her best-known and most provocative research is based on identifying instances where investors' psychological tendencies lead to widespread movements in financial markets. She has delivered seminars at universities, conferences, private institutions, and government agencies around the world. Her work has been published in journals including the American Economic Review and the Journal of Financial and Quantitative Analysis. Her studies have been profiled by media outlets including The Wall Street Journal, US News and World Reports, The Washington Post, The Daily Telegraph, Business Week, and SmartMoney Magazine.
More information about Professor Kramer:
http://www.lisakramer.com
**Please REGISTER**:
Mail: gutmann-center(a)wu.ac.at
Phone: +43-1-31336-4244
Please contact gutmann-center(a)wu.ac.at if you do not wish to receive any further invitations from us!
CONTACT AND FURTHER INFORMATION:
WU Gutmann Center for Portfolio Management
WU (Wirtschaftsuniversität Wien) - Department of Finance, Accounting and Statistics
Mag. Dorothea GRIMM
www.gutmann-center.at
UNIVERSITÄTSASSISTENT/IN PRAE DOC (Teaching and Research Associate)
Im INSTITUTE FOR FINANCE, BANKING AND INSURANCE ist voraussichtlich ab 1. Juni 2012 bis 31. Mai 2018 eine Stelle für einen Universitätsassistenten/eine Universitätsassistentin prae doc (Teaching and Research Associate) (Angestellte/r gemäß Kollektivvertrag für die Arbeitnehmer/innen der Universitäten, monatliches Mindestentgelt: 1.899 € brutto, Anrechnung von tätigkeitsbezogenen Vordienstzeiten möglich) Beschäftigungsausmaß: 75% (30 Std./Woche) zu besetzen.
Wir weisen darauf hin, dass der WU-Personalentwicklungsplan für Universitätsassistent/in prae doc eine maximale Befristungsdauer von sechs Jahren vorsieht. Bewerber/innen, die bereits als Ersatzkräfte an der WU beschäftigt sind, können daher nur mehr für die auf sechs Jahre fehlende Zeit eingestellt werden. Die Wiederbestellung von Personen, die bereits eine Stelle als Universitätsassistent/in prae doc inne hatten, ist lediglich auf eine Stelle eines Universitätsassistenten post doc/einer Universitätsassistentin post doc im Tenure Track möglich
AUFGABENGEBIET:
Unterstützung und Mitarbeit in der Lehre und Forschung im Bereich Finance, Risk Management oder Insurance, (Mit)betreuung von Bachelorarbeiten
NOTWENDIGE KENNTNISSE UND QUALIFIKATIONEN:
Wirtschaftswissenschaftliches Studium mit Schwerpunkt in Finanzwirtschaft bzw. einer benachbarten Wissenschaftsdisziplin oder Abschluss des Studienzweiges Wirtschaftsmathematik, Statistik oder Physik; Voraussetzungen für die Aufnahme bzw. Absolvierung eines wirtschaftswissenschaftlichen Doktoratsstudiums (prae doc). Erwünschte Kenntnisse und Qualifikationen: Starkes Interesse am wissenschaftlichen Arbeiten mit Anwendungen in Corporate Finance, Corporate Risk Management, Insurance oder Fair Value Accounting und Kapitalmarktregulierung mit dem Ziel der Promotion; sehr gute Kenntnisse im Bereich quantitativer und analytischer Methoden in den Wirtschaftswissenschaften; sehr gute Englischkenntnisse, Teamfähigkeit und Selbständigkeit
Kennzahl: 2007
Ende der Bewerbungsfrist: 16. Mai 2012
Bewerbung unter www.wu.ac.at/jobs<http://www.wu.ac.at/jobs>
Daniela Fuchs
Office Finance
Institute for Finance, Banking and Insurance
Department of Finance, Accounting and Statistics
WU
Wirtschaftsuniversität Wien
Vienna University of Economics and Business
Heiligenstädter Straße 46-48, A - 1190 Wien, Austria
[T] 01/31336/4691
[F] 01/31336/904691
[E] daniela.fuchs(a)wu.ac.at<mailto:daniela.fuchs@wu.ac.at>
*First Announcement
**25th International Summer School of the Swiss Association of Actuaries
(2012)
*Topic: *Market Valuation Methods
*Teachers: *Antoon Pelsser* and *Antje Mahayni
*Location: University of Lausanne
Dates: 13-17 August 2012
The web site ( www.saa-iss.ch <http://www.saa-iss.ch/> ) has been
updated, and registration is open.
Please inform all people you know who might be interested.
Best regards,
François Dufresne
INVITATION
The WU Gutmann Center cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
www.gutmann-center.at
(apologies for duplicated mails!)
****************************************************************************
Date: MAY 3 (Thursday), 2012 - 4:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
Speaker: Prof. Dr. LISA KRAMER, Rotman School of Management, University of Toronto
Title:
"WINTER BLUES: THE IMPLICATIONS OF SEASONAL CHANGES IN INVESTOR RISK APPETITE"
ABSTRACT:
In recent years, evidence has been mounting that human characteristics such as emotion and mood play a role in economic and financial decision making. In this presentation we will consider evidence at the individual level which demonstrates that mood directly impacts investors' risk preferences. We will also consider evidence at the aggregate market level to show that mood has an impact on the price of risk, the return on safe and risky assets, capital flows, and other important economic quantities. This research represents an important building block in the field of behavioral finance, linking human psychology with financial markets and even leading to broad predictability of market movements based on sharp changes in risk appetite.
ABOUT LISA KRAMER:
Lisa Kramer is an Associate Professor of Finance in the University of Toronto's Rotman School of Management where she is the Canadian Securities Institute Research Foundation Limited Term Professor. She recently spent a one-year sabbatical as a Visiting Scholar in the Psychology Department at Stanford University. Her Ph.D. in finance is from the Sauder School of Business at the University of British Columbia. Professor Kramer is an expert on behavioural finance, with interests in neuroeconomics, investments, capital market seasonality, human decisions, and emotions. Some of her best-known and most provocative research is based on identifying instances where investors' psychological tendencies lead to widespread movements in financial markets. She has delivered seminars at universities, conferences, private institutions, and government agencies around the world. Her work has been published in journals including the American Economic Review and the Journal of Financial and Quantitative Analysis. Her studies have been profiled by media outlets including The Wall Street Journal, US News and World Reports, The Washington Post, The Daily Telegraph, Business Week, and SmartMoney Magazine.
More information about Professor Kramer:
http://www.lisakramer.com
**Please REGISTER**:
Mail: gutmann-center(a)wu.ac.at
Phone: +43-1-31336-4244
Please contact gutmann-center(a)wu.ac.at if you do not wish to receive any further invitations from us!
CONTACT AND FURTHER INFORMATION:
WU Gutmann Center for Portfolio Management
WU (Wirtschaftsuniversität Wien) - Department of Finance, Accounting and Statistics
Mag. Dorothea GRIMM
www.gutmann-center.at
Dear all,
We would like to remind you that the deadline for applying to the 5th
European Summer School in Mathematical Finance that will take place at
Ecole Polytechnique, 27-21 August, 2012, is April 30.
Lectures will be on Optimal Transportation and Skorokhod Embedding
applied in finance.
Grants are provided to selected students.
Please consult the web page
http://www.cmap.polytechnique.fr/~euroschoolmathfi12/ for more
informations.
With best regards,
Feel free to circulate this announcement.
Yours sincerely,
The organising committee
Bruno Bouchard, Monique Jeanblanc, Bernard Lapeyre, Gilles Pagès, Huyên
Pham, Mathieu Rosenbaum, Mete Soner, Josef Teichmann, Nizar Touzi
INVITATION
The WU Gutmann Center cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
www.gutmann-center.at
(apologies for duplicated mails!)
****************************************************************************
Date: MARCH 22 (Thursday), 2012 - 4:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
Speaker: Prof. Dr. ALEXANDER KEMPF, University of Cologne
Title: THE VALUATION OF HEDGE FUNDS' EQUITY POSITIONS
ABSTRACT:
We provide evidence on the valuation of equity positions by hedge fund advisors. Reported valuations deviate from standard valuations based on closing prices from CRSP for roughly seven percent of the positions. These deviations are economically significant for about 25 percent of the hedge fund advisors. Advisors with more pronounced valuation deviations show a stronger discontinuity in their reported returns around zero, manage a higher fraction of potentially fraudulent funds, show smoother reported returns, self-report to commercial databases, and are domiciled in offshore locations. Additional tests suggest that the documented equity valuation deviations respond to past performance.
ABOUT ALEXANDER KEMPF:
Professor Kempf is Professor of Finance at the University of Cologne and a full member of the Northrhine-Westphalian Academy of Sciences, Humanities, and the Arts. He is in charge of the Cologne PhD School in Risk Management, is a member of the Executive Board of the Cologne Graduate School and the managing Director of the CFR Centre for Financial Research. The CFR is an independent research institute focusing on topics in asset management. Professor Kempf has been teaching at the University of Cologne since 1999. He obtained his doctoral degree and his venia legendi from the University of Mannheim.
Professor Kempf has published extensively on asset and risk management. His current research focuses on mutual and hedge funds as well as on liquidity and estimation risk. His research has been published in leading academic journals like Journal of Financial Economics, Review of Financial Studies, and Review of Finance. He regularly presents his research results at conferences and in the national and international press. Prof. Kempf is also an advisory consultant for companies and serves as a consultant for the industry.
More information about Professor Kempf:
www.finance.uni-koeln.dewww.cfr-cologne.de
Please REGISTER:
Mail: gutmann-center(a)wu.ac.at
Phone: +43-1-31336-4244
CONTACT AND FURTHER INFORMATION:
WU Gutmann Center for Portfolio Management
WU (Wirtschaftsuniversität Wien) - Department of Finance, Accounting and Statistics
Mag. Dorothea GRIMM
www.gutmann-center.at
INVITATION
The WU Gutmann Center cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
www.gutmann-center.at
(apologies for duplicated mails!)
****************************************************************************
Date: MARCH 22 (Thursday), 2012 - 4:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
Speaker: Prof. Dr. ALEXANDER KEMPF, University of Cologne
Title: THE VALUATION OF HEDGE FUNDS' EQUITY POSITIONS
ABSTRACT:
We provide evidence on the valuation of equity positions by hedge fund advisors. Reported valuations deviate from standard valuations based on closing prices from CRSP for roughly seven percent of the positions. These deviations are economically significant for about 25 percent of the hedge fund advisors. Advisors with more pronounced valuation deviations show a stronger discontinuity in their reported returns around zero, manage a higher fraction of potentially fraudulent funds, show smoother reported returns, self-report to commercial databases, and are domiciled in offshore locations. Additional tests suggest that the documented equity valuation deviations respond to past performance.
ABOUT ALEXANDER KEMPF:
Professor Kempf is Professor of Finance at the University of Cologne and a full member of the Northrhine-Westphalian Academy of Sciences, Humanities, and the Arts. He is in charge of the Cologne PhD School in Risk Management, is a member of the Executive Board of the Cologne Graduate School and the managing Director of the CFR Centre for Financial Research. The CFR is an independent research institute focusing on topics in asset management. Professor Kempf has been teaching at the University of Cologne since 1999. He obtained his doctoral degree and his venia legendi from the University of Mannheim.
Professor Kempf has published extensively on asset and risk management. His current research focuses on mutual and hedge funds as well as on liquidity and estimation risk. His research has been published in leading academic journals like Journal of Financial Economics, Review of Financial Studies, and Review of Finance. He regularly presents his research results at conferences and in the national and international press. Prof. Kempf is also an advisory consultant for companies and serves as a consultant for the industry.
More information about Professor Kempf:
www.finance.uni-koeln.dewww.cfr-cologne.de
Please contact gutmann-center(a)wu.ac.at if you do not wish to receive any further invitations from us!
Please REGISTER:
Mail: gutmann-center(a)wu.ac.at
Phone: +43-1-31336-4244
CONTACT AND FURTHER INFORMATION:
WU Gutmann Center for Portfolio Management
WU (Wirtschaftsuniversität Wien) - Department of Finance, Accounting and Statistics
Mag. Dorothea GRIMM
www.gutmann-center.at
An der Abteilung für Asset Management des Institutes für Betriebliche
Finanzwirtschaft der Johannes Universität Linz
ist voraussichtlich ab 1.4.2012 die Stelle eines
Universitätsassistenten bzw. einer Universitätsassistentin mit
Diplom/Master
nach dem Kollektivvertrag der ArbeitnehmerInnen der Universitäten und
UG auf vier Jahre im vollen Beschäftigungsausmaß zu besetzen.
In besonders begründeten Fällen kann eine Teilung in zwei 50 %-Stellen
erfolgen.
Ihr Aufgabengebiet:
Neben Ihrer Doktorarbeit arbeiten Sie bei verschiedenen
Forschungsprojekten mit und sind auch in der Lehre mit Freude und
Engagement aktiv.
Sie beschäftigen sich mit aktuellen Themen aus dem Gebiet der
Bankbetriebswirtschaftslehre, dem Asset Management und/oder dem Private
Banking.
Zusammen mit dem gesamten Team entwickeln Sie neue Ideen, Konzepte und
Methoden.
Zudem übernehmen Sie auch administrative Aufgaben und unterstützen
dabei den Abteilungsleiter sowie das gesamte Team.
Unsere Anforderungen:
Wir suchen eine motivierte Persönlichkeit, die von der Finanzwelt
fasziniert ist und im Rahmen einer
Dissertation ein eigen erarbeitetes Thema wissenschaftlich vertieft
untersuchen möchte.
Wir erwarten einen sehr guten Universitätsabschluss in den
Studienrichtungen Wirtschaftswissenschaften oder Statistik.
Allenfalls haben Sie im Verlauf Ihres Studiums bereits erste berufliche
Erfahrungen, vorzugsweise in einem Finanzinstitut, sammeln können.
Bei der Verfassung Ihrer Diplomarbeit haben Sie weit
überdurchschnittliche Fähigkeiten gezeigt.
Eigenständiges Arbeiten, Kreativität, hohe Leistungsbereitschaft und
Arbeitsdisziplin zählen zu Ihren Stärken.
Sie beherrschen gängige statistische Analysemethoden und den Umgang mit
dem MS-Office Paket.
BewerberInnen sollten über sehr gute Englischkenntnisse in Wort und
Schrift verfügen.
Unser Angebot:
Wir bieten ein sehr gutes Betriebsklima in einem dynamischen Team,
welches hochgesteckte Ziele verfolgt.
Da die gesamte Abteilung der Universität neu geschaffen wurde, steht
Ihnen die Möglichkeit
offen, eigene Ideen einzubringen und auch umzusetzen.
Spaß an der Arbeit durch Raum für unternehmerische Eigeninitiative ist
gewährt.
Schritt für Schritt werden Sie mehr Verantwortung übernehmen können und
sich sowohl fachlich wie auch persönlich weiterentwickeln.
Dies wird es Ihnen ermöglichen, Lösungen komplexer wissenschaftlicher
Problemstellungen auf den Gebieten der
Grundlagenforschung und/oder der angewandten Forschung zu entwickeln
und zu vertiefen.
Durch den engen Kontakt mit der Finanzindustrie werden Sie Gelegenheit
haben sich auszuzeichnen und wichtige Kontakte zu knüpfen.
Nähere Auskünfte erteilt der Abteilungsleiter, Univ.-Prof. Dr. Teodoro
D. Cocca, Tel.: 0732/2468-7211, Email: teodoro.cocca(a)jku.at.
Das kollektivvertragliche Mindestgehalt beträgt € 2.532,00, bzw. €
1.266,00 (bei Halbbeschäftigung) brutto pro Monat.
Im Sinne des Frauenförderungsplanes werden besonders Frauen ermutigt,
sich zu bewerben.
Bei gleicher Qualifikation werden Frauen bevorzugt aufgenommen.
Begünstigt behinderte BewerberInnen werden bei entsprechender Eignung
besonders berücksichtigt.
Schriftliche Bewerbungen mit den üblichen Unterlagen (Lebenslauf,
Lichtbild, Werdegang sowie Zeugniskopien) sind bis 7.3.2012
an das Personalmanagement der Zentralen Dienste der Johannes Kepler
Universität Linz, Altenberger Str. 69, 4040 Linz, persabt(a)jku.at,
erbeten.
Bitte geben Sie bei der Bewerbung unbedingt die „Anzeigenummer 2379"
an.
*Tenure Track Assistant Professor in Actuarial
<https://www.hec.unil.ch/candidatures/offres/details?id=57>Science
<https://www.hec.unil.ch/candidatures/offres/details?id=57>*
The Faculty of Business and Economics of the University of Lausanne (HEC
Lausanne, www.hec.unil.ch <http://www.hec.unil.ch/>) invites
applications for a full-time position of
*Tenure Track Assistant Professor in Actuarial Science
*
Starting on August 1^st , 2012 or a mutually agreed upon date.
The new professor will be a member of HEC Lausanne?s Department of
Actuarial Science.
Candidates must hold a PhD in actuarial science or a related discipline.
We seek applicants with a strong research and teaching potential in
actuarial science. Preference will be given to applicants with research
interests related to Enterprise risk management and catastrophe risk
modeling.
Applications should be submitted online by *March 17,* *2012*. Please
fill in the electronic form, upload a curriculum vitae and a motivation
letter with a statement of research interests, as well as a list of
publications and samples of scholarly work, and provide the names and
addresses of three references.
Additional information may be obtained from Professor François Dufresne,
Director of the Department of Actuarial Science (DSA), HEC Lausanne,
Bâtiment Extranef, CH-1015 Lausanne-Dorigny, Francois.Dufresne(a)unil.ch
<mailto:Francois.Dufresne@unil.ch>.
The University of Lausanne promotes access of women to academic
positions and strongly encourages them to apply.
*
apply before: 17 Mar 2012* apply on-line now
<https://www.hec.unil.ch/candidatures/postuler?id=57>
*job description* cc_scactua11-12projet15122011_final.pdf
<https://www.hec.unil.ch/jobs/public/57_docs/cc_scactua11-12projet15122011_f…>
European Actuarial Journal (EAJ) Conference
September 6-7, 2012
University of Lausanne, Switzerland
This international conference in actuarial science is organized by the
University of Lausanne and the Swiss Association of Actuaries.
The aim is to bring together practicing actuaries and academics to
discuss about challenging and current topics in actuarial science.
Researchers and practitioners are invited to present their scientific
work on the topics:
* Life and Pension Insurance Mathematics
* Non-Life Insurance Mathematics
* Risk Management and Solvency II
* Financial Mathematics with Applications in Insurance
* Economics of Insurance
Abstracts for presentations should be submitted to abstract(a)eaj2012.org
<mailto:abstract@eaj2012.org> by 30 April 2012.
More information can be found under
http://www.eaj2012.org/
*** Call for Papers for ***
*** GfKl 2012 ***
*** The 36th Annual Conference of the German Classification Society on ***
*** Data Analysis, Machine Learning, and Knowledge Discovery ***
The 36th Annual Conference of the German Classification Society (GfKl 2012) on
Data Analysis, Machine Learning, and Knowledge Discovery
Hildesheim, Germany
August 1 to 3, 2012
http://www.gfkl2012.de/
The 36th Annual Conference of the German Classification Society (GfKl) takes place in Hildesheim, Germany, from August 1 to August 3, 2012. We solicit contributions from scholars and practitioners on all domains where statistical and learning methods are being developed and applied to solve scientific problems, including the areas below:
* Data Analysis and Statistics
* Machine Learning and Knowledge Discovery
* Data Analysis in Marketing
* Data Analysis in Finance
* Data Analysis in Biostatistics and Bioinformatics
* Data Analysis in Interdisciplinary Domains, including archaeology, astronomy, education, linguistics, musicology, natural sciences, psychology and social sciences
--
Prof. Dr. Michael Hanke
Chair in Finance
Institute for Financial Services
University of Liechtenstein
Fürst-Franz-Josef-Strasse
9490 Vaduz
Principality of Liechtenstein
T +423 265 11 55
F +423 265 11 12
michael.hanke(a)uni.li
http://www.uni.li
#####################################################################################
This e-mail message has been scanned for Viruses and Content and cleared
by MailMarshal
#####################################################################################
---------- Forwarded message ----------
Date: Thu, 26 Jan 2012 12:00:01 +0100
From: summerschoolmathfi <summerschoolmathfi(a)cmap.polytechnique.fr>
Subject: Fifth European Summer School in Financial Mathematics - Paris,
August 2012
Dear Colleagues,
Registration for the
Fifht European Summer School in Financial Mathematics
is now open, until April 30, 2012.
This year the summer school will take place in Paris (Polytechnique campus) from
August 27 to 31, 2012.
All the details are on the web site
http://www.cmap.polytechnique.fr/~euroschoolmathfi12/
Feel free to circulate this announcement.
Yours sincerely,
The organising committee
Bruno Bouchard, Monique Jeanblanc, Bernard Lapeyre, Gilles Pagès, Huyên
Pham, Mathieu Rosenbaum, Mete Soner, Josef Teichmann, Nizar Touzi
UNIVERSITAETSASSISTENT/IN POST DOC NON TENURE TRACK (Assistant Professor, non tenure track)
Im INSTITUTE FOR FINANCE, BANKING AND INSURANCE ist voraussichtlich ab 15. Februar 2012 bis 30. September 2015 eine Stelle für einen Universitätsassistenten/ eine Universitätsassistentin post doc Non Tenure Track (Assistant Professor, non tenure track) (Angestellte/r gemäß Kollektivvertrag für die Arbeitnehmer/innen der Universitäten, monatliches Entgelt: 3.283,20 EUR brutto), vollbeschäftigt, ersatzmäßig zu besetzen.
Wir weisen Sie darauf hin, dass der WU-Personalentwicklungsplan für Universitätsassistent/inn/en post doc Non Tenure Track eine maximale Befristungsdauer von 6 Jahren vorsieht. Bewerber/innen, die bereits als Ersatzkräfte an der WU beschäftigt sind, können daher nur mehr für die auf die sechs Jahre fehlende Zeit eingestellt werden. Die Wiederbestellung von Personen, die bereits einen Universitätsassistent/inn/enposten Non Tenure Track inne hatten, ist aus rechtlichen Gründen nicht möglich.
AUFGABENGEBIET:
Lehre (Bachelor und Master) im Bereich Finanzwirtschaft
Forschung am Institute for Finance, Banking and Insurance in einem oder mehreren der folgenden finanzwirtschaftlichen Fachgebiete: Corporate Finance, Asset Pricing, Risikomanagement.
NOTWENDIGE KENNTNISSE UND QUALIFIKATIONEN: Abgeschlossenes Doktoratsstudium der Wirtschaftswissenschaften (Betriebswirtschaft, Volkswirtschaft) bzw. gleichzuhaltende Qualifikation.
ERWÜNSCHTE KENNTNISSE UND QUALIFIKATIONEN:
Erfahrung im wissenschaftlichen Arbeiten in einem der folgenden Teilgebiete der Finanzwirtschaft: Corporate Finance, Asset Pricing, Risikomanagement.
Durchdringung eines dieser Fächer entweder im Rahmen empirischer oder theoretischer Analysen. Lehrerfahrung im Rahmen universitärer Ausbildungen
Kennzahl: 1943
Ende der Bewerbungsfrist: 15. Februar 2012
INVITATION
The WU Gutmann Center cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
www.gutmann-center.at
(apologies for duplicated mails!)
DATE: DECEMBER 15 (Thursday), 2011 - 4:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
SPEAKER: Prof. Dr. JEFFREY R. BROWN, University of Illinois at Urbana-Champaign
http://business.illinois.edu/jbrown/
Title: BEHAVIORAL ASPECTS OF INSURING LIFETIME INCOME
ABSTRACT:
Economists have long been puzzled by why so few individuals choose to take steps to ensure that they will have guaranteed income for life. After many decades of research having failed to provide a robust answer to this "annuity puzzle," psychologists and behavioral economists have begun to explore alternative explanations for consumers' aversion to annuities and other lifetime income products. This emerging literature suggests that individuals' observed reluctance to insure length-of-life risks is not fully rational. This talk will discuss some "non-rational" explanations for retiree behavior, including the role of complexity, poor financial literacy, sensitivity to framing, the role of default options, and "rules of thumb" that consumers follow when making decisions about lifetime income. The discussion will also focus on the implications of these findings for private markets and public policy responses.
ABOUT JEFFREY R. BROWN:
Jeffrey R. Brown is the William Karnes Professor of Finance in the College of Business at the University of Illinois at Urbana-Champaign. He also serves as Director of the College of Business' Center on Business and Public Policy, and as Associate Director of the NBER Retirement Research Center. Prior to joining the Illinois faculty, Dr. Brown was an assistant professor of public policy at Harvard University's John F. Kennedy School of Government. During 2001-2002, he served as Senior Economist at the White House Council of Economic Advisers, where he focused primarily on Social Security, pension reform, and terrorism risk insurance. During 2001 he also served on the staff of the President's Commission to Strengthen Social Security. In 2006, President Bush nominated, and the Senate confirmed, Dr. Brown as a member of the Social Security Advisory Board. Professor Brown holds a Ph.D. in economics from MIT.
Professor Brown has published extensively on public and private insurance markets, including publications in top economic and finance journals and numerous books. He is the recipient of numerous research awards including the TIAA CREF Paul A. Samuelson Award for Outstanding Scholarly Writing on Lifelong Financial Security. Professor Brown is a co-founder and co-editor of the Journal of Pension Economics and Finance. He has also served as a consultant, expert witness, or expert panelist for the Executive Office of the President, the U.S. General Accounting Office, the U.S. Treasury, and the World Bank.
Please REGISTER:
Mail: gutmann-center(a)wu.ac.at
Phone: +43-1-31336-4244
CONTACT AND FURTHER INFORMATION:
WU Gutmann Center for Portfolio Management
WU (Wirtschaftsuniversität Wien) - Department of Finance, Accounting and Statistics
Mag. Dorothea GRIMM
www.gutmann-center.at
Dear Colleagues,
As part of the EPSRC Symposium on Probability at Warwick in 2011/12
we are organising a meeting on Optimal Stopping, Optimal Control and
Finance to be held on the 16-20th July 2012.
Registration is now open, and a list of confirmed speakers can be found
on the conference website:
http://www2.warwick.ac.uk/fac/sci/maths/research/events/2011-2012/symposium…
We hope you will consider attending this workshop, and please forward
this announcement to colleagues who you think may be interested.
We hope to be able to provide financial support to some participants. If
you would like to be considered, please indicate this during the
registration process.
While the programme is almost full, there may still be opportunities for
some participants to present their work - please contact one of the
organisers for further information.
Best wishes,
The organisers
Alex Cox, Ben Hambly, David Hobson, Goran Peskir
--
_______________________________________________________________________
Dr Alexander Cox tel: 01225 386187
Dept of Mathematical Sciences fax: 01225 386492
University of Bath email: a.m.g.cox(a)bath.ac.uk
Bath, BA2 7AY, UK web: http://www.maths.bath.ac.uk/~mapamgc/
_______________________________________________________________________
INVITATION
The WU Gutmann Center cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
www.gutmann-center.at
(apologies for duplicated mails!)
Date: DECEMBER 5 (Monday), 2011 - 4:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
Speaker: Prof. Dr. LUBOS PASTOR, The University of Chicago Booth School of Business
http://www.ChicagoBooth.edu/fac/lubos.pastor/
Title: POLITICAL UNCERTAINTY AND THE STOCK MARKET
ABSTRACT:
We study the pricing of political uncertainty in a general equilibrium model of government policy choice. We find that political uncertainty commands a risk premium whose magnitude is larger in poorer economic conditions. Political uncertainty reduces the value of the implicit put protection that the government provides to the market. It also makes stocks more volatile and more correlated when the economy is weak. In addition, we find that government policies cannot be judged by the stock market response to their announcement. Announcements of deeper reforms tend to elicit less favorable stock market reactions.
ABOUT LUBOS PASTOR:
Lubos Pastor is Charles P. McQuaid Professor of Finance at the University of Chicago Booth School of Business. He is also a Research Associate at the National Bureau of Economic Research and a Research Fellow at the Centre for Economic Policy and Research. In addition, he serves as an Associate Editor of the Journal of Finance and Journal of Financial Economics, as a Director of the Western Finance Association, and is a former Associate Editor of the Review of Financial Studies. Professor Pastor has been teaching at the University of Chicago since 1999 when he obtained a Ph.D. in finance from the Wharton School at the University of Pennsylvania.
Professor Pastor's research focuses mostly on asset pricing and asset management. He has written on a broad range of topics such as liquidity risk, stock price bubbles, portfolio choice, performance evaluation, return predictability, long-run volatility, cost of capital, technological revolutions, government-induced uncertainty, and IPOs. He has analyzed parameter uncertainty and its resolution by learning. His articles have appeared in the American Economic Review, Journal of Finance, Journal of Financial Economics, Journal of Political Economy, Review of Financial Studies, as well as nonacademic publications such as the Financial Times. He has earned numerous prizes for research and teaching.
Lubos Pastor is a member of the WU Gutmann Center's Academic Advisory Board.
For more information about Professor Pastor: http://www.ChicagoBooth.edu/fac/lubos.pastor/
Please REGISTER:
Mail: gutmann-center(a)wu.ac.at
Phone: +43-1-31336-4244
***NEXT WU Gutmann Center Public Lecture:
DECEMBER 15:
Prof. Dr. JEFFREY R. BROWN: "BEHAVIORAL ASPECTS OF INSURING LIFETIME INCOME"***
http://www.wu.ac.at/gc/whatwedo/bridging/lectures
CONTACT AND FURTHER INFORMATION:
WU Gutmann Center for Portfolio Management
WU (Wirtschaftsuniversität Wien) - Department of Finance, Accounting and Statistics
Mag. Dorothea GRIMM
www.gutmann-center.at
INVITATION
The WU Gutmann Center cordially invites you to the forthcoming TWO
WU GUTMANN CENTER PUBLIC LECTURES
www.gutmann-center.at
(apologies for duplicated mails!)
****************************************************************************
Date: DECEMBER 5 (Monday), 2011 – 4:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
Speaker: Prof. Dr. LUBOS PASTOR, The University of Chicago Booth School of Business
http://www.ChicagoBooth.edu/fac/lubos.pastor/
Title: POLITICAL UNCERTAINTY AND THE STOCK MARKET
Abstract:
We study the pricing of political uncertainty in a general equilibrium model of government policy choice. We find that political uncertainty commands a risk premium whose magnitude is larger in poorer economic conditions. Political uncertainty reduces the value of the implicit put protection that the government provides to the market. It also makes stocks more volatile and more correlated when the economy is weak. In addition, we find that government policies cannot be judged by the stock market response to their announcement. Announcements of deeper reforms tend to elicit less favorable stock market reactions.
Further information about talk & speaker: http://www.wu.ac.at/gc/whatwedo/bridging/lectures
****************************************************************************
Date: DECEMBER 15 (Thursday), 2011 – 4:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
Speaker: Prof. Dr. JEFFREY R. BROWN
http://business.illinois.edu/jbrown/
Title: BEHAVIORAL ASPECTS OF INSURING LIFETIME INCOME
Abstract:
Economists have long been puzzled by why so few individuals choose to take steps to ensure that they will have guaranteed income for life. After many decades of research having failed to provide a robust answer to this "annuity puzzle," psychologists and behavioral economists have begun to explore alternative explanations for consumers' aversion to annuities and other lifetime income products. This emerging literature suggests that individuals' observed reluctance to insure length-of-life risks is not fully rational. This talk will discuss some "non-rational" explanations for retiree behavior, including the role of complexity, poor financial literacy, sensitivity to framing, the role of default options, and "rules of thumb" that consumers follow when making decisions about lifetime income. The discussion will also focus on the implications of these findings for private markets and public policy responses.
Further information about talk & speaker: http://www.wu.ac.at/gc/whatwedo/bridging/lectures
****************************************************************************
Please contact gutmann-center(a)wu.ac.at if you do not wish to receive any further invitations from us!
Please REGISTER:
Mail: gutmann-center(a)wu.ac.at
Phone: +43-1-31336-4244
Contact and further information:
WU Gutmann Center for Portfolio Management
WU (Wirtschaftsuniversität Wien) - Department of Finance, Accounting and Statistics
Mag. Dorothea GRIMM
www.gutmann-center.at
Dear colleagues,
we would like to invite you to participate in the
> 26th Workshop of the Austrian Working Group on Banking and Finance <
which will be held from November, 25th to 26th at the University of
Klagenfurt.
The deadline for paper or extended abstract submissions has been
extended to October, 31st, authors will be notified by November, 3rd.
Please submit your contribution to awg26(a)aau.at, or Prof. Dr. Wolfgang
Nadvornik, Universitaetsstrasse 65-67, A-9020 Klagenfurt.
Topics:
Arbitrage Pricing – Capital Market Theory – Capital Requirements of
Financial Intermediaries – Commercial Banking – Contingent Claims
Analysis – Corporate Finance – Financial Innovations – Financial
Markets Research – International Banking and Finance – Investment
Banking – Options and Futures – Performance Measurement –
Portfolio Management – Risk Management – Security Analysis.
Looking forward to seeing you in Klagenfurt,
Wolfgang Nadvornik
Die Fachhochschule des bfi Wien - eine international ausgerichtete Hochschule mit Schwerpunkt "Wirtschaftswissenschaften" - ist seit 15 Jahren erfolgreich und wächst weiter!
Wir verstärken ab 1. Februar 2012 unseren internationalen Studiengang "Quantitative Asset and Risk Management" (Master) durch folgende Stelle im Rahmen eines Vollzeitdienstverhältnisses (38,5 Stunden/Woche):
LektorIn für "Quantitative Methoden"*
Ihre Aufgaben
* Lehre in den Bereichen "Quantitative Methoden" und "Versicherungen"
* Fachbereichskoordination "Quantitative Methoden" und "Versicherungen"
* Betreuung von Diplomarbeiten
* Mitarbeit in Forschungsprojekten zu zentralen Forschungsfeldern der FH und des Studiengangs
* Publikationstätigkeit
Ihr Profil/Ihre Fähigkeiten
* Akademischer Abschluss (zumindest Magister/Magistra- bzw. Master-Niveau, DiplomingenieurIn)
* Fachkenntnisse in den Bereichen Mathematik, Statistik und Versicherungsmathematik
* Kenntnisse eines Statistiktools (z.B. SAS, SPSS, R, Matlab)
* Ausgezeichnete Englischkenntnisse in Wort und Schrift
* Lehr- und Forschungserfahrung an einer Universität oder Fachhochschule
* 3-5-jährige Berufserfahrung (auch außeruniversitär) erwünscht
* Bereitschaft zur Arbeit in interdisziplinären Teams
* Organisationstalent sowie Fähigkeit zum vernetzten Denken
* Genderkompetenz und interkulturelle Kompetenz
Unser Angebot:
* Eigenständiger Arbeitsbereich in dynamischem akademischem Umfeld
* Möglichkeit zur Weiterentwicklung zur/zum ProfessorIn (FH)
* Umfassende Weiterbildungs- und Vernetzungsmöglichkeiten
Die Fachhochschule des bfi Wien strebt eine Erhöhung des Frauenanteils in Lehr- und Forschungspositionen an und fordert qualifizierte Frauen auf, sich zu bewerben.
Ihre schriftliche Bewerbung mit Ihrem Lehr- und Forschungsportfolio sowie einer Liste Ihrer wissenschaftlichen Publikationen richten Sie bitte (vorzugsweise via E-Mail) bis spätestens 21. Oktober 2011 an: Fachhochschule des bfi Wien GmbH, z.H. Mag.a Evamaria Schlattau, Wohlmutstraße 22, 1020 Wien, Tel. 01/720 12 86; Fax 720 12 86-19 (DW), E-Mail: bewerbung(a)fh-vie.ac.at; Homepage: www.fh-vie.ac.at
Bezüglich § 9 Gleichbehandlungsgesetz wird darauf hingewiesen, dass für Dienstverhältnisse an der FH des bfi Wien kein Kollektivvertrag zur Anwendung gelangt.
*Stiftungsprofessur gefördert durch die Stadt Wien, MA 27
________________________________
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.
An der HU Berlin ist eine Juniorprofessur zu besetzen. Gesucht werden
Nachwuchswissenschaftler/innen, die ihr wissenschaftliches Potential
durch eine herausragende Promotion auf dem Gebiet Finance (Corporate
Finance, Financial Intermediation, oder Investments) nachgewiesen haben,
und sich für die Tätigkeit eines Hochschullehrers in einem
forschungsstarken Umfeld weiterqualifizieren wollen.
Die Ausschreibung findet sich hier:
http://lehre.wiwi.hu-berlin.de/Professuren/bwl/cofi/jobs
Beste Gruesse,
Alex Stomper
S T E L L E N A U S S C H R E I B U N G
WU (WIRTSCHAFTSUNIVERSITÄT WIEN)
DEPARTMENT OF FINANCE, ACCOUNTING AND STATISTICS -
INSTITUTE FOR FINANCE, BANKING AND INSURANCE
UNIVERSITÄTSASSISTENT/IN PRAE DOC (TEACHING AND RESEARCH ASSOCIATE)
Im Department of Finance, Accounting and Statistics -Institute for Finance, Banking and Insurance - ist voraussichtlich
ab 1. OKTOBER 2011 BIS 30. SEPTEMBER 2016
eine Stelle eines UNIVERSITÄTSASSISTENTEN/ EINER UNIVERSITÄTSASSISTENTIN PRAE DOC (Teaching and Research Associate) (Angestellte/r gemäß Kollektivvertrag für die Arbeitnehmer/innen der Universitäten), Beschäftigungsausmaß: 75% (30 Std./Woche), zu besetzen.
AUFGABENGEBIET:
Unterstützung und Mitarbeit in der Lehre und Forschung im Bereich CORPORATE FINANCE
NOTWENDIGE KENNTNISSE UND QUALIFIKATIONEN:
Abschluss eines wirtschaftswissenschaftlichen Diplom-/Masterstudiums mit einem Schwerpunkt in Finanzwirtschaft bzw. einer benachbarten Wissenschaftsdisziplin oder Abschluss des Studienzweiges Wirtschaftsinformatik; Voraussetzungen für die Aufnahme bzw. Absolvierung eines wirtschaftswissenschaftlichen Doktoratsstudiums
ERWÜNSCHTE KENNTNISSE UND QUALIFIKATIONEN:
Starkes Interesse am wissenschaftlichen Arbeiten mit Anwendungen in Corporate Finance und empirischer finanzwirtschaftlicher Forschung mit dem Ziel der Promotion; sehr gute Kenntnisse im Bereich quantitativer und analytischer Methoden in den Wirtschaftswissenschaften; sehr gute Englischkenntnisse; Teamfähigkeit und Selbständigkeit
RÜCKFRAGEN/WEITERE INFORMATIONEN:
o.Univ.-Prof. Dr. Stefan Bogner
WU Department of Finance, Accounting and Statistics
Institute for Finance, Banking and Insurance
Mail: fas(a)wu.ac.at
Telefon: +43-1-31336-4691
VOLLSTÄNDIGE INFORMATIONEN UND BEWERBUNGEN BITTE ÜBER www.wu.ac.at/jobs - KENNZAHL: 1858
Ende der Bewerbungsfrist: 28. September 2011
Lecturer in Probability
School of Mathematics, The University of Manchester
Applications are invited for a Lecturer in Probability with
expertise in Financial Mathematics.
Closing date: 30 September 2011
Further particulars: http://www.maths.manchester.ac.uk/info/vacancies.html