Dear colleagues,
I'm very glad to inform you about the first version of the program for the 29th workshop of the AUSTRIAN WORKING GROUP ON BANKING & FINANCE, November 21st until 22nd at WU Wien.
For details please go to http://www.wu.ac.at/finance/events/awg2014_program.
Presenters and discussants will follow the following time schedules:
Presentations with discussion
Presentation: 20 minutes
Discussion: 10 minutes
Questions from the audience: 5 minutes
Presentations without discussion
Presentation: 20 minutes
Questions from the audience: 10 minutes
To guarantee a perfect and smooth run auf our workshop I kindly ask you to register for the workshop and the conference dinner as well http://www.wu.ac.at/finance/events/registration_awg.
Please don't hesitate to contact us for any further questions.
I am looking forward to an inspiring workshop!
With kind regards, Stefan Bogner
----------------------------------------------
Dr. Stefan Bogner, Professor
Vorstand, Department für Finance, Accounting and Statistics
Head, Department of Finance, Accounting and Statistics
WU
Wirtschaftsuniversität Wien
Vienna University of Economics and Business
Welthandelsplatz 1, Building D4, level 4, 1020 Vienna, Austria
[T] +43 1 31336/4242
[F] +43 1 31336/904242
[E] stefan.bogner(a)wu.ac.at<mailto:stefan.bogner@wu-wien.ac.at>
Investment Seminar
INSTITUTIONELLES ASSET MANAGEMENT IM NIEDRIGZINSUMFELD
Montag, 10. November 2014
14.00 Begrüßung: Josef ZECHNER, Professor an der WU Wien
14.15 Makroökonomische und Regulatorische Rahmenbedingungen* (Session 1)
Moderation: Josef ZECHNER
14.15 Bernhard FELDERER
Präsident des Fiskalrates und ehem. Direktor des Instituts für Höhere Studien, Wien
Aktueller Wirtschaftsausblick
14.45 Oskar ULREICH
Abteilungsleiter, Vor-Ort-Prüfung und interne Modelle von Versicherungsunternehmen und Pensionskassen, Finanzmarktaufsicht (FMA), Wien
Markt und Aufsicht(en): Regulatorische Herausforderungen für institutionelle Investoren
15.15 Diskussion
15.30 Pause
16.00 Investment Strategies in low interest environments (Session 2)
Moderation: Thomas DANGL, Professor an der TU Wien
16.00 Raman UPPAL, Professor an der EDHEC Business School, London
Risk-minimizing equity strategies
16.30 Engelbert DOCKNER, Professor an der WU Wien
Bond strategies in a low interest environment
17.00 Institutionelles Asset Management im Niedrigzinsumfeld* (Panel Discussion)
Moderation: Josef ZECHNER
Diskussionsteilnehmer:
Andreas GRÜNBICHLER, CFO, Mitglied des Vorstandes der Bausparkasse Wüstenrot AG und Wüstenrot Versicherungs-AG
Dieter LEHMANN, Leiter Vermögensverwaltung, VolkswagenStiftung, Hannover
Andreas KRETSCHMER, Hauptgeschäftsführer, Ärzteversorgung Westfalen-Lippe
Wir bitten Sie um Anmeldung bis 3. November unter si-researchcenter(a)wu.ac.at
Veranstaltungsort: WU, Gebäude LC, Festsaal 2 (http://gis.wu.ac.at/index.html?roomShow=festsaal%202)
Welthandelsplatz 1, 1020 Wien
Kontakt und weitere Information:
WU, Department of Finance, Accounting and Statistics
Spängler IQAM Research Center, Martina Schlichting
Welthandelsplatz 1, Gebäude D4, 4. Stock, 1020 Wien
Telefon: +43 1 31336 6315
Mail: si-researchcenter(a)wu.ac.at, Web: www.si-researchcenter.at
| Call for papers
|
| 8th Financial Risks International Forum -
| Scenarios, Stress and Forecasts in Finance
|
| Paris, March 30 & 31, 2015
The Financial Risks International Forum on "Scenarios, Stress and
Forecasts in Finance" is an International Research Forum for academics
and professionals organized by The Louis Bachelier "Finance and
Sustainable Growth" Laboratory.
See http://www.financialrisksforum.com/risk2015/ for details.
A complete paper in PDF format must be submitted electronically by
December 1, 2014.
***
Bitte beachten Sie den unten stehenden Call for Papers (Deadline - 03. Oktober 2014)
DEPARTMENT OF FINANCE, ACCOUNTING AND STATISTICS
29. WORKSHOP - AUSTRIAN WORKING GROUP ON BANKING & FINANCE
21. und 22. November 2014, Wien
CALL for PAPERS
Der Workshop findet am Freitag, 21. November 2014, nachmittags, und am Samstag, 22. November 2014, vormittags, an der WU Wien statt.
Bezüglich der Themen gibt es keine Einschränkung. Papers oder Extended Abstracts (ca. zwei Seiten) - vorzugsweise in englischer Sprache - können bis spätestens 3. Oktober 2014 bei Prof. Dr. Stefan Bogner, Department of Finance, Accounting and Statistics, WU Wien, Welthandelsplatz 1, 1020 Wien oder e-mail: stefan.bogner(a)wu.ac.at eingereicht werden. Das Programm wird am 20. Oktober 2014 bekanntgemacht.
Um den Workshop-Charakter der Veranstaltung zu fördern, soll jeder Vortrag durch einen Discussant besprochen wird. Das Finden geeigneter Discussants liegt in der Verantwortung von Prof. Bogner sowie den jeweiligen Session Chairs.
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.
Teilnehmer: Angesprochen sind sowohl der wissenschaftliche Nachwuchs an allen österreichischen Universitäten und verwandten Institutionen der Forschung als auch Praktiker in Kreditinstituten und Finanzabteilungen von Unternehmen.
Schwerpunkte: Arbitrage Pricing - Capital Market Theory - Capital Requirements of Financial - (Auswahl) 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.
http://www.wu.ac.at/finance/events/awg2014
**************************************************************************************************
Please note the Call for Papers below (Deadline October 3rd, 2014)
DEPARTMENT OF FINANCE, ACCOUNTING AND STATISTICS
29. WORKSHOP - AUSTRIAN WORKING GROUP ON BANKING & FINANCE
21. and 22. November 2014, Vienna
CALL for PAPERS
The workshop will take place November 21, 2014 (afternoon) und November 22, 2014 (morning) at WU Wien.
Full papers or detailed abstracts in all areas of banking and finance are welcome and have to be submitted by October 3rd , 2014 to Prof. Stefan Bogner, Department of Finance, Accounting and Statistics, WU Wien, Welthandelsplatz 1, 1020 Wien or via e-mail: stefan.bogner(a)wu.ac.at<mailto:stefan.bogner@wu.ac.at>.
Notification of acceptance: October 20, 2014.
Every paper presentation will be supported by a prepared discussion. The assignment of discussants is the responsibility of Prof. Bogner and the respective session chair.
AUSTRIAN WORKING GROUP ON BANKING AND FINANCE
The aim of the Austrian Working Group on Banking and Finance is to generate a discussion forum for theoretical and empirical research in all areas of banking and finance throughout Austria. 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, e.g. encouraged to present one of their PhD Thesis papers/projects.
Jointly Organized by WU Wien, Department of Finance, Accounting and Statistics, Institute for Finance, Banking and Insurance, Vienna, Austria and Austrian Society for Bank Research (BWG), Vienna, Austria
Topics can include but are not limited to:
Arbitrage Pricing, Behavioral Finance, Capital Market Theory, Capital Requirements of Financial Institutions, Commercial Banking, Contingent Claims Analysis, Corporate Finance, Financial Innovations, Financial Markets Research, Intermediaries, International Banking and Finance, Investment Banking, Options and Futures, Performance Measurement, Portfolio Management, Risk Management, Security Analysis.
http://www.wu.ac.at/finance/en/events/awg2014
Dr. Stefan Bogner, Professor
Vorstand, Department für Finance, Accounting and Statistics
Head, Department of Finance, Accounting and Statistics
WU
Wirtschaftsuniversität Wien
Vienna University of Economics and Business
Welthandelsplatz 1, Building D4, level 4, 1020 Vienna, Austria
[T] +43 1 31336/4242
[F] +43 1 31336/904242
[E] stefan.bogner(a)wu.ac.at<mailto:stefan.bogner@wu-wien.ac.at>
INVITATION
The WU Gutmann Center cordially invites you to the forthcoming
WU GUTMANN CENTER PUBLIC LECTURE
(apologies for duplicated mails!)
************************************************************************
Date: September 30 (Tuesday), 2014, 4:00 pm
Location: Bank Gutmann, Schwarzenbergplatz 16, A-1010 Vienna
Speaker: Prof. Rob Bauer, http://www.maastrichtuniversity.nl/web/Profile/r.Bauer.htm
Title: Responsible Investing: Risk, Opportunity or Distraction? Implications for Institutional
and Private Investors
ABSTRACT:
Responsible Investing (RI) is gaining momentum both in institutional and private asset
management. This lecture will discuss several RI strategies, its potential risk and return
consequences, for a variety of asset classes, and from an institutional investor and a private
investor perspective.
About Rob Bauer:
Rob Bauer is Professor of Finance (chair: Institutional Investors) at Maastricht University
School of Business and Economics in The Netherlands. His academic research is focused on
pension funds, strategic investment policy, mutual fund performance, responsible investing,
shareholder activism and corporate governance. He publishes regularly in professional and
academic journals and is a frequent speaker on national and international conferences. Rob
Bauer is also Director of the European Centre for Corporate Engagement (ECCE) at
Maastricht University, and Executive Director of the International Centre for Pension
Management (ICPM), at the Rotman School of Management, University of Toronto in Canada.
Rob Bauer is also founder and managing director of Rob Bauer Consultants in which he
advises and supports institutional investors on topics related to strategic investments.
**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
Bitte beachten Sie den unten stehenden Call for Papers (Deadline - 22. September 2014)
DEPARTMENT OF FINANCE, ACCOUNTING AND STATISTICS
29. WORKSHOP - AUSTRIAN WORKING GROUP ON BANKING & FINANCE
21. und 22. November 2014, Wien
CALL for PAPERS
Der Workshop findet am Freitag, 21. November 2014, nachmittags, und am Samstag, 22. November 2014, vormittags, an der WU Wien statt.
Bezüglich der Themen gibt es keine Einschränkung. Papers oder Extended Abstracts (ca. zwei Seiten) - vorzugsweise in englischer Sprache - können bis spätestens 22. September 2014 bei Prof. Dr. Stefan Bogner, Department of Finance, Accounting and Statistics, WU Wien, Welthandelsplatz 1, 1020 Wien oder e-mail: stefan.bogner(a)wu.ac.at eingereicht werden. Das Programm wird am 20. Oktober 2014 bekanntgemacht.
Um den Workshop-Charakter der Veranstaltung zu fördern, soll jeder Vortrag durch einen Discussant besprochen wird. Das Finden geeigneter Discussants liegt in der Verantwortung von Prof. Bogner sowie den jeweiligen Session Chairs.
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.
Teilnehmer: Angesprochen sind sowohl der wissenschaftliche Nachwuchs an allen österreichischen Universitäten und verwandten Institutionen der Forschung als auch Praktiker in Kreditinstituten und Finanzabteilungen von Unternehmen.
Schwerpunkte: Arbitrage Pricing - Capital Market Theory - Capital Requirements of Financial - (Auswahl) 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.
Daniela Fuchs
_______________________________________________________
Office FAS (D4)
Department of Finance, Accounting and Statistics
WU Wirtschaftsuniversität Wien
Vienna University of Economics and Business
Welthandelsplatz 1, Building D4, Entrance A, 4th floor, 1020 Vienna, Austria
[T] +43 1 31336/4691
[F] +43 1 31336/904691
[E] daniela.fuchs(a)wu.ac.at<mailto:daniela.fuchs@wu.ac.at>
www.wu.ac.at/finance<http://www.wu.ac.at/finance>
---------- Forwarded message ----------
Date: Wed, 13 Aug 2014 09:34:10 +0100 (BST)
From: Xun Yu Zhou <Xun.Zhou(a)maths.ox.ac.uk>
[third party addresses removed by VFN list-admin]
Subject: Nomura Research Fellow at Oxford
Dear colleagues
The Mathematical and Computational Finance Group at Oxford is recruiting a
Nomura Research Fellow. The details can be found at
http://www.maths.ox.ac.uk/node/26208https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.jobs…
Please feel free to forward it to anyone who might be interested.
Many thanks indeed.
Regards
Xunyu Zhou
--
Xunyu Zhou
Nomura Professor of Mathematical Finance
Director, Nomura Centre for Mathematical Finance
Mathematical Institute
University of Oxford
Radcliffe Observatory Quarter
Woodstock Road
OX2 6GG Oxford, UK
Email: zhouxy(a)maths.ox.ac.uk
Tel.: +44 1865 280614
Fax: +44 1865 270715
http://people.maths.ox.ac.uk/~zhouxy/
---------- Forwarded message ----------
Date: Fri, 18 Jul 2014 08:43:18 +0200 (CEST)
From: Elyès Jouini <info(a)europlace-finance.com>
To: "vfn-l(a)fam.tuwien.ac.at" <vfn-l(a)fam.tuwien.ac.at>
Subject: Call for research projects_Europlace Institute of Finance_Deadline:
September 10, 2014
[HTML converted to plain text, attachment removed by VFN admin]
EUROPLACE INSTITUTE OF FINANCE
CALL FOR RESEARCH PROJECTS 2014
The Europlace Institute of Finance, a registered Foundation of public
interest, aims to foster synergies between academia in finance and
economics and financial industry professionals (financial
intermediaries, investors and managers, issuers and companies involved
in the financial markets) - in France and in Europe. The Institute's
founders are committed to developing and sustaining such initiatives.
As in previous years, our Foundation is launching a renewed call for
research projects in 2014. This call for projects is intended for all
members of the academic community concerned by financial research,
with no restrictions as to academic disciplines.
In partnership with the Louis Bachelier Laboratory of Excellence, the
Europlace Institute of Finance will fund 15 research projects, each of
which will receive an amount of €10,000.
Selected projects will focus on issues considered to be of major
importance in the current context. These issues are organized around
four themes:
Macroeconomics
Management techniques and modeling
Risks and regulation
Investment and investor behavior
Please see http://www.europlace-finance.net/call2014/Topics_2014.pdf
for a description of the subjects selected for 2014.
Particular attention will be paid to projects involving multiple
teams, and especially those involving European cooperation. The
deadline for submission is on September 10, 2014.
>> Click here to submit your project <<
http://www.europlace-finance.net/cgi-bin/call4prj/project?mode=62
I hope this program will be of great interest to you.
For more information: info(a)europlace-finance.com
Elyès Jouini
Scientific Director
Europlace Institute of Finance
MODUL University Vienna is an international private university owned by
the Vienna Chamber of Commerce and Industry, the largest provider of
private education in Austria. The university campus is located on
Kahlenberg, a scenic hill with a spectacular view of the capital of
Austria. Since 2007, MODUL University Vienna offers cutting-edge
education (BBA, BSc, MSc, MBA and PhD study programs) in the areas of
international management, new media technology, public governance,
sustainable development, and tourism and hospitality management.
Position Announcement - Assistant Professor
MODUL University Vienna is an international university located on top of
Kahlenberg with a panoramic view over the City of Vienna. The Department
of International Management is seeking an outstanding young scholar to
teach undergraduate and graduate courses www.modul.ac.at/study-programs.
The teaching load for this position is five weekly units per semester –
one unit equals 45 minutes in the class room.
*Responsibilities: *
·independent research**
·contributing to research and teaching within the scope of the
department and study program (BsC in International Management)**
·teaching and administrative tasks**
·assisting support activities**
·holding classes and conducting examinations independently**
*What we expect:*
·an outstanding average grade on your university degree and/ or
doctorate in business administration or a related field
·Advanced skills in quantitative research methods, f.e. econometric skills
·a very high standard of English (teaching experience in English is a plus)
·Advanced MS Office skills or equivalent
·Familiar with datasources as f.e. Bloomberg, Amadeus etc.
Salary and Application Process:
The position remains open until filled; the review of applications will
commence in September 2014.MU Vienna offers five-year contracts with the
option to renew after a performance evaluation. The initial salary is
EUR 55,000 before taxes, with additional remuneration for extra teaching
and outstanding scholarship. MU Vienna is an equal opportunity employer
and strongly encourages qualified women to apply. Please send your
application including cover letter, curriculum vitae, list of
publications and statement of research and teaching interest to
katrin.brueckner(at)modul.ac.at (in English; preferably as a single PDF
file not exceeding 8 MB).
link: http://modul.ac.at/uploads/files/user_upload/IM-Assistant_Prof.pdf
+------------------------------------
|
| 2nd European Actuarial Journal (EAJ) Conference
| Vienna, September 10-12, 2014
|
| EAJ Educational Workshop
| Vienna, September 8-9, 2014
|
| http://www.fam.tuwien.ac.at/eaj2014/
|
+-------------------------------------------------------------------
The 2nd European Actuarial Journal (EAJ) Conference (Vienna, September
10-12, 2014) is an international conference in actuarial science and
insurance mathematics. The aim is to bring together practicing actuaries
and academics to discuss about challenging and current topics in
actuarial science. We invite researchers and practitioners to join the
event in the heart of beautiful Austria.
The EAJ Educational Workshop (Vienna, September 8-9, 2014) is a
satellite event of the 2nd EAJ Conference, aimed at both academics and
practitioners and providing a general overview over the past and current
research results and their practical applications.
We are proud to announce to already have registrations from the
following countries:
Algeria - Argentina - Australia - Austria - Belgium - Brazil - China -
Colombia - Denmark - Finland - France - Germany - Greece - Iceland -
Iran - Israel - Italy - Latvia - Netherlands - Norway - Portugal -
Russia - Singapore - Slovenia - Spain - Sweden - Switzerland - Taiwan -
Turkey - Ukraine - United Kingdom - USA
With best regards from the organisers,
Actuarial Association of Austria
Vienna University of Technology
For early registrations until July 25, a discount of 10% is allowed.
Details and Registration for EAJ 2014: http://fam.tuwien.ac.at/eaj2014/
--------------------------------------------------------------------
2nd EAJ Conference 2014
Wednesday, September 10 - Friday, September 12, 2014
EAJ Educational Workshop
Monday, September 8 - Tuesday, September 9, 2014
Website:
http://www.fam.tuwien.ac.at/eaj2014/
Location:
Vienna University of Technology
Wiedner Hauptstr. 8, 1040 Wien, Austria
Organized by:
Actuarial Association of Austria
Vienna University of Technology
Sponsored by (alphabetical order):
arithmetica
Drei-Banken Versicherung
fintegral consulting
Gen Re - General Reinsurance
HDI Versicherung
Milliman
Munich RE - Münchener Rückversicherungs-Gesellschaft
Sparkassen Versicherung - Vienna Insurance Group
Springer-Verlag
http://www.fam.tuwien.ac.at/eaj2014/sponsors.php
Invited Speakers and Talks...
... at the EAJ Conference:
Hansjörg Albrecher (University of Lausanne, CH)
Francesca Biagini (LMU Munich, DE)
Andrew Cairns (Heriot-Watt University, Edinburgh, UK)
Alexander Dotterweich (KPMG, Munich, DE)
Hansjörg Furrer (Swiss Financial Market Supervisory Authority, CH)
Stefan Jaschke (Munich Re, DE)
Claus Mischler (Standard Life, Frankfurt, DE)
Ragnar Norberg (ISFA, Universite Lyon 1, FR)
Daniel Ryan (Swiss Re, London, UK)
Michael Schlögl (Vienna Insurance Group, AT)
Hanspeter Schmidli (University of Cologne, DE)
Mogens Steffensen (University of Copenhagen, DK)
Nele Vandaele (KBC Group, Brussels, BE)
... at the EAJ Educational Workshop:
Carole Bernard (University of Waterloo, CA)
Enrico Biffis (Imperial College Business School, London, UK)
Claudia Czado (Technische Universität München, DE)
Stéphane Loisel (ISFA, Université Lyon 1, FR)
Alfred Müller (University of Siegen, DE)
http://www.fam.tuwien.ac.at/eaj2014/speakers.php
Submission of Contributed Talks & Posters:
The call for posters is open until July 31, 2014.
Submissions of contributed talks is already closed.
http://www.fam.tuwien.ac.at/eaj2014/contributions.php
Participation and Registration:
Registration is possible until August 15, 2014.
For early registrations until July 25, 2014, a discount
of 10% is allowed.
http://www.fam.tuwien.ac.at/eaj2014/registration.php
CPD:
The attendance at EAJ 2014 (full week, Sept. 8-12) may qualify
for up to 29 CPD credits for those delegates whose national
actuarial organization's CPD requirements recognize EAJ 2014.
The EAJ Educational Workshop (Sept. 8-9, 1014) may qualify for up
to 13 CPD credits and the EAJ Conference (Sept. 10-12, 1014)
may qualify for up to 16 CPD credits. See details on:
http://www.fam.tuwien.ac.at/eaj2014/cpd.php