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[VFN] Ausschreibung Professur an der Universitaet Innsbruck
by Juergen Huber 03 May '12

03 May '12

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

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[VFN] Conference "Stochastic Optimization and Optimal Stopping"
by Conference "Stochastic Optimization and Optimal Stopping" 01 May '12

01 May '12

*** 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>

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[VFN] REMINDER: May 3 - WU Gutmann Center Public Lecture with Lisa Kramer: "Winter Blues: The Implications of Seasonal Changes in Investor Risk Appetite"
by Grimm, Dorothea 27 Apr '12

27 Apr '12

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

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[VFN] STELLENANZEIGE: Universitätsassistent/in prae doc
by Fuchs, Daniela 26 Apr '12

26 Apr '12

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>

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[VFN] International Summer School 2012, Lausanne
by Hansjoerg Albrecher 12 Apr '12

12 Apr '12

*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

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[VFN] INVITATION: May 3 - WU Gutmann Center Public Lecture with Lisa Kramer
by Grimm, Dorothea 12 Apr '12

12 Apr '12

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[VFN] 5th European Summer School in Mathematical Finance - Deadline for Application: April 30, 2012.
by summerschoolmathfi 26 Mar '12

26 Mar '12

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

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[VFN] REMINDER: March 22 - WU Gutmann Center Public Lecture with Alexander Kempf
by Grimm, Dorothea 19 Mar '12

19 Mar '12

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.de www.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

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[VFN] INVITATION: March 22 - WU Gutmann Center Public Lecture with Alexander Kempf
by Grimm, Dorothea 05 Mar '12

05 Mar '12

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.de www.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

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[VFN] Stellenausschreibung der Universität Linz: UniversitätsassistentIn mit Diplom/Master
by Johann Burgstaller 28 Feb '12

28 Feb '12

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.

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