---------- Forwarded message ----------
Date: Mon, 02 Aug 2010 01:52:37 +1000
From: Caroline Dobson <Caroline.Dobson(a)uts.edu.au>
Subject: * Reminder* QMF 2010: Early Bird Finishes August 5
[Note by list-admin: The full version of the newsletter is available
on-line at http://www.bus.uts.edu.au/fin&econ/qfrc/newsletter.html ]
(...)
REMINDER: EARLY BIRD ENDS ON AUGUST 5
The Quantitative Methods in Finance - QMF2010
<http://www.qfrc.uts.edu.au/qmf/downloads/qmf_poster_2010.pdf> will
bring together leading experts in Quantitative Finance from Industry
and Academia for a 4-day conference in Sydney, Australia from 15 to 18
December
(...)
Die Austrian Working Group an Banking and Finance, kurz AWG, veranstaltet
heuer den 25. Workshop. Dieser wird am 26. und 27. 11 2010 in Graz
stattfinden. Das Generalthema für Freitag, den 26.11. lautet
"Bankenstruktur und Unternehmensfinanzierung"
Am Vormittag wird es einige Fachvorträge zu diesem Themenkreis geben. Am
Nachmittag ist die Präsentation von max. 6 Papers zu diesem Thema
vorgesehen. Auch im Namen von Prof. Peter Steiner darf ich Sie herzlich
einladen, entweder selbst ein paper einzureichen oder diesen Call for
papers an interessierte Institutsangehörige weiterzugeben. Die Papers
werden von einem Komitee, bestehend aus Prof. Michael Hanke, Prof. Ewald
Nowotny, Prof. Stefan Pichler und Prof. Peter Steiner begutachtet und
ausgewählt.
Papers senden Sie bitte mit dem Vermerk "AWG 2010" an office(a)bwg.at. Die
Einreichfrist endet am 11. Oktober 2010.
Papers, die Themen aus den Bereichen Banking und Finance allgemein
betreffen, werden am Samstag vormittag abgehandelt. Auch hier laden wir
herzlich zur Einreichung ein (Einreichfrist wie oben der 11.10.2010, detto
mailadresse).
Wir freuen uns auf zahlreiches Feedback und verbleiben mit den besten
Wünschen für einen angenehmen Sommer und
mit freundlichen Grüßen
Otto Lucius Peter Steiner
___________________________
_____________________________
Prof.(FH) Mag. Otto Lucius, CFP
Univ.-Prof. Dr. Peter Steiner
Geschäftsführer Vorstand
des ibf
Österreichische Bankwissenschaftliche Gesellschaft
Institut für Banken und Finanzierung, Universität Graz
Eßlinggasse 17/5, A-1010 Wien
Universitätsstraße 15/F2
T +431 533 50 50 T
+43316 380 7302
F +431 533 50 50 33 F +43316
380 9580
E office(a)bwg.at E
peter.steiner(a)uni-graz.at
I www.bwg.at
WU WIRTSCHAFTSUNIVERSITÄT WIEN - STELLENAUSSCHREIBUNG
Am INSTITUTE FOR FINANCE, BANKING AND INSURANCE ist voraussichtlich ab 1. Juli 2010 bis 30. Juni 2015 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.
Wir weisen Sie darauf hin, dass der WU-Personalentwicklungsplan für Universitätsassistent/inn/en prae doc 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 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 Corporate Finance
Notwendige Kenntnisse und Qualifikationen:
Abschluss eines wirtschaftswissenschaftlichen Diplom-/Masterstudiums mit einem Schwerpunkt in Finanzwirtschaft bzw. einer benachbarten Wissenschaftsdisziplin oder Abschluss des Studienzweiges Wirtschaftsmathematik; 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
KENNZAHL: 1571
Bitte bewerben Sie sich auf unserer Homepage unter http://www.wu.ac.at/jobs.
Ende der Bewerbungsfrist: 9. Juni 2010
Bei RÜCKFRAGEN zur Ausschreibung wenden Sie sich bitte an den Institutsvorstand,
Herrn o.Univ.-Prof. Dr. Stefan BOGNER (stefan.bogner(a)wu.ac.at)
Weitere Informationen zum Institute for Finance, Banking and Insurance finden Sie unter www.wu.ac.at/finance
> Summer School in Quantitative Finance 2010, Prague
http://www.quantfin-prague.com/
A 3-day event taking place in Prague, June 7-9, 2010, including
one-day lectures by Patrick S. Hagan, Bernt Oksendal & Walter
Schachermayer.
Early-bird registration is due May 10, 2010.
--
-- Andreas Schamanek
VFN-L list-admin
***REMINDER***
INVITATION
WU GUTMANN CENTER PUBLIC LECTURE
www.gutmann-center.at<http://www.gutmann-center.at>
(apologies for duplicated mails!)
DATE: May 6th, 2010 (Thursday) - 4.00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
SPEAKER: Prof. Dr. Martin WEBER, University of Mannheim
http://weber.bwl.uni-mannheim.de/prof_martin_weber+M5e499a55706.html
TITLE: HOW SHOULD PRIVATE INVESTORS DIVERSIFY?
An empirical evaluation of alternative asset allocation policies to construct a "world market portfolio"
ABSTRACT:
We evaluate the performance of competing policies for the construction of a multi-asset class portfolio from the perspective of a private investor. Particularly, we analyze how plausible rules of thumb for asset allocation perform in comparison to scientific portfolio choice models which are either standard in asset management or have been recently proposed in the academic literature. Our study shows that in fact almost any form of well-balanced allocation over asset classes offers similar diversification gains as these scientific portfolio choice models. We thus suggest a simple and cost-efficient allocation approach for private investors.
About MARTIN WEBER:
Prof. Dr. Dr. h.c. Martin Weber, Chair for Banking and Finance at the University of Mannheim, is Director of the University`s Institute of Investment Banking. Born in 1952, he studied mathematics and business administration and received his Ph.D. as well as his habilitation for business administration from the University of Aachen. Before joining the University of Mannheim he held professorships at the Universities of Cologne and Kiel. He spent about three years as visiting scholar at UCLA, at the Wharton School, at Stanford University and at the Fuqua School of Business, Duke University. His main interests lie in the area of banking, behavioral finance, and its psychological foundations. He is the author of numerous publications in these areas and co-author of textbooks on decision analysis and banking. Sprecher (Director) 1997-2002 and Stellvertretender Sprecher (Deputy Director) 2003-2008 for the Sonderforschungsbereich 504 of the German National Science Foundation (Rationalitätskonzepte, Entscheidungsverhalten und ökonomische Modellierung - Rationality, Decision Making and Economic Modelling) and he serves on the editorial board of various national and international journals. Dekan (Dean) of the Faculty for Business Administration, University of Mannheim (4/2004 - 03/2006). Member of The German Academy of Natural Scientists Leopoldina, Member of The Berlin-Brandenburg Academy of Sciences and Humanities. He was awarded an Honorary Doctoral Degree by the University of Münster in June 2007.
Please REGISTER:
Mail: gutmann-center(a)wu.ac.at<mailto:gutmann-center@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
Heiligenstädter Str. 46-48, 1190 Wien
www.gutmann-center.at<http://www.gutmann-center.at>
Dear colleagues,
May we draw your attention to the following position announcement (apologies to those not interested).
School of Mathematical Sciences in the University College Cork has now opened a position of Lecturer/Senior lecturer in Financial Mathematics.
The description of the position is available under the following link:
http://www.nature.com/naturejobs/science/jobs/139063-Senior-Lectureship-Lec…
Application guidelines are on the School's website:
http://www.ucc.ie/en/hr/vacancies/academic/full-details,98429,en.html
For direct inquiries regarding the position please contact professor Bernard Hanzon at b.hanzon(a)ucc.ie
Best regards
--------
Gregory Temnov
Research Fellow
School of Mathematical Sciences
University College Cork
INVITATION
WU GUTMANN CENTER PUBLIC LECTURE
www.gutmann-center.at
(apologies for duplicated mails!)
DATE: May 6th, 2010 (Thursday) - 4.00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
SPEAKER: Prof. Dr. Martin WEBER, University of Mannheim
http://weber.bwl.uni-mannheim.de/prof_martin_weber+M5e499a55706.html
TITLE: HOW SHOULD PRIVATE INVESTORS DIVERSIFY?
An empirical evaluation of alternative asset allocation policies to construct a "world market portfolio"
ABSTRACT:
We evaluate the performance of competing policies for the construction of a multi-asset class portfolio from the perspective of a private investor. Particularly, we analyze how plausible rules of thumb for asset allocation perform in comparison to scientific portfolio choice models which are either standard in asset management or have been recently proposed in the academic literature. Our study shows that in fact almost any form of well-balanced allocation over asset classes offers similar diversification gains as these scientific portfolio choice models. We thus suggest a simple and cost-efficient allocation approach for private investors.
About MARTIN WEBER:
Prof. Dr. Dr. h.c. Martin Weber, Chair for Banking and Finance at the University of Mannheim, is Director of the University`s Institute of Investment Banking. Born in 1952, he studied mathematics and business administration and received his Ph.D. as well as his habilitation for business administration from the University of Aachen. Before joining the University of Mannheim he held professorships at the Universities of Cologne and Kiel. He spent about three years as visiting scholar at UCLA, at the Wharton School, at Stanford University and at the Fuqua School of Business, Duke University. His main interests lie in the area of banking, behavioral finance, and its psychological foundations. He is the author of numerous publications in these areas and co-author of textbooks on decision analysis and banking. Sprecher (Director) 1997-2002 and Stellvertretender Sprecher (Deputy Director) 2003-2008 for the Sonderforschungsbereich 504 of the German National Science Foundation (Rationalitätskonzepte, Entscheidungsverhalten und ökonomische Modellierung - Rationality, Decision Making and Economic Modelling) and he serves on the editorial board of various national and international journals. Dekan (Dean) of the Faculty for Business Administration, University of Mannheim (4/2004 - 03/2006). Member of The German Academy of Natural Scientists Leopoldina, Member of The Berlin-Brandenburg Academy of Sciences and Humanities. He was awarded an Honorary Doctoral Degree by the University of Münster in June 2007.
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
Heiligenstädter Str. 46-48, 1190 Wien
www.gutmann-center.at
****URGENT - CANCELLATION WU GUTMANN CENTER PUBLIC LECTURE APRIL 22nd****
The WU Gutmann Center for Portfolio Management
apologizes for announcing the
CANCELLATION of the Public Lecture with Rodolfo Martell scheduled for Thursday, April 22nd, 2010.
Unfortunately, Dr. Martell was not able to travel from the US to Vienna due to the air traffic problems caused by the volcanic ash cloud.
With kind regards
Dorothea Grimm
Mag. Dorothea Grimm
Department Manager
Department of Finance, Accounting and Statistics
WU Wirtschaftsuniversität Wien
Vienna University of Economics and Business
Heiligenstädter Str. 46-48, A-1190 Vienna, Austria
Phone: +43 1 31336/4244
Mail: dorothea.grimm(a)wu.ac.at
www.wu.ac.at/faswww.gutmann-center.at
---------- Forwarded message ----------
Date: Wed, 14 Apr 2010 16:03:57 +0200
From: "Marion Kelemen <mkelemen(a)ihs.ac.at>" <mkelemen(a)ihs.ac.at>
To: VFN <VFN-L(a)fam.tuwien.ac.at>
Subject: Workshop in honor of Daniel Ellsberg, May 10-12, 2010
Dear All,
attached please find the final program for the "Workshop on Risk, Amiguity, and
Decisions in honor of Daniel Ellsberg", to be held at the Institute for Advanced
Studies, Vienna, May 10-12, 2010.
[attachment removed and saved to below URL by admin]
URL : http://www.fam.tuwien.ac.at/listsdata/20100414T1929.pdf
Type: PDF document, version 1.5
Size: 440KB
Best regards,
Marion Kelemen
--
Ms. Marion Kelemen
Department of Economics and Finance
Institute for Advanced Studies
A-1060 Vienna
Stumpergasse 56
Austria
Tel.: +43/1/59 991-145
Fax: +43/1/59 991-163
e-mail: mkelemen(a)ihs.ac.at
http://www.ihs.ac.at
---------- Forwarded message ----------
Date: Tue, 13 Apr 2010 17:27:01 +1000
From: Caroline Dobson <Caroline.Dobson(a)uts.edu.au>
Subject: QMF 2010 Call for Papers
(...)
The Quantitative Methods in Finance - 2010 Conference (PDF 167 KB, 1
page) < http://www.qfrc.uts.edu.au/qmf/downloads/qmf_poster_2010.pdf >
will bring together leading experts in Quantitative Finance from
Industry and Academia for a 4-day conference in Sydney, Australia from
15 to 18 December.
Knut Aase, Jiro Akahori, Dirk Becherer, Umberto Cherubini, Mark Davis,
Freddy Delbaen, Bruno Dupire, Robert Elliott, Stefan Jaschke,
Constantinos Kardaras, Alex Lipton, Alexander Melnikov, Moshe Milevsky,
Ragnar Norberg, Bernt Øksendal, Marie-Claire Quenez-Kammerer,
Walter Schachermayer, Ken Seng Tan, Esko Valkeila
(...)
[Message shortened by list admin, please see
http://www.qfrc.uts.edu.au/qmf/ for conference details.]