Liebe Kolleginnen und Kollegen,
ich bitte auch die weitere Stellenausschreibung am Institut für
Risikomamangement und Versicherung zu beachten.
Mit besten Grüßen,
Alexander Mürmann.
__________________________________________________
Alexander Mürmann, Ph.D.
Professor of Risk Management and Insurance
Institute of Risk Management and Insurance
Vienna University of Economics and Business Administration
Heiligenstädter Str. 46-48, A-1190 Wien, AUSTRIA
Phone + 43-1-31336 4948
Fax + 43-1-31336 712
E-Mail <mailto:alexander.muermann@wu-wien.ac.at>
alexander.muermann(a)wu-wien.ac.at
Im Institute for Risk Management and Insurance sind 2 Stellen für
Wissenschaftliche MitarbeiterInnen oder 1 Stelle für einen Assistenten/eine
Assistentin (ArbeitnehmerIn der Wirtschaftsuniversität Wien gem. § 128 UG
2002 idgF), vollbeschäftigt zu besetzen.
Vertragsdauer: Wissenschaftliche/r Mitarbeiter/in: 1. Mai 2008 bis 30. April
2012
Assistent/in: 1. Mai 2008 bis 30. April 2014
Wir weisen Sie darauf hin, dass der WU-Personalentwicklungsplan für
Wissenschaftliche Mitarbeiter/ Wissenschaftliche Mitarbeiterinnen eine
maximale Befristungsdauer von 4 Jahren vorsieht. Bewerber/innen, die bereits
als Ersatzkräfte an der WU beschäftigt sind, können daher nur mehr für die
auf die 4 Jahre fehlende Zeit eingestellt werden.
Weiters weisen wir daraufhin, dass die Wiederbestellung von Personen, die
bereits eine Stelle als wissenschaftlicher Mitarbeiter/wissenschaftliche
Mitarbeiterin inne hatten, aus rechtlichen Gründen nicht möglich ist.
Wir weisen Sie darauf hin, dass der WU-Personalentwicklungsplan für
Assistent/inn/en 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 6 Jahre fehlende Zeit eingestellt
werden.
Weiters weisen wir daraufhin, dass die Wiederbestellung von Personen, die
bereits einen Assistent/inn/enposten Säule 2 inne hatten, aus rechtlichen
Gründen nicht möglich ist.
Notwendige Kenntnisse und Qualifikationen:
für Wissenschaftliche/n Mitarbeiter/in: abgeschlossenes Studium der Sozial-
und Wirtschaftswissenschaften, Mathematik oder Physik bzw. gleichzuhaltende
Qualifikation
für Assistent/in: abgeschlossenes oder kurz vor Abschluss stehendes
Doktoratsstudium der Sozial- und Wirtschaftswissenschaften oder
Mathematik/Statistik mit wirtschaftswissenschaftlicher Ausrichtung bzw.
gleichzuhaltende Qualifikation
Erwünschte Kenntnisse und Qualifikationen:
für Wissenschaftliche/n Mitarbeiter/in: starkes Interesse am
wissenschaftlichen Arbeiten mit Anwendungen im Bereich des Risikomanagements
und/oder Versicherungswirtschaft mit dem Ziel der Promotion in Sozial- und
Wirtschaftswissenschaften, Bereitschaft zur Unterstützung und Mitarbeit in
der Lehre, gute EDV-Kenntnisse, sehr gute Englischkenntnisse
für Assistent/in: selbständige Forschungsorientierung mit Interessen im
Bereich Risikomanagement und/oder Versicherungswirtschaft mit dem Ziel der
Publikation in internationalen Fachzeitschriften, Bereitschaft zur Mitarbeit
in der Lehre, sehr gute Englischkenntnisse
Kennzahl: 101995
Schriftliche Bewerbungen mit Lebenslauf und Zeugnissen (Kopien) sind unter
Angabe der angeführten Kennzahl an die PERSONALABTEILUNG der
Wirtschaftsuniversität Wien, Augasse 2-6, 1090 Wien (
<mailto:sekretariatpersabt@wu-wien.ac.at> sekretariatpersabt(a)wu-wien.ac.at)
zu richten.
Ende der Bewerbungsfrist: 19. März 2008
Bitte die Kennzahl unbedingt anführen!
Liebe Kolleginnen und Kollegen,
am Institut für Versicherung und Risikomanagement an der WU Wien suche ich
die Stelle eines/r wissenschaftlichen MitarbeiterIn zu besetzen. Das
Institut ist Teil des Departments für Finanzierung und Rechnungswesen.
Ich bitte Sie, untenstehende Ausschreibung zu beachten und an potentielle
Kandidaten/Innen weiterzuleiten.
Mit bestem Dank und Grüßen,
Alexander Mürmann.
__________________________________________________
Alexander Mürmann, Ph.D.
Professor of Risk Management and Insurance
Institute of Risk Management and Insurance
Vienna University of Economics and Business Administration
Heiligenstädter Str. 46-48, A-1190 Wien, AUSTRIA
Phone + 43-1-31336 4948
Fax + 43-1-31336 712
E-Mail <mailto:alexander.muermann@wu-wien.ac.at>
alexander.muermann(a)wu-wien.ac.at
Im Institut für Versicherungswirtschaft ist voraussichtlich ab 1. April 2008
bis 31. März 2012 eine Stelle für einen wissenschaftlichen Mitarbeiter/eine
wissenschaftliche Mitarbeiterin (ArbeitnehmerIn der Wirtschaftsuniversität
Wien gem. § 128 UG 2002 idgF), vollbeschäftigt zu besetzen.
Wir weisen Sie darauf hin, dass der WU-Personalentwicklungsplan für
Wissenschaftliche Mitarbeiter/ Wissenschaftliche Mitarbeiterinnen eine
maximale Befristungsdauer von 4 Jahren vorsieht. Bewerber/innen, die bereits
als Ersatzkräfte an der WU beschäftigt sind, können daher nur mehr für die
auf die 4 Jahre fehlende Zeit eingestellt werden.
Weiters weisen wir daraufhin, dass die Wiederbestellung von Personen, die
bereits eine Stelle als wissenschaftlicher Mitarbeiter/wissenschaftliche
Mitarbeiterin inne hatten, aus rechtlichen Gründen nicht möglich ist.
Notwendige Kenntnisse und Qualifikationen:
abgeschlossenes Studium der Sozial- und Wirtschaftswissenschaften,
Mathematik oder Physik bzw. gleichzuhaltende Qualifikation
Erwünschte Kenntnisse und Qualifikationen:
starkes Interesse am wissenschaftlichen Arbeiten mit Anwendungen im Bereich
des Risikomanagements und/oder Versicherungswirtschaft mit dem Ziel der
Promotion in Sozial- und Wirtschaftswissenschaften; Bereitschaft zur
Unterstützung und Mitarbeit in der Lehre, gute EDV-Kenntnisse, sehr gute
Englischkenntnisse
Kennzahl: 100295
Schriftliche Bewerbungen mit Lebenslauf und Zeugnissen (Kopien) sind unter
Angabe der angeführten Kennzahl an die PERSONALABTEILUNG der
Wirtschaftsuniversität Wien, Augasse 2-6, 1090 Wien
(sekretariatpersabt(a)wu-wien.ac.at) zu richten.
Ende der Bewerbungsfrist: 5. März 2008
Bitte die Kennzahl unbedingt anführen!
Der Rektor:
o. Univ.Prof. Dr. Christoph Badelt
The European Corporate Governance Institute (ECGI) is organizing a
conference on Corporate Governance in Oxford on 10-11 June 2008. The
conference is part of the ECGI Corporate Governance Best Paper
Competition. Papers included in the conference will be automatically
eligible for inclusion in the Competition. They will also be eligible
for fast track reviewing for inclusion in the /Review of Finance/ (RoF)
free of charge.
You are invited to submit a paper for inclusion in the conference and
for consideration by the competition. Details of the competition, the
conference, the fast track submission and the procedure by which papers
will be selected are available at
http://www.ecgi.org/competitions/rof/index.php Papers should be
submitted by February 15th.
GUTMANN CENTER FOR PORTFOLIO MANAGEMENT
at the University of Vienna - http//:www.gutmann-center.at
invites to the following
PUBLIC LECTURE:
- apologies for duplicated emails! -
Date: January 31st, 2008 (Thursday) - 4.00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
Speaker: Prof. Dr. Mark SEASHOLES, Santa Clara University, London
Business School and INSEAD
http://www.seasholes.com/
Title: TIME VARIATION IN LIQUIDITY:
THE ROLE OF MARKET MAKER INVENTORIES AND REVENUES
Abstract:
We use an 11-year panel of NYSE specialist inventory positions and
revenues to study two aspects of financial markets: stock price
reversals (temporary mispricings) and liquidity. Understanding when
stocks are mispriced and when liquidity is drying up is of key
importance to asset managers. We show that as stock prices go up,
market-makers sell. As stock prices fall, market-makers buy.
Market-makers are compensated for taking on risky positions via stock
price reversals. Sorting stocks based on inventory positions predict
reversals of 33 basis points over the following week and 45 basis points
over the following two weeks. Sorting stocks by current returns and
inventory positions can predict reversals of over 85 basis points per
week. Combining inventory positions with NYSE specialist revenues
allows us to predict liquidity (at the market-level) at a daily
frequency. As prices fall, market-makers lose money on current
positions. They also increase positions and thus risk. The net result
is that market-makers are less willing to provide liquidity. Our tests
are done at both the market-level and at the specialist firm level. Our
results suggest an important role for market makers' financial positions
in explaining the time variation of liquidity.
About Mark Seasholes:
Mark Seasholes is an Assistant Professor of Finance. He received his BA
from Wesleyan University and his AM and PhD degrees from Harvard
University. Mark's research focuses on investor behavior around the
world. He has written on cross-border equity investments, herding
behavior of individual investors, and loss aversion. Current work
focuses on the role and pricing of liquidity. One project looks at the
systematic liquidity demands of individual investors. A second project
studies NYSE specialist inventories (a measure of liquidity provided to
the market).
Mark studied physics at Wesleyan University. After graduating from
college, he spent a number of years working on Wall Street and in the
emerging markets of East/Central Europe. He has completed a valuation
project in Honduras, helped with the Lloyds of London restructuring, and
given a series of lectures in the People's Republic of China.
Professor Seasholes taught at U.C. Berkeley Haas School from 2000 to
2007 where he won teaching awards in three programs: Daytime MBA,
Undergrad Program, and Berkeley-Columbia Executive MBA. He continues to
teach in Executive Education programs where he receives top ratings.
Please REGISTER:
Mail: gutmann.bwl(a)univie.ac.at
Phone: +43-1-4277-38186 - Fax: +43-1-4277-38074
Contact and further information:
Gutmann Center for Portfolio Management
University of Vienna - Mag. Dorothea GRIMM
Bruenner Str. 72 - 1210 Wien (Austria)
phone: +43-1-4277-38186 - fax: +43-1-4277-38074
mail: gutmann.bwl(a)univie.ac.at - web: www.gutmann-center.at
Professor Susan Christoffersen from McGill University is giving a VGSF
research seminar on "Fund Flows vs. Family Flows: Evidence from the
Cross Section of Brokers" on January 25 (Friday, 15:30-17:00) at
Institute for Advanced Studies(HS II), Stumpergasse 56, 1060 Vienna. You
can download the paper to be presented at the VGSF webpage (Activities &
Events--> Research Seminars). The abstract of the paper is attached below.
Professor Christoffersen is going to visit BWZ on Jan 25. If you would
like to meet her at BWZ, please let me know as soon as possible.
Kind regards,
Youchang Wu
Evidence that brokers influence the mutual-fund flows they intermediate
suggests that
funds’ families make important choices about their use of brokerage. We
address these
choices by relating the flows in and out of funds to, on one hand, the
involvement of
brokers who are or aren’t affiliated with the fund, and their
revenue-sharing with the
family, and on the other hand, the simultaneous flows of other funds in
the same family.
Among our findings are that affiliated brokers increase recapture of
outflows but also
cannibalization of inflows, and that consumer sentiment increases the
market power of
unaffiliated brokers.
Professor Rohit Rahi from London School of Economics is giving a VGSF research seminar on "Arbitrage Networks" on January 18 (Friday, 15:30-17:00) at Institute for Advanced Studies(HS II),Stumpergasse 56, 1060 Vienna. You can download the paper to be presented at the VGSF webpage (Activities & Events--> Research Seminars). The abstract of the paper is attached below.
Professor Rahi is going to visit Vienna from Jan 16 to 21. If you would like to meet him, please let me know as soon as possible.
Kind regards,
Youchang Wu
This paper is studies the general equilibrium implications of arbitrage trades by
strategic players in segmented financial markets. Arbitrageurs exploit clientele
effects and choose to specialize in one category of trades, taking into consideration
all other arbitrage strategies. This results in an equilibrium network of arbitrageurs.
The optimal network for arbitrageurs is of the hub-spoke kind. The
equilibrium network, in contrast, is never optimal for arbitrageurs and is never
hub-spoke. The reason is that equilibrium networks suffer from a Prisoner’s
Dilemma problem that prevents network externalities from being internalized.
We show that, as the number of intermediaries grows, equilibrium allocations
converge to those of the frictionless complete-markets Arrow-Debreu economy.
GUTMANN CENTER FOR PORTFOLIO MANAGEMENT
at the University of Vienna - http//:www.gutmann-center.at
invites to the following
PUBLIC LECTURE:
- apologies for duplicated emails! -
Date: January 31st, 2008 (Thursday) - 4.00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
Speaker: Prof. Dr. Mark SEASHOLES, Santa Clara University, London
Business School and INSEAD
http://www.seasholes.com/
Title: TIME VARIATION IN LIQUIDITY:
THE ROLE OF MARKET MAKER INVENTORIES AND REVENUES
Abstract:
We use an 11-year panel of NYSE specialist inventory positions and
revenues to study two aspects of financial markets: stock price
reversals (temporary mispricings) and liquidity. Understanding when
stocks are mispriced and when liquidity is drying up is of key
importance to asset managers. We show that as stock prices go up,
market-makers sell. As stock prices fall, market-makers buy.
Market-makers are compensated for taking on risky positions via stock
price reversals. Sorting stocks based on inventory positions predict
reversals of 33 basis points over the following week and 45 basis points
over the following two weeks. Sorting stocks by current returns and
inventory positions can predict reversals of over 85 basis points per
week. Combining inventory positions with NYSE specialist revenues
allows us to predict liquidity (at the market-level) at a daily
frequency. As prices fall, market-makers lose money on current
positions. They also increase positions and thus risk. The net result
is that market-makers are less willing to provide liquidity. Our tests
are done at both the market-level and at the specialist firm level. Our
results suggest an important role for market makers' financial positions
in explaining the time variation of liquidity.
About Mark Seasholes:
Mark Seasholes is an Assistant Professor of Finance. He received his BA
from Wesleyan University and his AM and PhD degrees from Harvard
University.
Mark's research focuses on investor behavior around the world. He has
written on cross-border equity investments, herding behavior of
individual investors, and loss aversion. Current work focuses on the
role and pricing of liquidity. One project looks at the systematic
liquidity demands of individual investors. A second project studies
NYSE specialist inventories (a measure of liquidity provided to the market).
Mark studied physics at Wesleyan University. After graduating from
college, he spent a number of years working on Wall Street and in the
emerging markets of East/Central Europe. He has completed a valuation
project in Honduras, helped with the Lloyds of London restructuring, and
given a series of lectures in the People's Republic of China.
Professor Seasholes taught at U.C. Berkeley Haas School from 2000 to
2007 where he won teaching awards in three programs: Daytime MBA,
Undergrad Program, and Berkeley-Columbia Executive MBA. He continues to
teach in Executive Education programs where he receives top ratings.
Please REGISTER:
Mail: gutmann.bwl(a)univie.ac.at
Phone: +43-1-4277-38186 - Fax: +43-1-4277-38074
Contact and further information:
Gutmann Center for Portfolio Management
University of Vienna - Mag. Dorothea GRIMM
Bruenner Str. 72 - 1210 Wien (Austria)
phone: +43-1-4277-38186 - fax: +43-1-4277-38074
mail: gutmann.bwl(a)univie.ac.at - web: www.gutmann-center.at
There will be two VGSF research seminars on January 11 at the Institute for Advanced Studies (HS II), Stumpergasse 56, 1060 Vienna:
Seminar 1 (14:00-15:30)
Speaker: Alexander Wagner (University of Zurich)
Topic: The Executive Turnover Risk Premium
Seminar 2 (16:00-17:30)
Speaker: Jeffrey Zwiebel (Stanford University)
Topic: Executive Pay, Hidden Compensation, and Managerial Entrenchment
Both papers can be downloaded from the VGSF homepage (Activities & Events--> Research Seminars). The abstracts are attached below.
Alexander and Jeff will visit VGSF on Friday (Jan 11) morning. If you would like to meet them at BWZ, please let me know as soon as possible.
Kind regards,
Youchang Wu
Abstract 1: Executive compensation has increased dramatically over the past 15 years, but so has forced CEO turnover. Previous research shows that fired CEOs do poorly later on in their careers and some forfeit their previous compensation. We argue that these adverse consequences of forced turnover explain part of the secular rise and cross-sectional variation of CEO pay. We fnd a large premium for exogenous turnover risk for the CEOs of the largest US corporations for the years 1993-2001: a one-percentage point increase in the probability of involuntary turnover is associated with about 10 percent more in terms of risk-neutral compensation. We show that this relation is unlikely to be driven by reverse causation or a general tendency towards stronger performance sensitivity of both pay and turnover.
Abstract 2: We consider a "managerial optimal" framework for top executive compensation, where top management sets their own compensation subject to limited entrenchment, instead of the conventional setting where such compensation is set by a board that maximizes firm value. Top management would like to pay themselves as much as possible, but are constrained by the need to ensure sucient effciency to avoid a replacement. Shareholders can remove a manager, but only at a cost, and will therefore only do so if the anticipated future value of the manager (given by anticipated future performance net of future compensation) falls short of that of a replacement by this replacement cost. In this setting, observable compensation (salary) and hidden compensation (perks, pet projects, pensions, etc.) serve different roles for management and have different costs, and both are used in equilibrium. We examine the relationship between observable and hidden compensation and other variables in a dynamic model, and derive a number of unique predictions regarding these two types of pay. We then test these implications and find results that generally support the predictions of our model.
GARP SPONSORS RISK MANAGEMENT RESEARCH
GARP advances practitioner-oriented research in risk management
Contact:
Greg Winsper
Global Association of Risk Professionals
Phone 201.719.7240
Fax 201.222.5022
111 Town Square
Suite 1215
Jersey City, NJ 07310
New York, London; December 17, 2007: The Global Association of Risk
Professionals (GARP: www.garp.com ( http://www.garp.com/ )), a leading
professional Association dedicated to the advancement of the financial
risk profession, announced today a Call for Research Proposals for the
2nd Annual GARP Risk Management Research Program.
The GARP Risk Management Research Program seeks to fund research
projects that offer unique approaches for current global risk management
issues that ultimately bridge the gap between theory and practice. Areas
of particular interest for 2008 include credit risk measurement and
management (particularly focused on mortgages, securitization or
liquidity), risk management in emerging markets and energy risk
management.
A Research Committee made up of risk management practitioners,
academics and researchers will select at least 5 research proposals to
fund in 2008. The Research Committee is co-chaired by Professors René
Stulz of The Ohio State University and Peter Tufano of Harvard
University. Selected research proposals will be notified in May 2008,
and recipients will receive a grant of USD $12,000.
*As a thought-leader in risk management, GARP seeks to support the *new
and noteworthy* in risk management research. Last year we received
proposals from researchers in 13 countries representing the best
research institutions globally, and we expect even greater and broader
participation this year.* states Chris Donohue, PhD, Managing Director
of the GARP Research Center.
GARP will accept research proposals through the end of March 2008.
Additional information on the GARP Risk Management Research Program is
available on the GARP website
at www.garp.com/university/Research.asp.
GARP recently launched other initiatives to advance financial risk
management research. GARP now sponsors the GARP Risk Management Research
Award, presented at the annual meeting of the European Financial
Management Association (EFMA) to an outstanding paper in the field of
financial risk management, and the Best Dissertation in Risk Management
Award, presented at the annual meeting of the Financial Management
Association (FMA).
Recep Bildik, PhD, Senior Researcher in the GARP Research Center,
notes, *These initiatives demonstrate GARP*s commitment to keeping the
academic community engaged in the most relevant topics to risk
management practitioners.*
About GARP Research Center
The GARP Research Center serves as the driving force for
practitioner-oriented research by illuminating future trends and
opportunities, supporting and conducting research, and sharing these
activities with the risk management community around the world. The
Research Center focuses on thought leadership and aims to be a
recognized bridge between the academic research and practitioner
communities. For more information about the GARP Research Center and its
sponsorship of risk management research, please visit
www.garp.com/university/research.asp.
About GARP
The Global Association of Risk Professionals (GARP) is a not-for-profit
independent association of over 67,000 risk mana gement practitioners
and researchers representing banks, investment management firms,
government agencies, academic institutions, and corporations from more
than 167 countries worldwide. It also administers the Financial Risk
Manager (FRM*), the world*s premier certification for the financial risk
professional. GARP*s mission is to be the leading professional
association for risk managers, managed by and for its members dedicated
to the advancement of the risk profession through education, training
and the promotion of best practices globally. www.garp.org (
http://www.garp.org/ )
---------- Forwarded message ----------
Date: Fri, 21 Dec 2007 15:09:36 +0100 (CET)
From: Marianne Baumgart @oeaw.ac.at
Subject: Einladung Embrechts
---------------
EINLADUNG
---------------
zum nächsten Vortrag im Rahmen der Johann Radon Lectures 2007/08
der Österreichischen Akademie der Wissenschaften (ÖAW)
Mittwoch, 9. Jänner 2008, 18:15 Uhr
Österreichische Akademie der Wissenschaften, Festsaal
1010 Wien, Dr. Ignaz Seipel-Platz 2
Paul EMBRECHTS, ETH Zürich
spricht zum Thema
Quantitative Risk Management (QRM) <<
Über Mathematik und Risiko bei Banken und Versicherungen: Auch in der
Welt der Banken und Versicherungen findet sich eine Vielzahl von
Beispielen für den heutigen Drang nach Akronymen. Relevant für diesen
Vortrag sind die folgenden: QRM (Quantitative Risk Management), ERM
(Enterprise Risk Management), GRM (Global Risk Management).
QRM befasst sich mit der Fragestellung der quantitativen Analyse von
Risiken. Aufsichtsrechtliche Gremien sind ein starker Antrieb für
Banken und Versicherungen diese Quantifizierung voran zu treiben. Auf
Basis dieser Analyse wird Risikokapital berechnet um mit hoher
Wahrscheinlichkeit unerwartete Marktereignisse abfangen zu können.
Im Vortrag werden folgende Themen aus dem Bereich des QRM
herausgegriffen: Value-at-Risk, Extremalereignisse,
Abhängigkeitsmodellierung, Risikoaggregation, Operationelles Risiko.
Eine entscheidende Frage für die Praxis ist die Differenzierung
zwischen Finanzrisiken, die sich sinnvoll quantitativ erfassen lassen
und solchen, bei denen ausschließlich eine qualitative Beschreibung
Sinn macht. Neben der quantitativen Messung von Risikozahlen ist auch
ihre Aggregation eine wichtige Aufgabe der QRM, deren Lösung
anspruchsvolle Mathematik erfordert.
Die fundamentale Rolle der Mathematik in den Bereichen der
Preisbestimmung und Absicherung von Finanzderivaten (Optionen,
Kreditderivate, Swops...) ist unbestritten. Die Hauptthese ist, dass
auch bei regulatorischen Fragestellungen aus den Bereichen der Finanz-
und Versicherungsaufsicht die Mathematik nicht weg zu denken ist.
Anhand mehrerer Beispiele wird versucht diese These zu belegen. Ein
wichtiges Korollar ist die Tatsache, dass die Bedeutung von gut
ausgebildeten Studenten aus der angewandten Mathematik für die
Wirtschaft groß bleiben wird. Schlussendlich bieten Fragestellungen
des QRM eine Fülle von äußerst interessanten und anspruchsvollen
Forschungsproblemen.
Moderator:
Walter Schachermayer (TU Wien, ÖAW)
Veranstalter:
ÖAW und Industriellenvereinigung Wien
Weitere Informationen zu den Johann Radon Lectures finden Sie unter:
http://www.oeaw.ac.at/shared/news/2007/info_johann_radon_lectures.html
Folder & Plakat:
http://www.oeaw.ac.at/shared/news/2007/pdf/radon_folder.pdfhttp://www.oeaw.ac.at/shared/news/2007/pdf/radon_plakat.pdf
----------------------------------------------
Dr. Marianne Baumgart
Österreichische Akademie der Wissenschaften
Austrian Academy of Sciences
Öffentlichkeitsarbeit
Public Relations
A-1010 Wien, Dr. Ignaz Seipel-Platz 2
Tel: ++43-1-51581-1219
Fax: ++43-1-51581-1227
http://www.oeaw.ac.at/pr