---------- Forwarded message ----------
Date: Fri, 31 Jan 2003 19:17:47 +0100
From: dgf(a)cofar.uni-mainz.de
To: Andreas.Schamanek(a)univie.ac.at
Subject: DGF-Jahrestagung 2003 - Call for papers
ANKÜNDIGUNG UND CALL FOR PAPERS
10. Jahrestagung der Deutschen Gesellschaft für Finanzwirtschaft e.V.
(DGF) vom 10. -11. Oktober 2003, Mainz
http://www.cofar.uni-mainz.de/dgf2003
Sehr geehrte Damen und Herren,
im Namen des Vorstandes der Deutschen Gesellschaft für Finanzwirt-
schaft (DGF) lade ich Sie sehr herzlich zu unserer 10. Jahrestagung am
10.-11. Oktober 2003 an die Johannes Gutenberg-Universität Mainz ein.
Während der Tagung werden Arbeitspapiere zu aktuellen Themen und
Bereichen der Finanzmarktforschung präsentiert und diskutiert. Ihre
Arbeitspapiere können Sie elektronisch via Webformular auf unserer
Homepage http://www.cofar.uni-mainz.de/dgf2003 bis zum 1. April 2003
einreichen.
(...)
---------- Forwarded message ----------
Date: Wed, 22 Jan 2003 12:53:01 +0100
From: Gabriel Lee <lee(a)ihs.ac.at>
To: vfn-admin(a)fam.tuwien.ac.at
Subject: Finance Research Seminar: IHS
We are pleased to announce a seminar talk by
Dominique Y. Dupont
University of Twente
on
Monday, January 27, 2003, 16:00, HS II: Finance Research Seminar
"Hedging Barrier Options: Current Methods and Alternatives"
Abstract
This paper applies to the static hedge of barrier options a technique,
mean-square hedging, designed to minimize the size of the hedging error
when perfect replication is not possible. It introduces an extension of
this technique which preserves the computational e±ciency of meansquare
hedging while being consistent with any prior pricing model
or with any linear constraint on the hedging residual. This improves
on current static hedging methods, which aim at exactly replicating
barrier options and rely on strong assumptions on the availability of
traded options with certain strikes or maturities, or on the distribution
of the underlying asset.
Paper to download
http://www.sms.utwente.nl/download.asp?link='/files/2906/hedging.pdf'&linkID=11887
gabe lee
--------- Forwarded Message ---------
Date: Wed, 22 Jan 2003 11:53:27 +0100
From: Eugen Puschkarski <puschkarski(a)hotmail.com>
To: vfn-l(a)fam.tuwien.ac.at
Subject: PRMIA SUMMIT AWARDS COMPETITION: ESSAYS ON RISK
PRMIA ANNOUNCES THE US$35,000
PRMIA SUMMIT AWARDS COMPETITION:
ESSAYS ON RISK
January 16, 2002 - To celebrate our first anniversary and in association
with the 2003 Summits in Paris and Boston, we are very excited to announce
the PRMIA Summit Awards: Essays on Risk. This is a new competition for
original thought and the expression of ideas about risk management practice
and theory.
In keeping with PRMIA's focus on standards setting and education, we are
soliciting papers from members on specific and contemporary subjects of
interest to the risk profession. These papers will then be published in a
library for members and visitors to freely access on the PRMIA web site.
To encourage participation, monetary awards and scholarships will be granted
for original essays written by members in four distinct areas, two for each
Summit. Entrants will compete in the Open Class, where all submissions are
welcome, and the Student Class, which is restricted to bone fide students.
Associated with each respective Summit, PRMIA will grant up to four awards
in the Open Class and one award in the Student Class. In addition, one
single paper will be selected as the overall PRMIA Summit Award winner,
recognizing its author or authors for their contribution to the free
exchange of ideas about risk management.
The PRMIA Summit Awards will consist of full scholarships to the respective
PRMIA Summit and ensuing Risk Congress, having value of approximately
US$3,500 per award. In addition to the conference scholarship, the top
student paper will be awarded US$500 to help with travel expenses to the
Summit, while the top Open Class paper will be awarded US$750 for same. The
best overall paper will be given the PRMIA Summit Award for Excellence and a
US$1,000 additional prize.
The author or authors of the winning paper will be invited present their
work in a featured session at the respective PRMIA Summit. The total value
of potential scholarships and prizes is in excess of US$35,000 and is being
made possible by the sponsors of the PRMIA Summit, Risk Conferences and
PRMIA.
"PRMIA is intent upon being innovative in the fulfillment of its Mission to
facilitate the free exchange of ideas," said David R. Koenig, PRMIAs Chair.
"We believe that all submissions, whether selected as prize winners or not,
will serve as tremendous resources for those in the risk management field.
We are very grateful for the support we are receiving in this endeavor."
We hope you agree that this is a very exciting opportunity to celebrate good
work in writing and research, to celebrate our first year as a professional
association and to bring resources to members throughout the world via our
web site.
To learn more about the PRMIA Summit Awards: Essays on Risk, click the links
below:
view the details of the European Summit Awards:
http://www.prmia.org/summits2003/europe.html
view the rules of the competition:
http://www.prmia.org/summits2003/rules.html
REMINDER * REMINDER * REMINDER * REMINDER * REMINDER * REMINDER * REMINDER *
REMINDER * REMINDER
Das GUTMANN CENTER FOR PORTFOLIO MANAGEMENT an der Universität Wien
lädt alle Interessierten herzlich zu dem folgenden Vortrag ein:
Vortragender: Prof. Dr. Alexander KEMPF, Universität Köln
(http://www.wiso.uni-koeln.de/finanzierung/)
Thema: "TOURNAMENTS IN MUTUAL FUND FAMILIES"
Datum: Montag, 27. Januar 2003, 16.00 Uhr
Ort: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien, Mezzanin
Abstract: This lecture deals with the optimal risk taking strategy of mutual
fund managers in rank-order tournaments. The empirical study provides three
major results: First, in addition to the well documented segment
tournamentfund managers also play a tournament within their fund family.
Second, the behaviour of fund managers in both tournaments depends crucially
on the number of competitors of the fund manager. Third, the risk taking
behaviour of fund managers in the segment tournament has changed
dramatically over time.
Paper zum download:
http://www.gutmann-center.at/z_activities/z_public_lectures/paper_kempf.pdf
Der Vortrag wird in deutscher Sprache stattfinden.
Weitere Informationen zum Vortrag und zum Gutmann Center:
www.gutmann-center.at.
oder: Mag. Dorothea Grimm - e-mail: dorothea.grimm(a)univie.ac.at, Tel:
01/4277-38186
Anmeldung: Die Teilnahme ist kostenlos, es wird jedoch um Anmeldung
gebeten:
Frau Alexandra Laugofsky, Bank Gutmann AG
alexandra.laugofsky(a)gutmann.at oder Tel.: 01/50220-381
-------- forwarded message ---------
Date: Wed, 8 Jan 2003 15:58:00 +0100
From: Zeiner Sonja <Sonja.Zeiner(a)gutmann.at>
To: "'vfn-l(a)fam.tuwien.ac.at'" <vfn-l(a)fam.tuwien.ac.at>
Subject: Announcement - Gutmann Center for Portfolio Management -
Public lecture with Prof. Alexander Kempf
Talk with Prof. Alexander Kempf, University of Cologne
Date: 27.1.2003
Time: 04:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien, Mezzanin
Title of the talk: Tournaments in Mutual Fund Families
Abstract: This lecture deals with the optimal risk taking strategy of mutual
fund managers in rank-order tournaments. The empirical study provides three
major results: First, in addition to the well documented segment tournament
fund managers also play a tournament within their fund family. Second, the
behaviour of fund managers in both tournaments depends crucially on the
number of competitors of the fund manager. Third, the risk taking behaviour
of fund managers in the segment tournament has changed dramatically over
time.
The lecture will be held in German!
Registration: until 22.1.2003
Frau Sonja Zeiner (Tel.: 01/502 20-357 or sonja.zeiner(a)gutmann.at)
[Auszug aus dem aktuellen Mitteilungsblatt der WU:]
Im Institut für Unternehmensführung, Abteilung für Quantitative
Unternehmensführung und Operations Research, ist voraussichtlich ab 3.
Februar 2003 bis 2. Februar 2007 1 Posten für eine/n Wissenschaftlichen
Mitarbeiter/in (Ausbildungsverhältnis) zu besetzen.
Gesetzliche Aufnahmebedingungen:
abgeschlossenes Studium der Sozial- und Wirtschaftswissenschaften
EU-Staatsbürgerschaft
Zusätzlich erwünschte Kenntnisse und Qualifikationen:
sehr gute Kenntnisse im Bereich Operations Research und /oder Finanzierung
Kennzahl: 77/02
Schriftliche Bewerbungen mit Lebenslauf und Angabe über den Studienerfolg
(ohne Originalzeugnisse) sind unter Angabe der angeführten Kennzahl an die
PERSONALABTEILUNG der Wirtschaftsuniversität Wien, Augasse 2-6, 1090 Wien
zu richten.
Ende der Bewerbungsfrist: 8. Jänner 2003
Bitte die Kennzahl unbedingt anführen !
lg
Michael Hanke
--
Dr. Michael Hanke
Institut für Quantitative Unternehmensführung (Operations Research)
Wirtschaftsuniversität Wien
Augasse 2-6
1090 Wien
Tel.: (+43)1 31336 4560, Fax: (+43)1 31336 708
---------- Forwarded message ----------
Date: Thu, 12 Dec 2002 14:00:25 +0100
From: Josef Windsperger <josef.windsperger(a)univie.ac.at>
Subject: VIENNA-International Conference on Economics and Management of
Franchising Networks - June 2003
Josef Windsperger
Ass. Professor in Organization and Management
University of Vienna
Center for Business Studies
Brünner Str. 72
A-1210 Vienna
Austria
email: josef.windsperger(a)univie.ac.at
www.univie.ac.at/EMNET
Dear colleague,
I organize the international conference on
'Economics and Management of Franchising Networks'
in Vienna, next June (26-28, 2003).
Since many people in the field of economics and management are doing
research on networks, I want to invite you to submit a paper or to act
as a discussant/session chair.
You will find the call for papers and the response form at:
http://www.univie.ac.at/EMNET .
Yours sincerely,
Josef Windsperger
Just a quick note:
10th Global Finance Conference 2003
Frankfurt/Main (Germany), June 15.17, 2003
EUROPEAN BUSINESS SCHOOL (ebs)
http://www.cirm.de/GFC/
Deadline for submission of papers: January 6, 2003
--
-- Andreas Schamanek
------------------------------------------------------------------------
ANDREAS SCHAMANEK <Andreas.Schamanek(a)tuwien.ac.at> * Systemadministrator
FAM @ TU Vienna E105, Wiedner Hauptstr. 8-10/105, A-1040 Vienna, Austria
http://www.fam.tuwien.ac.at/~schamane/ * V: +43-1 58801-10555, F: -10598
"REMINDER * * * * REMINDER * * * * REMINDER * * * * REMINDER * * * *
REMINDER * * *
The Gutmann Center for Portfolio Management
at the University of Vienna
is pleased to invite all interested practitioners and academics
to attend a
Panel discussion titled
"Long-Term Asset Allocation - what have we learned from the 90s?"
Date: Monday, December 2nd, 2002
Time: 5.00 p.m.
Location: Grosser Festsaal der Universität Wien (main building University of
Vienna)
Dr. Karl-Lueger-Ring, 1010 Wien
Executive Summary: Prof. Dr. Josef Zechner (University of Vienna)
Discussants: - Prof. Dr. Zvi Bodie (Boston University School of Management)
- Prof. Dr. Klaus Spremann (University of St.Gallen)
- Prof. Dr. Michael Brennan (University of California, Los Angeles)
- Prof. Dr. Elroy Dimson (London Business School)
- Horace "Woody" Brock (CEO Strategic Economic Decisions)
- Dr. Rudolf Stahl (CEO Bank Gutmann AG)
- Dr. Anton Fink (Member of the Board, Bank Gutmann AG)
Presentation: Dr. Michael Prüller ("Die Presse")
Following the panel discussion, the Gutmann Center cordially invites
participants to a reception with refreshments.
Please register: gutmann.bwl(a)univie.ac.at
Further information: Mag. Dorothea Grimm
Gutmann Center for Porfolio Management
dorothea.grimm(a)univie.ac.at
Tel.: +43-1-4277-38186
Fax: +43-1-4277-38074
www.gutmann-center.at
This panel discussion is organized in cooperation with the newspaper "Die
Presse" (www.diepresse.com)
Stellenausschreibung FH BFI
FH-LektorIn für Finanzwirtschaft und Statistik (Ganze Stelle)
Ihre Aufgaben
a.. Lehrtätigkeit in Mathe/Statistik, Corporate Finance, Kapitalmarktlehre
b.. Forschung und Diplomarbeitsbetreuung
c.. in Fachhochschul-Studiengang für Vollzeit- und berufsbegleitend Studierende
Ihr Profil
a.. Abgeschlossenes Studium (Doktorat bevorzugt) mit Spezialisierung in Finanzwirtschaft
b.. Gute Kenntnisse in Statistik und Finanzmarktlehre
c.. Einschlägige Lehrerfahrung und/oder Berufspraxis
Bitte schicken Sie Ihre Bewerbungsunterlagen an
Prof. Stickler
FH BFI
Wohlmuthstraße 22
1020 Wien
Dipl. Vw. Michael Jeckle
Lektor im Studiengang Bank- und Finanzwirtschaft
Tel. ++43/1/720 1286-46
Email: Michael.Jeckle(a)fh-vie.ac.at
Internetaddresse: http://www.fh-vie.ac.at