Please accept our apologies if you receive multiple copies of this
announcement.
The Gutmann Center for Portfolio Management at the University of Vienna
is pleased to announce the Gutmann Symposium on Long-Term Asset
Allocation on December 2nd, 2002.
There will be two parts: (A) a research session including presentations
and discussions of current research activities, and (B) a panel
discussion and reception.
Time and Location of Research Session: 8:45 a.m. - 4:00 p.m, Aula Altes
AKH, Alser Str. 4, 1090 Wien
Time and Location of Panel Discussion and Reception: 5:00 - 7:30 p.m.,
Grosser Festsaal der Universität Wien, Dr. Karl-Lueger-Ring, 1010 Wien
Research Session Program:
Zvi Bodie (Boston University School of Management): " Life-Cycle Finance
in Theory and in Practice". Maria Vassalou (Columbia University):
"Default Risk in Equity Returns". Klaus Spremann (University of St.
Gallen): "Pro-cyclic versus anti-cyclic investment in a shortfall
framework". Michael Brennan (University of California): "Dynamic Asset
Allocation under Inflation". Robert Korajczyk (Northwestern University):
"Are Momentum Profits Robust to Trading Costs?". Elroy Dimson (London
Business School): "Global Evidence on the Equity Risk Premium".
The list of chairmen and discussants further includes Horace "Woody"
Brock (CEO Strategic Economic Decisions), Engelbert Dockner (University
of Vienna), Alois Geyer (Vienna University of Economics and Business
Administration), Andreas Grünbichler (Austrian Financial Market
Authority), Neal Stoughton (UC Irvine), Erich W. Streissler (University
of Vienna), Suresh Sundaresan (Columbia University) and Josef Zechner
(University of Vienna).
Participation fee: the participation is free, but all participants are
required to register. Registration and further information (detailed
programme, papers to download etc.) can be found on the webpage:
www.gutmann-center.at
Contact: gutmann.bwl(a)univie.ac.at
phone: +43-1-4277-38186 (Dorothea Grimm)
fax:: +43-1-4277-38074
This symposium is organized in cooperation with the daily newspaper "Die
Presse" (www.diepresse.com). The Gutmann Center for Portfolio Management
is sponsored by Bank Gutmann AG (www.gutmann.at).
Einladung zum CCEFM Workshop von
Prof. Bryan Routledge (Carnegie Mellon)
zum Thema "Model Uncertainty and Liquidity"
um 15:30 am 8. November
in der Wiener Börse, 1010 Wien.
Ein Abstract und der dem Vortrag zugrundeliegende Artikel sind unter
http://sulawesi.gsia.cmu.edu/papers/Liquidity
verfügbar.
Roy van der Weide (Universitaet Amsterdam):
"GO-GARCH: A multivariate Generalized Orthogonal GARCH Model"
Mo, 4.11.2002, 16.30 Uhr, Seminarraum 1 BWZ, Bruenner Strasse 72
Alle Interessenten sind herzlich eingeladen.
Andrea Gaunersdorfer
---------- Forwarded message ----------
From: Touzi Nizar <Nizar.Touzi(a)ensae.fr>
BLAISE PASCAL INTERNATIONAL CONFERENCE
ON FINANCIAL MODELLING
July 1-3, 2003, Paris
Invited senior participants and/or speakers
K. Back, S. Basak, T. Björk, G. Constantinides, D. Cuoco, F. Delbaen,
P. Dybvig, H. Foellmer, Y. Kabanov, H. Leland, T. Lyons, B. Oksendal,
M. Pratelli, L.C.G. Rogers, S. Ross, W. Runggaldier, M. Rutkowski,
W. Schachermayer, M. Schweizer, D. Sondermann, M. Soner, C. Stricker
Organized by the Bachelier-Paris group
R. Cont, I. Ekeland, N. ElKaroui, M. Jeanblanc, E. Jouini,
H. Pham, N. Touzi
http://www.bachelier-paris.com
Young researchers, up to the Assistant Professor level, are invited to
submit papers on the topics
Price formation, risk control, and information in financial markets.
The organizing committee will select 20 papers for presentation and
discussion by one of the senior attendants. The conference will be
concluded by
Jose Scheinkman,
Chaire Blaise Pascal de l.Etat et de la Région Ile de France
with the nomination of the
Best paper award
Limited financial support for young researchers is available under
request.
Deadline for submission: January 31, 2003
Electronic submission only: traore(a)ensae.fr
***
Talk with Prof. Russ Wermers, University of Maryland
Date: 8.10.2002
Time: 04:30 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien, Mezzanin
Title of the talk: Can We Predict the Future Returns of Active Money
Managers?
Abstract: Over the past three decades, academic researchers have, in
general, found that actively managed institutional security portfolios
underperform their passive index-fund counterparts. However, recent research
has found results much more flattering to active management. This talk will
build on this research by discussing the results of two new studies. The
first study addresses whether we can find consistently winning mutual funds,
while the second investigates whether we can use characteristics of mutual
fund managers (e.g., experience and track-record) to further predict which
managers will come out on top. The talk will show that mutual fund returns
are surprisingly predictable.
Dynamische Finanzanalyse und Asset-Liability-Management
Halbtages-Seminar unterstützt von der Schweizer Rück
Komplexer werdende Anforderungen aufgrund angepasster
Rechnungslegungsvorschriften und wachsende Ansprüche seitens der
Aufsichtsbehörden haben die Dynamische Finanzanalyse (DFA) in letzter Zeit
vermehrt in den Fokus der Versicherungsgesellschaften gerückt. Anhand
konkreter Beispiele vermitteln die Experten von Swiss Re einen Überblick
über die Anwendung von DFA-Konzepten in der Praxis.
Sprecher:
Dr. Claude Schwarz, Life & Health
Dr. Peter Sohre, Financial Services
Ansprechpartner/Diskussionsteilnehmer:
Vertreter des Account Managements Life & Health sowie P/C
(Property-Casualty)
Termin: Dienstag, 1. Oktober 2002, 14:00 Uhr bis ca. 17:30 Uhr
Ort: Technische Universität Wien
A-1060 Wien, Getreidemarkt 9
Maschinenbaugebäude, Hoftrakt, Stiege IV, 2. Obergeschoss
GM 4 Knoller Hörsaal
Weitere Informationen unter
http://www.fam.tuwien.ac.at/events/
---------- Forwarded message ----------
Date: Tue, 24 Sep 2002 11:12:51 +0200
From: Andreas Pyka <andreas.pyka(a)WIWI.UNI-AUGSBURG.DE>
Subject: EMAEE - Call for Papers
Final CALL FOR PAPERS
Please share with colleagues who might be interested
Apologies for cross-postings
3rd European Meeting of Applied Evolutionary Economics (EMAEE)
The Knowledge-based Economy
New Challenges in Methodology, Theory and Policy
University of Augsburg, Germany from April 9 - 12, 2003
Conference Themes:
- Knowledge and Learning
- Dynamics of Technological and Qualitative Change
- Industrial Organisation in a Knowledge-based Economy
- Evolution of Institutions
- Financial Markets in Knowledge-based Economies
- Evolution of Demand
- Policy in a Knowledge-based Economy
Young Economists Prize of the International Schumpeter Society
On the occasion of the biannual EMAEE-Conference, the International
Joseph A. Schumpeter Society donates a prize of 1.500 _ to young
economists who submitted exceptionally innovative and high level
papers for presentation at the Conference. The Scientific Committee
Andreas Pyka (University of Augsburg, Germany), Bernd Ebersberger
(University of Augsburg, Germany) Koen Frenken (University of Utrecht,
The Netherlands), Paul Windrum, (Manchester Metropolitan University,
UK), Vanessa Oltra (Universite Montesquieu, Bordeaux, France) and
Werner Hoelzl, (University of Economics and Business Administration,
Vienna, Austria).
DEADLINE FOR SUBMISSION OF EXTENDED ABSTRACTS
October 18, 2002
CONTACT ADDRESS
scientific.committee(a)emaee.net
http://www.emaee.net
FAM-jobs: http://www.fam.tuwien.ac.at/jobs/
Stellenangebots-Seite im Bereich Finanz- und Versicherungsmathematik
(FAM...Financial and Actuarial Mathematics)
Neue Stellenangebote:
2002-09-21: Research positions -
Dept. of Financial and Actuarial Mathematics
http://www.fam.tuwien.ac.at/jobs/20020921.php
2002-09-20: Univ-Ass (Karenzvertretung) -
Uni Linz, Abt. Finanzmathematik
http://www.fam.tuwien.ac.at/jobs/20020920.php
2002-09-19: Mitarbeiter/in Kreditrisikomanagement-Systeme -
Oesterreichische Volksbanken AG
http://www.fam.tuwien.ac.at/jobs/20020919.php
2002-09-18: Wissenschaftliche/r Mitarbeiter/in
Universität Wien
http://www.fam.tuwien.ac.at/jobs/20020918.php
Die Stellenangebots-Seite (FAM-jobs) wurde zur Motivation von
Schüler/innen und Student/innen gegründet, um diesen zu zeigen, welche
Berufsaussichten es im Bereich Finanz- und Versicherungsmathematik
gibt. Wir freuen uns natürlich auch, dass wir damit Stellensuchenden
und Stellenanbietern ein brauchbares Forum sowie Links zu weiteren
Stellenangebots-Seiten bieten können.
Mailing-Liste
Sobald neue Stellenangebote ins Netz gestellt werden, wird auch ein
e-mail an die FAM-jobs mailingliste geschickt. Um sich in diese
Verteiler-Liste einzutragen reicht ein formloses e-mail an
mailto:fam@fam.tuwien.ac.at mit dem subject: fam jobs: subscribe -
eintragen.
Inserieren
Um ein Stellenangebot im Bereich Finanz- und Versicherungsmathematik
zu inserieren, senden Sie bitte ein e-mail mit dem Ausschreibungstext
an Sandra Trenovatz (mailto:sandra@fam.tuwien.ac.at).
http://www.fam.tuwien.ac.at/jobs/
RESEARCH POSITIONS
in Financial and Actuarial Mathematics
at the Vienna University of Technology
1 Post-Doc-ship:
The successful applicants will have a PhD in Mathematics specialising
in Mathematical Finance or Actuarial Mathematics, or in a field
related to these topics, e.g., stochastic processes, stochastic
evolution equations, Malliavin calculus, control theory, numerical
aspects of PDE's etc.. Background in finance, in particular in
interest rate theory will be highly appreciated. He/she will have a
high potential and a strong will to do research and will name 3 peers
who are willing to write a letter evaluating the applicant's academic
qualifications.
The positition is related to the Research Network HPRN-CT-2002-00281
"Evolutions Equations for Deterministic and Stochastic Systems", where
the Department of Financial and Actuarial Mathematics
(http://www.fam.tuwien.ac.at/) participates as full member of the
Wolfgang Pauli Institute (http://www.wpi.ac.at/).
The Research Group:
The Research group on Financial and Actuarial Mathematics is directed
by Walter Schachermayer (http://www.fam.tuwien.ac.at/~wschach/) and
attached to his chair of financial and actuarial mathematics at the
Vienna University of Techology.
Details on the contract:
The anticipated starting date is October 1, 2002, but an alternative
date later is in principle possible. The contract will signed for
twelve months. The salary will be approximately Euro 1800,- per month
after taxes and social insurance. Formal requirements
(http://fraise.univ-brest.fr/~eveq/postdoc.html) can be found on the
project's homepage (http://fraise.univ-brest.fr/~eveq/).
Candidates should mail their applications, including a Curriculum
Vitae, to Josef Teichmann (http://www.fam.tuwien.ac.at/~jteichma/),
Vienna University of Technology, Dept. of Financial and Actuarial
Mathematics, Wiedner Hauptstraße 8-10/105, A-1040 Wien, Austria or
e-mail it to mailto:josef.teichmann@fam.tuwien.ac.at.
The application deadline is October, 15, 2002.
More information on the research group financial and actuarial
mathematics and the specifics of the above positions can be obtained
from Josef Teichmann, Tel. +43-1-58801-10514, email:
mailto:josef.teichmann@fam.tuwien.ac.at.