VFN-L

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1159 discussions

Ausschreibung einer Assistentenplanstelle
by Stefan Schmidt 08 Oct '98

08 Oct '98

Ausschreibung einer Assistentenplanstelle Die Wirtschaftsuniversit=E4t Wien hat sich eine Erh=F6hung des Frauenanteils= am wissenschaftlichen Personal zum Ziel gesetzt. Deshalb werden nachdr=FCcklich Frauen aufgefordert, sich zu bewerben.=20 Alle Bewerberinnen, welche die gesetzlichen Aufnahme- und Ernennungserfordernisse sowie die im Ausschreibungstext zus=E4tzlich gew=FCnschten Kriterien erf=FCllen, werden zu einem Aufnahmegespr=E4ch eingeladen. An der Wirtschaftsuniversit=E4t Wien ist ein Arbeitskreis f=FCr Gleichbehandlungsfragen eingerichtet. Auskunft =FCber Funktion und Mitgliede= r des Arbeitskreises f=FCr Gleichbehandlungsfragen gibt die Personalabteilung. Es wird darauf hingewiesen, da=DF Frauen bei gleicher Qualifikation bevorzug= t aufgenommen werden. Am Institut f=FCr Finanzierung und Finanzm=E4rkte, Abteilung f=FCr Investmentbanking und Kapitalmarktkommunikation, Univ.Prof. Dr. Otto Loistl; ist voraussichtlich ab 1. Dezember 1998 f=FCr 4 Jahre ein Universit=E4tsassistent/innen/en/posten zu besetzen. =09 Gesetzliche Aufnahmebedingungen: Abgeschlossenes Studium der Sozial- und Wirtschaftswissenschaften oder der Informatik oder der Wirtschaftsinformatik =09 Zus=E4tzlich erw=FCnschte Kenntnisse: Studium der Speziellen BWL 'Finanzierung' Vertiefte Kenntnisse in Investmentbanking Fundierte und nachweisbare Programmierkenntnisse, insbesondere Erfahrungen mit einschl=E4gigen Softwarepaketen und objektorientierter Programmierung (z.B. Visual Basic) Kenntnisse in der Kapitalmarktkommunikation Schriftliche Bewerbungen mit Lebenslauf und Angabe =FCber den Studienerfolg (ohne Orginalzeugnisse) sind an die Personalabteilung der WU Wien, Augasse 2 - 6, 1090 Wien zu richten. Bewerbungsfrist: 28.Oktober 1998 Bewerber/innen haben keinen Anspruch auf Abgeltung der aufgelaufenen Reise- und Aufenthaltskosten, die aus Anla=DF des Aufnahmeverfahrens entstanden= sind.=20 Wien; 7.10.1998 ---------------------------------------------------------------------------- Univ. Ass. Mag. Stefan Schmidt =20 Institut fuer Finanzierung und Finanzmaerkte =20 Wirtschaftsuniversitaet Wien, Althanstr. 39-45, A-1090 Wien Telefon: +43 1 31336/4179 Fax: /761 =20 mail: Stefan.Schmidt(a)wu-wien.ac.at http://www.wu-wien.ac.at/wwwu/institute/finanzm/tafel.html =20 ---------------------------------------------------------------------------- nam et ipsa scientia potestas est =20 ---------------------------------------------------------------------------- =========================================================================

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Vortragsankuendigung
by Markus Fulmek 07 Oct '98

07 Oct '98

Sehr geehrte Damen und Herren, Im Rahmen des Mathematischen Kolloquiums haelt Prof. Walter Schachermayer (Institut fuer Statistik, Wahrscheinlichkeitstheorie und Versicherungsmathematik, TU Wien) einen Vortrag mit dem Thema "Die Rolle der Mathematik auf den Finanzmaerkten" Zeit: Mittwoch, 21.10.1998, 16 Uhr c.t. Ort: ESI-Hoersaal, Institut fuer Mathematik Boltzmanngasse 9 1090 Wien Der Vortrag richtet sich zwar an ein Fachpublikum, ist aber sicher auch fuer Nichtmathematiker von Interesse. Mit besten Gruessen, Markus Fulmek ------------------------------------------------------------- Markus Fulmek Institute of Mathematics University of Vienna Strudlhofgasse 4 A-1090 Vienna, Austria Phone: +43-1-407 63 63 - 5 FAX: +43-1-407 63 63 - 1 Email: mfulmek(a)mat.univie.ac.at WWW: http://radon.mat.univie.ac.at/~mfulmek Valentingasse 1A A-1230 Vienna, Austria Phone: +43-1-8883465 FAX: +43-1-8883465 GSM: +43-664-1031751 =========================================================================

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Vortrag am IHS
by Alfred Lehar 02 Oct '98

02 Oct '98

Am Do, 8. Oktober um 9:15 hält Martin Scheicher, Institut für Wirtschaftswissenschaften, Universität Wien im Rahmen des Ökonometrischen Forschungsseminars am Institut für Höhere Studien, Stumpergasse, 1060 Wien einen Vortrag zum Thema: Comovements in Eastern European Stock Markets. ------------------------------------------------ Alfred Lehar - vfn-l admin =========================================================================

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(Fwd) Announcing a new FEN Journal
by Andrea Gaunersdorfer 29 Sep '98

29 Sep '98

------- Forwarded Message Follows ------- >From admin(a)SSRN.COM Sun Mar 19 17:27:57 2000 Date: Wed, 23 Sep 1998 09:13:55 -0700 Reply-to: admin(a)SSRN.COM >From: Sherry Beauchamp <admin(a)SSRN.COM> Subject: Announcing a new FEN Journal To: SSRN-SUPER(a)PUBLISHER.SSRN.COM Status: RO X-Status: X-Keywords: X-UID: 394 As has been our practice in the past we will distribute this journal at no charge to interested subscribers. All members of FEN will receive the journal. You can ask to be taken off the mailing list by simply replying with the message Remove from FEN Course. We invite members of all other SSRN networks to request a subscription to FEN Course. You can do so by replying with the message Subscribe FEN Course FEN-Course Abstracting Journal Editors: KAREN H. WRUCK Harvard University Mailto:kwruck@hbs.edu PETER TUFANO Harvard Business School Mailto:ptufano@hbs.edu Our new Finance Course Abstracting Journal (FEN-Course) is devoted to the rapid, worldwide dissemination of innovative courses addressing subject areas covered by the Financial Economics Network (FEN) journals. Innovative courses include courses that: cover new and emerging fields, bring the findings of cutting-edge research into the classroom, utilize unique materials or educational approaches, and/or address standard subject matter in a particularly effective way. Subject areas include, but are not limited to: Corporate Finance and Organizations, Banking and Financial Institutions, Capital Markets, International Finance, Emerging Markets, Derivatives, and Real Estate. Courses designed for undergraduates, graduate students and executives are all welcomed, as are courses adopting a variety of educational formats. The latter includes lecture-based courses, case-based courses, project courses, and courses based on other approaches to learning, e.g. simulated trading in financial markets. In disseminating innovative course materials, we are committed to upholding standards of collegiality, referencing and documentation equal to those that are standard in our research efforts. It is not common in the profession to reference the source of ideas in teaching materials in the same fashion that we reference the source of ideas that are developed in journal articles and books. Yet ideas from courses and teaching materials strongly influence the work of scholars, students and managers. We strongly encourage the acknowledgment and appropriate citation of such work. We invite you, fellow teachers and scholars, to make use of the material offered in FEN-Course in your own courses, teaching. If you do so, we request that you reference the material as you would any piece of scholarly work. Submissions to FEN-COURSE can be sent to the editors, Karen Hopper Wruck kwruck(a)hbs.edu, or Peter Tufano ptufano(a)hbs.edu As part of a submission package we would like to receive the following: 1) A course description of up to 500 words. 2) A document, such as a class by class reading list with full references for as many of the materials as possible, including cases, articles, exercises, problem sets, assignment questions, etc. The more complete and detailed your document, the more useful it will be to colleagues. To reduce the administrative burden on your office, we strongly recommend that you make this document available for distribution in electronic form. 3) JEL codes representing the appropriate topic areas covered by your course. These codes are available from http://www.econlit.org/elclasjn.htm#d2head 4) A brief description of the type of course (required, elective, undergraduate, graduate, executive), number of times the course has been offered, enrollment, and history of its development, if these are not included in the course abstract or accompanying document. Any questions regarding FEN-COURSE can be directly addressed to the editors kwruck(a)hbs.edu or ptufano(a)hbs.edu A D V I S O R Y B O A R D ____________________________________________________________ FINANCE COURSE ABSTRACTS FRANKLIN ALLEN Nippon Life Professor of Finance and Economics, University of Pennsylvania, Wharton School MICHAEL J. BARCLAY Assoc. Prof. of Finance, University of Rochester, William E. Simon Graduate School of Business Administration GEERT BEKAERT Assoc. Prof. of Finance, Stanford University Graduate School of Business MICHAEL H. BRADLEY F.M. Kirby Prof. of Investment Banking, Duke University, Fuqua School of Business ROBERT F. BRUNER Vandell Research Prof. of Business Administration, University of Virginia, Colgate Darden Graduate School of Business Administration SUSAN CHAPLINSKY Assoc. Prof. of Business Administration, University of Virginia, Colgate Darden Graduate School of Business Administration HARRY DEANGELO Charles E. Cook/Community Bank Prof. of Banking, School of Business Administration, U. of Southern California STEPHEN R. FOERSTER Associate Professor of Finance, Richard Ivey School of Business, The University of Western Ontario JULIAN FRANKS Corporation of London Professor of Finance, Institute of Finance, London Business School; Director, EIASM; Director, European Union TMR Grant ROBERT GERTNER Prof. of Economics and Strategy, University of Chicago, Graduate School of Business; Co-Editor, Journal of Business CAMPBELL R. HARVEY J. Paul Sticht Professor of International Business, Duke University, Fuqua School of Business LAURIE SIMON HODRICK Professor of Finance and Economics, Columbia University, Graduate School of Business MICHAEL C. JENSEN Jesse Isidor Straus Professor, Harvard Business School; President, SSEP, Inc. STEVEN N. KAPLAN Leon Carroll Marshall Professor of Finance, University of Chicago, Graduate School of Business; Co-founder and Series Advisor, CaseNet DENNIS E. LOGUE Steven Roth Professor of Management, The Amos Tuck School of Business Administration, Dartmouth College; Co-editor: Contemporary Finance Digest TIMOTHY LUEHRMAN Professor of Finance, Thunderbird, The American Graduate School of International Management RONALD M. SCHMIDT Professorial Lecturer and Chairman of the Faculty Committee on International Executive Programs, University of Rochester, William E.Simon Graduate School of Business Administration WILLIAM F. SHARPE The STANCO 25 Prof. of Finance, Graduate School of Business, Stanford Business School; Past President, American Finance Association; 1990 Nobel Laureate in Economic Sciences JEREMY C. STEIN J.C. Penney Prof. of Management, Sloan School of Management, MIT; Co-founder and Series Advisor, CaseNet * * * * * * * * * * * * * * * * * * * * * * * * * This is Social Science Research Network's (SSRN) general announcements list. All subscribers to other SSRN lists [FEN, ARN, ERN, LAN, LitNet, and LSN (including Cyber-Law)] are automatically subscribed. If you receive duplicate mailings, it means you are subscribed to other lists under more than one id. Please contact admin(a)ssrn.com to correct this.

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Final CFP -- JCIF special issue
by Andrea Gaunersdorfer 10 Aug '98

10 Aug '98

******************************************************************* F I N A L C A L L F O R P A P E R S ******************************************************************* Journal of Computational Intelligence in Finance Final Call for Papers Special Issue on "Financial News Analysis using Distributed Data Mining" The Journal of Computational Intelligence in Finance, a peer-reviewed technical journal, published by Finance & Technology Publishing, is seeking papers for review and publication on "Financial News Analysis using Distributed Data Mining". The Journal of Computational Intelligence in Finance publishes applied research and practical applications of high quality that are based on sound theoretical, empirical or quantitative analysis. For practitioners and applied researchers, JCIF serves as the journal of record on "the application of advanced computational technologies and analytical techniques for financial modeling, investing and trading, and risk management." Papers published in JCIF are eligible for the "Distinguished Essay on Computational Intelligence in Finance" award, which is selected by the Editorial Board each year. EDITORIAL BOARD Randall B. Caldwell, Editor-in-Chief Emilio Barucci - University of Florence, Italy Richard J. Bauer, Jr. - St. Mary's University, Texas Neil Burgess - London Business School Oscar Castillo - UABC University, California Jerry Connor - London Business School Eric de Bodt - Universite Catholique de Louvain, France James F. Derry - Mgmt. Engineering Productivity Systems, Ohio Athanasios Episcopos - National Bank of Greece Andrew Flitman - Monash University, Australia Susan Garavaglia - Dun and Bradstreet, New Jersey Ramo Gencay - University of Windsor, Canada Sabyasachi Ghoshray - Florida International University Lee Giles - NEC Research Institute, New Jersey Christian Haefke - University of California at San Diego Ypke Hiemstra - Vrije Universiteit, The Netherlands Jason Kingdon - Searchspace Limited, University College London Ralph Neuneier - Siemens AG Corporate Research Center, Germany Zoran Obradovic - Washington State University Marimuthu Palaniswami - University of Melbourne Carlos E. Pedreira - Catholic University, Rio Stuart H. Rubin - Central Michigan University David B. Skalak - IBM, New York Leon Sterling - University of Melbourne Manoel F. Tenorio - Purdue University, Indiana Halbert White - University of California at San Diego Lei Xu - The Chinese University of Hong Kong SPECIAL TOPIC Financial News Analysis using Distributed Data Mining PAPERS DUE September 15, 1998 ACCEPTANCE NOTIFICATION November 30, 1998 FINAL REVISED MANUSCRIPTS DUE January 15, 1999 PUBLICATION DATE March 1999 GUEST EDITORS Zoran Obradovic Stuart H. Rubin Associate Professor Associate Professor Elec. Eng. & Comp. Sci. Dept. of Comp. Sci. Washington State University Central Michigan University Pullman, WA 99164-2752, USA Mt. Pleasant, MI 48859, USA zoran(a)eecs.wsu.edu rubin(a)cps.cmich.edu FOR THE LATEST AND MOST COMPLETE INFORMATION ON THIS CALL, SEE: http://ourworld.compuserve.com/homepages/ftpub/call.htm MOTIVATION Recent technological developments, the rapid growth of the World Wide Web, and maturing corporate intranet structures have led to the rapid dissemination of huge amounts of financial news and information (newspaper articles, financial services information, corporate publications, stock exchange news, peer-reviewed financial journal articles, etc.). However, cost and time constraints prohibit an exhaustive search through or download of all potentially relevant financial news and information available on the Internet, for later analysis and processing. One possible solution is to distribute information sampling over a large number of locations in order to classify local data, construct a pool of relevant information, and generate useful rules that might be further analyzed or processed at a central location. This requires intelligent and dynamic domain decomposition, as well as flexible software agents for symbolic information processing. SCOPE All papers submitted must focus on the data mining of financial news and information, and on applications of interest to financial analysis or decision-making, investing or trading. Of particular interest are algorithms and techniques that both incorporate computational intelligence and are unique or especially relevant to financial tasks. Authors are invited to submit papers on the design of automated, scalable, distributed knowledge discovery systems for financial information mining on the Internet, to address issues related to: - search strategies - knowledge representation - reasoning mechanisms - learning algorithms Suggested topics include but are not limited to the following: - intelligent software agent structures - sampling strategies for mining the World Wide Web - distributed search algorithms for mining financial news - collaborative and heuristic search methods - statistical text mining - incremental knowledge discovery methods - financial news and information quality - dynamic domain decomposition - expert and decision-based strategies - knowledge representation issues - knowledge-base design and segmentation - communications and query issues - Knowledge Interchange Format (KIF) - Knowledge Query and Manipulation Language (KQML) - semantic nets and frames - combining natural language processing and statistical text mining - algorithms for organizing, filtering and summarizing textual information - state space methods and issues - novel learning and reasoning algorithms ABSTRACTS Submit 150 to 300 word abstract including full name(s) and affiliation(s) of the author(s), complete mailing address and telephone numbers of all authors. Authors should provide a brief biographic sketch of themselves. Send abstracts to: Post: JCIF, P.O. Box 764, Haymarket, VA 20168 USA E-mail: ftpub(a)compuserve.com Fax: 1-703-753-2634 PAPERS Papers must not have been previously published or currently submitted for publication elsewhere. All material must be provided in the English language. Submit three copies of each paper. Papers must be formatted for 8.5x11-inch page format. Authors should provide a brief biographic sketch of themselves. Each copy submitted should include a page that contains the title of the paper, the full name(s) and affiliation(s) of the author(s), complete mailing address and telephone numbers of all authors, and a 150 to 300 word abstract. The Journal reserves the right to edit all material to meet space requirements and to make grammatical and typographical corrections. The final text should be 4000 to 6000 words in length, contain no more than 15 references, and be provided as follows: (1) Hardcopy: printed and double-spaced, with notations for the location of graphics, mathematical equations, given thereon, as necessary, (2) Softcopy: The REQUIRED MEDIA FORMAT is IBM PC 3.5", 1.44MB. The PREFERRED FILE FORMAT is Word for Windows 3.1/95 (Word 6/7/97). Other acceptable software file formats are the following: Tex and LaTex using the required media format (Scientific Workplace 3.0 preferred, use standard features) The PREFERRED GRAPHICS formats are Windows 3.1/95 (*.bmp,*.wmf,*.eps). For other graphics formats, submit high-quality, camera-ready hardcopy, or make an inquiry. Include pseudo-code or source code in separate figures (listings). Extensive code listings may be published on the Web site because of space limitations in the journal. Text citations must use the following format: last name(s) of author(s), publication date and suffix (as necessary) in brackets. Example: (a) direct reference: Watkins and McCoy [1993a] (b) indirect reference: [Watkins and McCoy 1993a] References must be listed alphabetically by the last name of the first author according to the following formats: Journal Article: authors' names, publication date and suffix (as necessary) in brackets, article title (in double quotations), periodical title (in italics), volume and number, pages cited. Book: authors' names, publication date and suffix (as necessary) in brackets, book title (in italics), publisher, publisher location, pages cited. Chapter in Book/Proceedings: authors' names, publication date and suffix (as necessary) in brackets, chapter title (in double quotations), editors' names, book title (in italics), publisher, location, pages cited. Send all manuscripts by Post to: Editors, JCIF, P.O. Box 764, Haymarket, VA 20168 USA ******************************************************************* F I N A L C A L L F O R P A P E R S *******************************************************************

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Call for papers: CF99 (Submission date extended)
by Andrea Gaunersdorfer 05 Aug '98

05 Aug '98

Leonard N. Stern School of Business New York University Computational Finance (CF99) January 6, 1999 (Tutorials) January 7 - 8 (Conference) The sixth international conference Computational Finance (CF99) will be held at NYU's Leonard N. Stern School of Business. CF99 is sponsored by the New York University Salomon Center, the Center for Research on Information Systems and the Department of Statistics and Operations Research. Computational Finance has emerged as a genuinely cross- disciplinary research meeting. CF99 is the sixth in a series of conferences that have been sponsored by the California Institute of Technology and the London Business School. In the past, this conference was called Neural Networks in the Capital Markets (NNCM). The expanding set of computational tools has moved this meeting from its original emphasis on neural network techniques to a broad spectrum of different methodologies. With several hundred attendees, this fully refereed conference has become an international forum where original research in advanced computational applications in finance is presented and discussed. CF99 brings together decision-makers and strategists from the financial industries, with academics from finance, statistics, economics, information systems and other disciplines. In the last few years, the conference has seen papers covering many different computational techniques including: statistical machine learning, Monte Carlo simulation, data mining, knowledge discovery, bootstrapping, genetic algorithms, nonparametric methods, information theory and fuzzy logic. Applications in many different areas are welcome, including but not limited to: risk management, asset allocation, dynamic trading and hedging strategies, forecasting, numerical solutions of derivative PDEs, exotic options and trading cost control. Studies may cover any major international financial market including equity, foreign exchange, bond, commodity and derivatives. The conference emphasizes in-depth analysis and comparative evaluation with established approaches. CF99 will have two distinguished keynote speakers, Gifford Fong, Chairman, and CEO of Gifford Fong Associates, and David E. Shaw, PhD, Chairman and CEO of D. E. Shaw & Co., Inc. The conference also features several invited speakers sharing their expertise from both the academic and applied perspectives. CF99 begins with a full day of tutorials designed to inform the diverse group of participants on a selection of the latest tools and research results. This year's tutorials feature the following speakers: Professor Stephen Figlewski, Finance Department, Stern School of Business, New York University Professor Halbert White, Economics Department, University of California, San Diego Professor David A. Hsieh, Finance Department, Fuqua School of Business, Duke University Professor Benjamin van Roy, Engineering Economic Systems Department, Stanford University The conference will have several talk and poster sessions for accepted papers. A selection of the presentations will be invited to appear in a volume published by Kluwer Academic Publishers. Submissions to CF99: Authors who wish to present papers should submit four copies along with full contact information, including e-mail addresses, to: CF99 / Andreas Weigend Information Systems Department Leonard N. Stern School of Business New York University 44 W 4th St., MEC 9-171 New York, NY 10012, USA E-mail: cf99(a)stern.nyu.edu Web: www.stern.nyu.edu/cf99 All submissions must be received by August 31st., 1998. Full papers are preferred, but extended abstracts clearly stating the results are acceptable. Only original, relevant research work will be accepted. Registration material will be put up on the Web at www.stern.nyu.edu/cf99 in August. Deadline for early registration is December 1, 1998. Conference Chairs: General Chair Y. S. Abu-Mostafa, Caltech Organizational Chair A. S. Weigend, NYU Stern Program Co-chairs B. LeBaron, University of Wisconsin A. W. Lo, MIT Sloan Organizing Committee: A. Atiya, Cairo University J. Cowan, University of Chicago R. Gencay, University of Windsor M. Jabri, Sydney University J. E. Moody, Oregon Graduate Institute C. E. Pedreira, Catholic Univ. PUC-Rio A.-P. N. Refenes, London Business School M. Steiner, Universitaet Augsburg D. Tavella, Align Risk Analysis A. Timmermann, U.of Calif., San Diego H. White, Univ. of California, San Diego L. Xu, Chinese University of Hong Kong The Stern School: Founded in 1900, the Stern School has grown into one of the most highly ranked business schools in the world. A talented and diverse student body benefits in many ways from Stern's long-standing excellence, top faculty and its central New York City location. Stern offers several specializations in computational finance that include a highly quantitative MBA financial engineering track, an MS in statistics with specialization in financial engineering, and PhD programs in the fields of finance, statistics and information systems. Further conferences, symposia and workshops at Stern for 1999 include Derivatives: What's New?; Market Risk: Advances and Challenges; and Data Mining in Finance. =========================================================================

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Ausschreibung einer Assistent/inn/enstelle
by Reinhard Moser 06 Jul '98

06 Jul '98

Ausschreibung einer Assistentenstelle Am Institut f=FCr Betriebswirtschaftslehre des Au=DFenhandels der Wirtschaftsuniversit=E4t Wien ist 1 Universit=E4tsassistent/inn/en/posten, allenfalls 2 Vertragsassistent/inn/en/posten (halbbesch=E4ftigt) voraussichtlich ab 01. September 1998 zu besetzen. Gesetzliche Aufnahmebedingungen: Abgeschlossenes Studium der Sozial- und Wirtschaftswissenschaften Zus=E4tzlich erw=FCnschte Kenntnisse: Fundierte Kenntnisse im Bereich der Betriebswirtschaftlehre des Au=DFenhandels (facheinschl=E4gige wissenschaftliche Arbeiten und/oder einschl=E4gige praktische Erfahrungen), =FCberdurchschnittlicher Studienerfo= lg, Fremdsprachenkenntnisse, F=E4higkeit zur Betreuung wissenschaftlicher Forschungsprojekte, p=E4dagogische Ausbildung und Lehrerfahrung, Bereitschaf= t zur Mitarbeit in der Institutsadministration, Stre=DFresistenz, Flexibilit= =E4t und hohe Selbstmotivation. Schriftliche Bewerbungen mit Lebenslauf und Angabe =FCber den Studienerfolg (ohne Originalzeugnisse) sind an die Personalabteilung im Wege der Universit=E4tsdirektion, Augasse 2-6, 1090 Wien zu richten. Bewerbungsfrist: bis 5. August 1998 Bewerberinnen/Bewerber haben keinen Anspruch auf Abgeltung der aufgelaufenen Reise- und Aufenthaltskosten, die aus Anla=DF des Aufnahmeverfahrens entstanden sind. Die Wirtschaftsuniversit=E4t Wien hat sich eine Erh=F6hung des Frauenanteils= am wissenschaftlichen Personal zum Ziel gesetzt. Deshalb werden nachdr=FCcklich Frauen aufgefordert, sich zu bewerben. Es wird darauf hingewiesen, da=DF Frauen bei gleicher Qualifikation bevorzugt aufgenommen werden und da=DF an der Wirtschaftsuniversit=E4t ein Arbeitskreis f=FCr Gleichbehandlungsfragen eingerichtet ist.

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VSX Workshop
by Alexander STOMPER 26 Jun '98

26 Jun '98

VSX WORKSHOP Am Fr., 3.7.1998 von 15.30-17.00 haelt im Hoersaal 8 des Betriebswirtschaftlichen Zentrums, Universitaet Wien, Bruennerstrasze 72, 1210 Wien, Prof. Bruce Grundy (Wharton) einen Vortrag ueber seine Arbeit , ''Executive Compensation & The Boundary of the Firm: The Case of Short-Lived Projects''.

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Prof. Kerry Back's Talk
by Gabriel Lee 26 Jun '98

26 Jun '98

On Wednesday July 1st, 16:30, Prof. Kerry Back from the Washington University will give a talk at the Institute for Advanced Studies, Stumpergasse 56, HS II. The title of the talk is "Imperfect Competition among Informed Traders". Regards Gabe ______________________________________________________________ Gabriel Lee Department of Finance Institute for Advanced Studies Stumpergasse 56 A-1060 Vienna, AUSTRIA Email: gabriel.lee(a)ihs.ac.at Tel: +43-1-59991 141 Fax: +43-1-597 0635 =========================================================================

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Vortraege v. Prof. Uptal Bhattacharya & Prof. Sudipto Bhattacharya
by Alexander STOMPER 22 Jun '98

22 Jun '98

VSX WORKSHOP Am Do., 25.6.1998 von 13.30-15.00 haelt im Hoersaal 8 des Betriebswirtschaftlichen Zentrums, Universitaet Wien, Bruennerstrasze 72, 1210 Wien, Prof. Uptal Bhattacharya (Kelley School of Business) einen Vortrag ueber seine Arbeit , ''Capital Markets and the Evolution of Family Businesses'' VSX WORKSHOP Am Fr., 26.6.1998 von 15.30-17.00 haelt im Hoersaal 8 des Betriebswirtschaftlichen Zentrums, Universitaet Wien, Bruennerstrasze 72, 1210 Wien, Prof. Sudipto Bhattacharya (LSE) einen Vortrag ueber seine Arbeit , ''Insider Trading, Investment and Liquidity: A Welfare Analysis'' Eine Kopiervorlage der Papers liegt im Sekretariat von Prof. Zechner am Betriebswirtschaftszentrum auf. =========================================================================

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