Presentations:
Session 1: "Risk l"
|
| Name |
Paper |
|
| Christian Zühlsdorff |
Extended market models with
affine and quadratic volatility |
Download |
| Heinz Zimmermann |
Performance deutscher
Bondfonds |
. |
| Manuel Ammann |
The Valuation of Vulnerable
Options and Forward Contracts in a Gaussian Intrest Rate Framework |
Download |
| Peter Zweifel |
Information about multiple
risks |
. |
| Nikolaus Hautsch |
Volatility Estimation on the
Basis of Price Intensities |
Download |
| Axel Adam-Müller |
Exports and Hedging Exchange
Rate Risk: The Multi-Country Case |
Download |
|
Session 2: "Risk ll"
|
| Name |
Paper |
|
| Alexander Kempf |
The importance or Liquidity in
Index Futures Pricing:
Modelling and Empirical Evidence |
. |
| Thomas Stephan |
Strategic Asset Allocation |
Download |
| Markus Leippold |
Quadratic Term Structure
models |
Download |
| Aydin Akgun |
Model risk with jump diffusion
processes |
Download |
| Dusan Isakov |
Evolution of Market
Uncertainty around Earning Announcements |
Download |
Wolfgang Drobetz
Patrick Wegmann |
Mean reversion on
international stock markets |
Download |
|
Session 3: "Markets, returns,
and liquidity"
|
| Name |
Paper |
|
M. Auguy
C. Bensoussan
F. Perrin
L.-J. Tanguy |
Multi Market inefficiencies:
Evidence from the Paris Bourse SBF SA cash and futures markets |
Download |
| Mathias Binswanger |
Stock market booms and
economic activity: Is this time different |
Download |
| Gunter Löffler |
Zeichnungsrenditen am Neuen
Markt: Gleichgewicht oder Ineffizienz? |
Download |
| Peter Oertmann |
Why do value stocks earn
higher returns than growth stocks and vice versa |
Download |
| Ulf Pleschiutschnig |
Performance Persistence:
Evidence from the European Mutual Funds Market |
Download |
| Urban Müller |
Managing currencies in
international portfolios |
Download |
| Detlev Stock |
Zur Tauglichkeit des
Kurs-Gewinn-Verhältnisses für die Prognose von Aktienkursveränderungen |
. |
|
Session 4: "Banking and other
issues"
|
| Name |
Paper |
|
| Manfred Frühwirth |
Die optimale Kapitalstruktur
österreichischer Kapitalgesellschaften nach der Steuerreform 2000 unter besonderer
Berücksichtigung der Eigenkapitalverzinsung |
. |
| Harald Sander |
Asymmetric Adjustment of
Commercial Bank Interest Rates in the Euro-11 Countries:
Implication for Monetary Policy
revised version: figure1 /
figure2 |
Download |
| Beatrice Weder |
Financial Contagion:
Spillovers through Banking Centers |
Download |
| Jürg Blum |
Lineare Anreizsysteme von
Manager und Risikowahl bei beschränkter Haftung |
Download |
| Erik Lehmann |
Does Ownership structure
matter? |
Download |
| Radha Balkaransingh |
Financial Development and
Economic Growth Testing for Causality and Finance's Contribution to TFP |
Download |
|
Conference
Referees
Dr. Manuel Ammann (University of St. Gallen), Prof. Dr. Beat Bernet (University of St.
Gallen), Wolfgang Drobetz (University of St. Gallen), Prof. Dr. Günter Dufey (WHU /
University of Michigan), Prof. Dr. Peter Jost (WHU), Prof. Dr. Paul Embrechts (ETH
Zürich), Prof. Dr. Günter Franke (University of Konstanz), Prof. Dr. Thomas Fischer
(WHU), Prof. Dr. Thomas Hartmann-Wendels (University of Köln), Prof. Dr. Otto Loistl (WU
Wien), Dr. Ulf Pletschiutschnig (Drueker & Co.), Prof. Dr. Peter Reichling (University
of Magdeburg), Prof. Dr. Markus Rudolf (WHU), Prof. Dr. Bernd Rudolph (University of
München), Prof. Dr. Klaus Sandmann (University of Mainz), Prof. Dr. Christian Schlag
(University of Frankfurt), Prof. Dr. Reinhard Schmidt (University of Frankfurt), Prof. Dr.
Dieter Sondermann (University of Bonn), Prof. Dr. Klaus Spremann (University of St.
Gallen), Dr. Thomas Stephan (Dresdner Bank Frankfurt), Dr. Marliese Uhrig-Homburg
(University of Mannheim), Patrick Wegmann (University of St. Gallen), Dr. Rudi Zagst
(risklab Germany), Prof. Dr. Heinz Zimmermann (University of St. Gallen) |
