Presentations:
Session 1: Room 002 in Building 8 - "International Finance"
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| Name |
Paper |
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Praveen Choudhary
Brijen Puri
Gautam Swaroop |
System Dynamics Modelling of the Yield Curve in a Developing Econom |
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Horst Entorf
Gösta Jamin |
German Stock Returns: The Dance width the Dollar |
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Terry A. Marsh
Niklas Wagner |
Return-Volume Dependence and Extremes in International Equity Markets |
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| Patrick Wegmann |
The Rationale of the International Equity Return Correlation Structure |
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Bernhard Röck
Ulrich Woitek |
Equity Style Cycles: Stylized Facts and International Evidence |
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Raimond Maurer
Steffen Sebastian |
Inflation Hedging versus Inflation Protection: Evidence on European Real Estate Securities |
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| Axel Adam-Müller |
What to Do if a Dollar is Not a Dollar? The Impact of Inflation Risk on Production and Risk Management |
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Session 2: Room 003 in Building 8 - "Risk"
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| Name |
Paper |
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Dieter Hess
Erik Lueders |
Do Companies Exploit Accounting Rules for Broad-Based Stock Option Plans? A Case Study |
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Matthias Fengler
Wolfgang Härdle
Christoph Villa |
The Dynamic of Implied Volatilities: A Common Principal Components Approach |
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| Peter Grundke |
Pricing Defaultable Securities in Firm Value and Intensity Models: A Comparison |
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Stefan Burth
Thomas Kraus
Hanspeter Wohlwend |
Die Bewertung von strukturierten Produkten im Schweizer Markt |
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| Olivier Schmid |
A Multistage Stochastic Optimization Model for the Cash Management Problem |
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| Jürg Tobler |
Conditional Return and Risk: Characteristics of Global Stock and Bond Markets |
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| Maria Coronado |
A Comparison Of Different Methods For Estimating Value-At-Risk (VaR) for Actual Non-Linear Portfolios: Empirical Evidence |
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Session 3: Room 001 in Building 8 - "Portfolio Theory and Portfolio"
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| Name |
Paper |
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| Cony Paape |
Internal Performance Analysis of International Investment Portfolios |
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Manuel Ammann
Jürg Tobler |
Measurement and Decomposition of Tracking Error Variance |
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Karsten Döhnert
Roger Kunz
Urs Wälchli |
Diversifikation: Länder oder Branchen? |
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Momtchil Pojarliev
Wolfgang Polasek |
Portfolio Construction by Volatility Forecasts: Does Covariance Structure Matter? |
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| Gilles Sanfilippo |
Returns Predictability : Implications For The Long Term Investor |
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| Axel Adam-Müller |
A Portfolio Problem width Two Risky Assets |
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| Guido Bolliger |
The Characteristics of Individual AnalystsŤ Forecasts in Europe |
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Session 4: Room 003 in Building 4 - "Banking and other issues"
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| Name |
Paper |
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Markus Solf
Matthias Siekmann |
Die Folgen der Fortschritte in der Informations- und Kommunikationstechnologie auf den deutschen Bankensektor |
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Olaf Ehrhardt
Erik Nowak |
Corporate Governance Changes, Dual-Class Share Structures, and Long-Run Stock Performance of IPOs of German Family-Owned Firms |
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Udo Broll
Jack Wahl |
Banking and the advantage of hedging |
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| Paula C. Albuquerque |
The traditional brokers: what are their chances in the forex? |
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Stefan Daske
Olaf Ehrhardt |
Der Kurs- und Renditeunterschied von Stamm- und Vorzugsaktien – eine Untersuchung am deutschen Kapitalmarkt |
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| Matija Denise Mayer |
Verbriefung von Innovationskrediten |
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Sponsors
AIG Privat Bank, Aubildungszentrum für Experten der Kapitalanlage AG, Bank Julius Bär & Co., Bank Leu AG; Bank Sarasin & Cie, Bank von Ernst & Cie. AG; Bank von Graffenried AG, Cantrade Privatbank AG, Coutts Bank (Schweiz) AG, Credit Suise Private Banking,
Zürich, Darier Hentsch & Cie, Dresdner Bank (Schweiz) AG, HSBC Guyerzeller Bank AG, J. Vontobel Co. AG, Liechtensteinische Landesbank AG,
Lombard Odier & Cie, Nestlé AG , Pictet & Cie, PG Partner Bank AG, Rentenanstalt / Swiss Life, RMF Investment Group, Schweizer Börse,
Schweizerische Nationalbank, Schweizerische Rückversicherungsgesellschaft, Schweizerische Vereinigung für Finanzanalyse und Vermögensverwaltung,
Swissca Holding AG, Trafina Privatbank, UBS, Winterthur Versicherungsgesellschaft, Zürcher Kantonalbank
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