| Paul
Ehling |
Explaining
the Persistence of Portfolio Flows |
not
available |
| Astrid
Eisenberg |
Exchange Rates and the
Conversion of Currency-Specific Risk Premia |
download |
| . |
. |
. |
| A2
Asset Pricing |
. |
. |
| Karl
Keiber |
Merging
the State-Space Representation and the Mean-Variance
Characterization of the Efficient Frontier |
download |
| Francesco
Menoncin |
Investment Strategies
for HARA Utility Function: A General Algebraic Approximated
Solution |
download |
| Olesya
Grishchenko |
Asset
Pricing in the Production Economy Subject to Monetary Shocks |
download |
| . |
. |
. |
| A3
Portfolio Optimization. |
. |
| Alexander
Kempf and Christoph Memmel |
On the
Estimation of the Global Minimum Variance Portfolio |
download |
| Holger
Kraft |
Elasticity Approach to
Portfolio Optimization |
download |
| . |
. |
. |
| Session
B |
. |
. |
| B1
Corporate Finance. |
. |
| Wolfgang
Drobetz, Andreas Schillhofer and Heinz Zimmermann |
Corporate
Governance and Expected Stock Returns: Evidence from Germany |
download |
| Philippe
Gaud, Elion Jani, Martin Hoesli and André Bender |
The Capital Structure of
Swiss Companies: An Empirical Analysis using Dynamic Panel Data |
download |
| Karl
Keiber |
Overconfidence
in the Continuous-Time Principal-Agent Problem |
download |
| Michael
Westphalen |
Optimal Capital
Structure with Agency Costs of Free-Cash-Flow |
download |
| . |
. |
. |
| B2
M&A and Shareholder Value. |
. |
| Wolfgang
Kuersten |
Synergetic
Mergers, Co-Insurance and Shareholder Value –Who gains from
“Value-creating” Mergers under Symmetric and Asymmetric
Information? |
download |
| Markus
Nöth, Rachel Croson, Armando Gomes and Kathleen McGinn |
Mergers and Acquisitions:
An Experimental Analysis of Synergies, Externalities and Dynamics |
download |
| Enrico
Moretto and Stefano Rossi |
Exchange
Ratio Determination in a Market Equilibrium |
download |
| Marc-Olivier
Lücke and Daniel Pindur |
Riding the Hat Curve -
Why Shareholders should tender their Shares in Fixed Price Tender
Repurchase Programms |
download |
| . |
. |
. |
| B3
Investments |
. |
. |
| Teodoro
Cocca |
Who
beats a Bear Market? Analysis of Swiss Private Investor Stock
Portfolio Returns |
download |
| Alex
Frino, David Gallagher, Albert Neubert and Teddy Oetomo |
Index Design and
Implications for Index Tracking: Evidence from S&P 500 Index
Funds |
download |
| . |
. |
. |
| Session
C |
. |
. |
| C1
Credit Risk |
. |
. |
| Daniel
Rösch |
Correlations
and Business Cycles of Credit Risk: Evidence from Bankruptcies in
Germany |
download |
| Carsten
Murawski |
The Impact of Clearing
on the Credit Risk of a Derivatives Portfolio |
download |
| Christoph
Benkert |
Explaining
Credit Default Swap Premia |
download |
| Alon
Raviv and Yoram Landskroner |
Pricing
Inflation-indexed and Foreign-Currency Linked Convertible Bonds
with Credit Risk |
download |
| . |
. |
. |
| C2
Market Microstructure I. |
. |
| Angelo
Ranaldo |
Market
Dynamics Around Public Information Arrivals |
download |
| Etienne
Grimonprez and Jean-Christophe Meyfredi |
Price Discovery on the
French Bond Market |
download |
| Paula
Christina Albuquerque |
The
Interdealer Market and the Central Bank Intervention |
download |
| Li
Wei |
Is Penny Trading Optimal
for Closed-end Funds in China? |
download |
| . |
. |
. |
| C3
MarketMicrostructure II. |
. |
| Otto
Loistl and Alexander Veverka |
Optimal
Stock Market Design: Experimental Evidence from Xetra |
download |
| . |
. |
. |
| Session
D |
. |
. |
| D1
Option Pricing. |
. |
| Klaus
Röder, Sascha Wilkens, Carsten Erner and Dirk Lamprecht |
The
Pricing of Structured Products -An Empirical Investigation of the
German Market |
download |
| Bernhard
Brunner and Reinhold Hafner |
Arbitrage-Free
Estimation of the Risk-Neutral Density from the Implied Volatility
Smile |
|
| Christian
Schlag and Nicole Branger |
Why is
the Index Smile So Steep? |
download |
| Peter
Raupach |
The Valuation of
Employee Stock Options -How good is the Standard? |
download |
| . |
. |
. |
