Modelling with high frequency data Fund management and trading rules Funds of funds and balanced funds Advances in asset management and portfolio optimisation Relative value and market neutral strategies Modelling volatility and correlation Risk analysis and credit trading Derivatives pricing...

Programme Wealth Creation and financial market developments in the new EU member states Session I Market Potential for Private Banking in Central and Eastern Europe New EU Member States Catching up: Is their Growth Sustainable? The Financial Structure in New Member States: An Overview Austria as...

Ziel sind die unbestritten immensen Potenziale, die in Wertschöpfungsnetzen stecken. Der Austausch von interessantem Wissen und relevanten Erfahrungen zwischen Praktikern und Wissenschaftern wird in hochkarätigen Keynotes adressiert und in branchen- oder funktionsbezogenen Workshops vertieft....

The uncertainty in international and financial markets, the growing globalization, the availability of ultra-high frequency data and the design of new and increasingly sophisticated financial instruments all combine to present a host of new and challenging research questions for financial market...

PRELIMINARY PROGRAM - Are There Thresholds of Current Account Adjustment? - Financial Account Adjustment - Current Account Adjustment and International Wealth Transfers - Current Accounts and Global Rebalancing in a Multi-Country Simulation Model - The Emergence and Transformation of the US...

Titles The Role of Annuities in a Changing Retirement Landscape Variable Annuity Guarantees After-tax Asset Allocation and Asset Location with Annuities Comparing the US and Canadian Life Annuity Markets Retirement Income Product Innovations Asset Allocation with Annuities for Retirement Income...

The purpose of the workshop is to bring together CESifo members to present and discuss their ongoing research, and to stimulate interaction and co-operation between them. All CESifo research network members are invited to submit their papers, which may deal with any topic within the broad...

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ESSIM is an annual meeting that brings together about 60 economists from across Europe and key researchers from outside the region. It provides a unique opportunity for macroeconomists from different universities and countries to discuss research in a relaxed atmosphere and to develop long-term...

Rational inattention Asset pricing implications of Pareto optimality with private information Inflation and the price of real assets In search of distress risk Ultra high frequency data and market microstructure noise Monetary policy as risk management Robust control and misspecification Optimal...