11. Kölner Finanzmarktkolloquium, 2012, Köln (16.4.).- Partial Information about Contagion Risk and Portfolio Choice
Nicole Branger, Holger Kraft, Christoph Meinerding 5th Financial Risks International Forum, 2012, Paris (22.3. - 23.3.).- Pricing Two Trees When Mildes Infests the Orchard: How Does Contagion Affect General Equilibrium Asset Prices?
Nicole Branger, Holger Kraft, Christoph Meinerding Campus for Finance - Research Conference, 2012, Vallendar, Germany.- Asset Allocation in Markets with Contagion: The Interplay between Volatilities, Jump Intensities, and Correlations
Patrick Konermann, Christoph Meinerding, Olga Sedova
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2011 |
Joint Workshop of the ECB and the Bank of England: "Asset Pricing Models in the Aftermath of the Financial Crisis", 2011, Frankfurt (24.11.).- Pricing Two Trees When Mildes Infests the Orchard: How Does Contagion Affect General Equilibrium Asset Prices?
Nicole Branger, Holger Kraft, Christoph Meinerding 14th Conference of the Swiss Society for Financial Market Research (SGF), 2011, Zurich (8.4. - 8.4.).- Pricing Two Trees When Mildes Infests the Orchard: How Does Contagion Affect General Equilibrium Asset Prices?
Nicole Branger, Holger Kraft, Christoph Meinerding
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2010 |
Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2010, Hamburg (8.10. - 10.10.).- Pricing Two Trees When Mildes Infests the Orchard: How Does Contagion Affect General Equilibrium Asset Prices?
Nicole Branger, Holger Kraft, Christoph Meinerding - Optimal Portfolio Choice with Contagion Risk and Restricted Information
Nicole Branger, Holger Kraft, Christoph Meinerding 6th World Congress of the Bachelier Finance Society, 2010, Toronto (22.6. - 26.6.).- Optimal Portfolio Choice with Contagion Risk and Restricted Information
Nicole Branger, Holger Kraft, Christoph Meinerding 3rd Financial Risks International Forum, 2010, Paris (25.3. - 26.3.).- Optimal Portfolio Choice with Contagion Risk and Restricted Information
Nicole Branger, Holger Kraft, Christoph Meinerding 13th Conference of the Swiss Society for Financial Market Research (SGF), 2010, Zurich (19.3. - 19.3.).- Optimal Portfolio Choice with Contagion Risk and Restricted Information
Nicole Branger, Holger Kraft, Christoph Meinerding Midwest Finance Association Annual Meeting, 2010, Las Vegas (24.2. - 27.2.).- Robust Hedging - Simultaneous Use of Hedge Models
Nicole Branger, Christian Schlag, David Horn Brown Bag Seminar, 2010, Frankfurt am Main (3.2.).- Robust Hedging - Simultaneous Use of Hedge Models
Nicole Branger, Christian Schlag, David Horn American Finance Association, Annual Meeting, 2010, Atlanta. |
2009 |
16th Annual Meeting of the German Finance Association (DGF), 2009, Frankfurt am Main (9.10. - 10.10.).- Stochastic Volatility and Jumps: Exponentially Affine Yes or No? - An Empricial Analysis of S&P500 Dynamics
Katja Ignatieva, Paulo Rodrigues, Norman Seeger - Earning the Right Premium on the Right Factor in Portfolio Planning
Nicole Branger, Alexandra Hansis - The Dynamics of Risk-Neutral Implied Moments: Evidence from Individual Options
Alexandra Hansis, Christian Schlag, Grigory Vilkov - Asset Allocation in SVCJ Models: How much does model choice matter?
Nicole Branger, Alexandra Hansis 2009 European Meeting of the Econometric Society, 2009, Barcelona (23.8. - 27.8.).- Stochastic Volatility and Jumps: Exponentially Affine Yes or No? - An Empricial Analysis of S&P500 Dynamics
Katja Ignatieva, Paulo Rodrigues, Norman Seeger European Finance Association Annual Meeting, 2009, Bergen (19.8. - 22.8.).2009 Far East and South Asia Meeting of the Econometric Society, 2009, Tokio (3.8. - 5.8.).- Stochastic Volatility and Jumps: Exponentially Affine Yes or No? - An Empricial Analysis of S&P500 Dynamics
Katja Ignatieva, Paulo Rodrigues, Norman Seeger 15th International Conference on Computing in Economics and Finance, 2009, University of Technology, Sydney (15.7. - 17.7.).- Stochastic Volatility and Jumps: Exponentially Affine Yes or No? - An Empricial Analysis of S&P500 Dynamics
Katja Ignatieva, Paulo Rodrigues, Norman Seeger Econometric Society Australasian Meeting, 2009, Canberra (7.7. - 10.7.).- Stochastic Volatility and Jumps: Exponentially Affine Yes or No? - An Empricial Analysis of S&P500 Dynamics
Katja Ignatieva, Paulo Rodrigues, Norman Seeger 2009 Meeting of the Swiss Society of Economics and Statistics, 2009, Geneva (26.6. - 27.6.).- Stochastic Volatility and Jumps: Exponentially Affine Yes or No? - An Empricial Analysis of S&P500 Dynamics
Katja Ignatieva, Paulo Rodrigues, Norman Seeger Eastern Finance Association Annual Meeting, 2009, Washington, D.C. (29.4. - 2.5.).4th Tinbergen Institute Conference: , 2009, Rotterdam (13.3. - 14.3.).- What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?
Nicole Branger, Holger Kraft, Christoph Meinerding 58th Annual Meeting of the Midwest Finance Association (MFA) , 2009, Chicago, Illinois (4.3. - 7.3.).Southwestern Finance Association Annual Meeting, 2009, Oklahoma City, Oklahoma (25.2. - 28.2.).8. Kölner Finanzmarktkolloquium Asset Management, 2009, Köln.Campus for Finance, 2009, Vallendar.12th Conference of the Swiss Society for Financial Market Research (SGF), 2009, Geneva. |
2008 |
11th Symposium on Finance, Banking, and Insurance, 2008, Karlsruhe (17.12. - 19.12.).Seminar Series, Universitity of Southern Denmark, 2008, Odense (21.10. - 21.10.).Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2008, Münster (10.10. - 11.10.).5th World Congress of the Bachelier Finance Society, 2008, London (15.7. - 19.7.).Swiss Society for Financial Market Research, 2008, Zürich (11.4. - 11.4.).Eastern Finance Association Annual Meeting, 2008, St. Pete Beach, Florida (9.4. - 12.4.).Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF, 2008, Venedig (26.3. - 28.3.).Midwest Finance Association Annual Meeting, 2008, San Antonio (27.2. - 1.3.).Workshop Finance, Stochastics and Insurance, 2008, Bonn, Hausdorff Research Institute for Mathematics (25.2. - 29.2.).IX. Workshop on Quantitative Finance, 2008, Tor Vergata Universität, Rom.Campus for Finance, 2008, Vallendar.Campus for Finance, 2008, Vallendar. |
2007 |
French Finance Association International Meeting, 2007, Paris (20.12. - 21.12.).20th Australasian Finance and Banking Conference, 2007, Sydney (12.12. - 14.12.).- Optimal Life-Cycle Strategies in the Presence of Interest Rate and Inflation Risk
Raimond Maurer, Christian Schlag, Michael Stamos Southern Finance Association Annual Meeting 2007, 2007, Charleston (13.11. - 17.11.).Jahrestagung 2007 des Vereins für Socialpolitik, 2007, München (9.10. - 12.10.).Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2007, Dresden (28.9. - 29.9.).European Finance Association Annual Meeting, 2007, Ljubljana (22.8. - 25.8.).SITE Summer Workshop, 2007, Stanford (29.6. - 30.6.).- The Role of U.S. Trading in Pricing Internationally Cross-listed Stocks
Joachim Grammig, Michael Melvin, Christian Schlag French Finance Association Annual Meeting - AFFI, 2007, Bordeaux (27.6. - 29.6.).Eastern Finance Association - 43rd Annual Meeting, 2007, New Orleans, Louisiana (18.4. - 21.4.).10th Conference of the Swiss Society for Financial Market Research, 2007, Zürich (30.3. - 30.3.).Swiss Society for Economics and Statistics, Annual Meeting, 2007, St. Gallen (22.3. - 23.3.).Midwest Finance Association Annual Meeting, 2007, Minneapolis (21.3. - 24.3.).Southwestern Finance Associations Annual Meeting, 2007, San Diego (USA) (13.3. - 17.3.).Credit Risk Workshop, 2007, Riezlern.VIII Workshop on Quantitative Finance, 2007, Venice (26.01. - 27.01.).6. Kölner Finanzmarktkolloquium Asset Management, 2007, Köln (19.01.).Campus for Finance, 2007, Vallendar (10.01. - 11.01.). |
2006 |
Paris International Meeting on Finance, 2006, Paris (18.12. - 19.12.).19th Australasian Finance and Banking Conference, 2006, Sydney (13.12. - 15.12.).Southern Finance Association Annual Meeting 2006, 2006, Destin, FL, USA (15.11. - 18.11.).Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2006, Oestrich-Winkel (6.10. - 7.10.).Verein für Socialpolitik, 2006, Bayreuth (26.9. - 29.9.).European Finance Association - 33rd Annual Meeting, 2006, Zurich, Switzerland (23.8. - 26.8.).4th World Congress of the Bachelier Finance Society, 2006, Tokio (17.8. - 20.8.).European Summer Symposium in Financial Markets, 2006, Gerzensee (17.7. - 29.7.).Portuguese Finance Network, 2006, Porto (6.7. - 8.7.).European Financial Management Association (EFMA), 2006, Universidad Complutense, Madrid, Spain (28.6. - 1.7.).Association Française de Finance Annual Meeting, 2006, Poitiers (26.6. - 27.6.).12th International Conference on Computing in Economics and Finance, 2006, Limassol, Zypern (22.6. - 24.6.).Western Finance Association, 2006, Keystone (21.6. - 24.6.).Financial Management Association, European Meeting, 2006, Stockholm (7.6. - 10.6.).30th Anniversary of the Journal of Banking and Finance Conference, 2006, Peking University, Beijing, China (6.6. - 8.6.).Swiss Society for Financial Market Research, 2006, Zürich (7.4.).16th Annual Derivative Securities and Risk Measurement Conference, 2006, Arlington, Virginia (7.4. - 8.4.).DekaBank Workshop, 2006, Frankfurt (20.3.).Gesellschaft für Klassifikation (GfKl), 2006, Berlin (8.3. - 10.3.).- Optimal Portfolios When Volatility can Jump
Nicole Branger, Christian Schlag, Eva Schneider Credit Risk Workshop, 2006, Rietzlern.American Finance Association, 2006, Boston. |
2005 |
Paris International Meeting on Finance, 2005, Paris (19.12. - 20.12.).- Optimal Portfolios When Volatility can Jump
Nicole Branger, Christian Schlag, Eva Schneider 10th Symposium on Finance, Banking and Insurance, 2005, Karlsruhe (14.12. - 16.12.).Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2005, Augsburg (7.10. - 8.10.).- Optimal Portfolios When Volatility can Jump
Nicole Branger, Christian Schlag, Eva Schneider - Put Options Are Not Too Expensive - An Analysis of Path Peso Problems
Nicole Branger, Christian Schlag Verein für Socialpolitik, 2005, Bonn (27.9. - 30.9.).European Summer Symposium in Financial Markets, 2005, Gerzensee (23.7. - 29.7.).- Put Options Are Not Too Expensive - An Analysis of Path Peso Problems
Nicole Branger, Christian Schlag - Optimal Portfolios When Volatility can Jump
Nicole Branger, Christian Schlag, Eva Schneider Quantitative Finance: Developements, Applications and Problems, 2005, Cambridge (4.7. - 8.7.).European Financial Management Association (EFMA), 2005, Bocconi University, Mailand, Italy (29.6. - 2.7.).Western Finance Association, 2005, Portland (18.6. - 21.6.).- The Navigation of an Iceberg: The Optimal Use of Hidden Orders
Angelika Esser, Burkart Mönch 22nd Symposium on Banking and Monetary Economics, 2005, Strasbourg (16.6. - 17.6.).Verband der Hochschullehrer für Betriebswirtschaft, 2005, Kiel (18.5. - 21.5.).Swiss Society for Financial Market Research, 2005, Zürich (8.4.).Campus for Finance, 2005, Vallendar.- Tractable Hedging – An Implementation of Robust Hedging Strategies
Nicole Branger, Antje Mahayni - Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag
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2004 |
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2004, Tübingen (1.10. - 2.10.).European Investment Review, 2004, London (9.9. - 10.9.).European Finance Association, 2004, Maastricht (18.8. - 21.8.).- The Role of U.S. Trading in Pricing Internationally Cross-listed Stocks
Joachim Grammig, Michael Melvin, Christian Schlag - Tractable Hedging – An Implementation of Robust Hedging Strategies
Nicole Branger, Antje Mahayni Third World Congress Bachelier Finance Society, 2004, Chicago (21.7. - 24.7.).- Tractable Hedging – An Implementation of Robust Hedging Strategies
Nicole Branger, Antje Mahayni European Financial Management Association, 2004, Basel (30.6. - 3.7.).- Model Risk: A Conceptual Framework for Risk Measurement and Hedging
Nicole Branger, Christian Schlag - When are Static Superhedging Strategies Optimal?
Nicole Branger, Angelika Esser, Christian Schlag - Over-Allotment Options in IPOs on Germany’s Neuer Markt - An Empirical Investigation
Stefanie Franzke, Christian Schlag - Optimal Liquidation Strategies
Burkart Mönch - Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag - Tractable Hedging – An Implementation of Robust Hedging Strategies
Nicole Branger, Antje Mahayni - An Empirical Analysis of the Relation Between Stock and Option Trading Activity
Iskra Kalodera, Christian Schlag Western Finance Association, 2004, Vancouver (23.6. - 26.6.).- Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag Financial Management Association, European Meeting, 2004, Zürich (2.6. - 4.6.).- When are Static Superhedging Strategies Optimal?
Nicole Branger, Angelika Esser, Christian Schlag - Tractable Hedging – An Implementation of Robust Hedging Strategies
Nicole Branger, Antje Mahayni - Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag Swiss Society for Financial Market Research, 2004, Zürich (2.4. - 2.4.). |
2003 |
Australasian Finance Conference, 2003, Sydney (17.12. - 19.12.).- Optimal Liquidation Strategies
Burkart Mönch 10th Annual Meeting of the Deutsche Gesellschaft für Finanzwirtschaft, 2003, Mainz, Germany (10.10. - 11.10.).- Attainability of European Path Independent Claims in Incomplete Markets
Nicole Branger, Angelika Esser, Christian Schlag - Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag - Over-Allotment Options in IPOs on Germany’s Neuer Markt - An Empirical Investigation
Stefanie Franzke, Christian Schlag Verein für Socialpolitik, 2003, Zürich (30.9. - 3.10.).- Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag - Why is the Index Smile So Steep?
Nicole Branger, Christian Schlag - Over-Allotment Options in IPOs on Germany’s Neuer Markt - An Empirical Investigation
Stefanie Franzke, Christian Schlag EIASM-Workshop on Dynamic Strategies in Asset Allocation and Risk Management, 2003, Brüssel (26.9. - 27.9.).- Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag European Investment Review, 2003, Genf (25.9. - 26.9.).- Why is the Index Smile So Steep?
Nicole Branger, Christian Schlag - Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag - An Empirical Analysis of the Relation Between Stock and Option Trading Activity
Iskra Kalodera, Christian Schlag Money Macro and Finance Research Group, 2003, Cambridge (10.9. - 12.9.).- Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag - Why is the Index Smile So Steep?
Nicole Branger, Christian Schlag Gesellschaft für Operations Research, 2003, Heidelberg (3.9. - 5.9.).- Tractable Hedging – An Implementation of Robust Hedging Strategies
Nicole Branger, Antje Mahayni European Financial Management Association, 2003, Helsinki (25.6. - 28.6.).10th Global Finance Conference, 2003, Frankfurt (15.6. - 17.6.).Swiss Society for Financial Market Research, 2003, Zürich (4.4.).Frankfurt MathFinance Workshop, 2003, Frankfurt (2.4. - 4.4.).- Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag ERI / CfS Conference on Pensions and Long Run Investments, 2003, Frankfurt (20.3. - 20.3.).- Money Back Guarantee for Individual Pension Accounts: Evidence from the German Pension Reform
Raimond Maurer, Christian Schlag Gesellschaft für Klassifikation (GfKl), 2003, Cottbus (12.3. - 14.3.).- Why is the Index Smile So Steep?
Nicole Branger, Christian Schlag
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2002 |
Symposium on Finance, Banking, and Insurance, 2002, Karlsruhe (11.12. - 13.12.).- Why is the Index Smile So Steep?
Nicole Branger, Christian Schlag - Pricing Derivatives Using Cross-Entropy – An Economic Analysis
Nicole Branger Deutsche Gesellschaft für Finanzwirtschaft, 2002, Köln (4.10. - 5.10.).International Conference on Operations Research, 2002, Klagenfurt (2.9. - 5.9.).- Pricing Derivatives Using Cross-Entropy – An Economic Analysis
Nicole Branger European Finance Association, Doctoral Tutorial, 2002, Berlin (21.8.).Gesellschaft für Klassifikation, 2002, Mannheim (22.7. - 24.7.).- Quadratic Hedging
Julia Bondarenko, Nicole Branger, Angelika Esser, Christian Schlag Annual Conference of the Pension Research Council, 2002, Wharton School (22.4. - 23.4.).- Money Back Guarantee for Individual Pension Accounts: Evidence from the German Pension Reform
Raimond Maurer, Christian Schlag Annual Meeting of the European Investment Review, 2002, London.- Money Back Guarantee for Individual Pension Accounts: Evidence from the German Pension Reform
Raimond Maurer, Christian Schlag
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2001 |
Deutsche Gesellschaft für Finanzwirtschaft, 2001, Wien.- Pricing Derivatives Using Cross-Entropy – An Economic Analysis
Nicole Branger - Price Discovery in International Equity Trading
Joachim Grammig, Michael Melvin, Christian Schlag
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1999 |
8th Symposium on Finance, Banking, and Insurance, 1999, Karlsruhe (15.12. - 17.12.).- Untersuchung der Preisführerschaft im DAX am Beispiel eines Indexzertifikates
Nicole Branger, Tobias Kirchner
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