14. Kölner Finanzmarktkolloquium Asset Management
Das vom CFR unter Leitung von Prof. Dr. Alexander Kempf organisierte 14. Kölner Finanzmarktkolloquium fand am 20. April 2015 ganztägig in den Räumlichkeiten der Kreissparkasse Köln in Köln statt. Schwerpunktthema der Tagung war „Asset Management“.
Im Rahmen des Kolloquiums wurde die beste Einreichung mit einem Best Paper Award ausgezeichnet. Der Preis ist mit 2.000 Euro dotiert gewesen.
Impressionen vom Kolloquium finden Sie hier.
Für Fragen zur Veranstaltung wenden Sie sich bitte an Herrn Stefan Jaspersen (jaspersen@cfr-cologne.de).
| 9.30 | Registration |
| 10.00 - 10.15 | Welcome |
| 10.15 - 10.55 | Hedge Fund Flows and Performance Streaks: How Investors Weigh Information Guillermo Baquero (ESMT European School of Management and Technology Berlin), Marno Verbeek (Erasmus University Rotterdam) Discussant: Florian Weigert (University of St. Gallen) |
| 10.55 - 11.35 | Sorting Out Low Volatility Stocks: Disentangling Specific and Systematic Risk Components Felix Goltz (EDHEC Business School Nice), Wan Ni Lai (Kedge Business School Marseille) Discussant: Alexander Pütz (University of Cologne) |
| 11.35 - 12.00 | Coffee break |
| 12.00 - 12.40 | Equity Premium Prediction: Are Economic and Technical Indicators Instable? Fabian Bätje (Leibniz University Hannover), Lukas Menkhoff (Kiel Institute for the World Economy) Discussant: Wan Ni Lai (Kedge Business School Marseille) |
| 12.40 - 13.40 | Lunch |
| 13.40 - 13.50 | Announcement of the Best Paper Award 2015 |
| 13.50 - 14.30 | Who are the Value and Growth Investors? Sebastien Betermier (McGill University), Laurent E. Calvet (HEC Paris), Paolo Sodini (Stockholm School of Economics) Discussant: Stephan Jank (Frankfurt School of Finance and Management) |
| 14.30 - 15.45 | Postersession |
| Ambiguous Long Run Risks Nicole Branger (Westfälische Wilhelms-University Münster), Julian Thimme (Goethe-University Frankfurt) | |
| Do Mutual Funds Outperform During Recessions? International (Counter-)Evidence Christopher Fink, Katharina Raatz (University of Mannheim), Florian Weigert (University of St. Gallen) | |
| Bayesian Regularization of Portfolio Weights Christoph Frey, Winfried Pohlmeier (University of Konstanz) | |
| Consumption-Based Asset Pricing with Rare Disaster Risk Joachim Grammig, Jantje Sönksen (University of Tübingen) | |
| The Use of Correlation Networks in Parametric Portfolio Policies Harald Lohre (Deka Investment GmbH), Jochen Papenbrock (Firamis and PPI AG), Muddit Poonia (Indian Institute of Technology Kharagpur) | |
| Drivers of Sovereign Recovery Risk Marcel Müller, Marliese Uhrig-Homburg (Karlsruhe Institute of Technology) | |
| 15.45 - 16.10 | Coffee break |
| 16.10 - 16.50 | Who Trades on Momentum? Markus Baltzer (Deutsche Bundesbank), Stephan Jank (Frankfurt School of Finance and Management), Esad Smajlbegovic (University of Mannheim) Discussant: Laurent E. Calvet (HEC Paris) |
| 16.50 - 17.30 | Mutual Fund Shareholder Letter Tone – Do Investors Listen? Alexander Hillert, Alexandra Niessen-Ruenzi, Stefan Ruenzi (University of Mannheim) Discussant: Marno Verbeek (Erasmus University Rotterdam) |
| Afterwards | Farewell Cocktails |
