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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).


9.30Registration
10.00 - 10.15Welcome
10.15 - 10.55Hedge 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 - 11.35Sorting 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 - 12.00Coffee break
12.00 - 12.40Equity 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 - 13.40Lunch
13.40 - 13.50Announcement of the Best Paper Award 2015
13.50 - 14.30Who 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 - 15.45Postersession
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 - 16.10Coffee break
16.10 - 16.50Who 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 - 17.30Mutual Fund Shareholder Letter Tone – Do Investors Listen?
Alexander Hillert, Alexandra Niessen-Ruenzi, Stefan Ruenzi (University of Mannheim)
Discussant: Marno Verbeek (Erasmus University Rotterdam)
AfterwardsFarewell Cocktails

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