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11th Colloquium on Financial Markets

The 11th Colloquium on Financial Markets, organised by Prof. Dr. Alexander Kempf, took place on April 16th 2012 in Cologne. The discussion at the conference was centred around „Asset Management“. This year, the event was held at Generali Deutschland.

Impressions of the Colloquium can be found here.

We want to take the opportunity to thank all those who presented papers, who joined the discussion and all other participants who contributed with their presentations and comments to the success of the Colloquium. In particular we would like to thank the Generali Deutschland for its support and organization of the Colloquium.


9.30 UhrRegistration
10.00 - 10.15Introduction
10.15 - 10.55The war puzzle: contradictory effects of international conflicts on stock markets
Amelie Brune (Universität Zürich), Thorsten Hens (Universität Zürich), Marc Oliver Rieger (Universität Trier), Mei Wang (WHU Otto Beisheim School of Management)
Discussant: Neal Stoughton (WU Wien)
10.55 - 11.35Heuristic Portfolio Trading Rules with Capital Gain Taxes
Michael Gallmeyer (University of Virginia), Marcel Marekwica (Copenhagen Business School)
Discussant: Martin Wambach (Universität Hamburg)
11.35 - 11.45Best Paper Award 2012
11.45 - 13.00Lunch Break
13.00 - 13.40Strategic Mutual Fund Tournaments
Joseph Chen (UC Davis), Eric Hughson (Claremont McKenna College), Neal Stoughton (WU Wien)
Discussant: Thomas Post (Maastricht University)
13.40 - 14.40Postersession
Categorization Bias in the Stock Market
Philipp Krüger (Université de Genève), Augustin Landier (Toulouse School of Economics), David Thesmar (HEC Paris)
Inventory Risk in Credit Default Swap Markets
Yalin Gündüz (Deutsche Bundesbank), Julia Nasev (Universität zu Köln), Monika Trapp (Universität zu Köln)
High Order Smooth Ambiguity Preferences and Asset Prices
Julian Thimme (Universität Münster), Clemens Völkert (Universität Münster)
When Do Sell-Side Analysts Reports Really Matter? Shareholder Protection, Institutional Investors and the Importance of Equity Research
Daniel Arand (Universität Gießen), Alexander Kerl (Universität Gießen), Andreas Walter (Universität Gießen)
The Term Structure of Bond Market Liquidity Conditional on the Economic Environment: An Analysis of Government Guaranteed Bonds
Philipp Schuster (Karlsruher Institut für Technologie), Marliese Uhrig-Homburg (Karlsruher Institut für Technologie)
Are Two Business Degrees Better Than One? Evidence from Mutual Fund Managers’ Education
Laura Andreu (University of Zaragoza), Alexander Pütz (Universität zu Köln)
14.40 - 15.20Partial Information about Contagion Risk and Portfolio Choice
Nicole Branger (Universität Münster), Holger Kraft (Universität Frankfurt), Christoph Meinerding (Universität Frankfurt)
Discussant: Marcel Marekwica (Copenhagen Business School)
15.20 - 16.00Coffee Break
16.00 - 16.4016.40 - 17.20What Makes Investors Optimistic, What Makes Them Afraid?
Arvid O.I Hoffmann (Maastricht University), Thomas Post (Maastricht University)
Discussant: Mei Wang (WHU Otto Beisheim School of Management)
16.40 - 17.20Testing Rebalancing Strategies for Stock-Bond Portfolios: Where is the Value Added of Rebalancing?
Hubert Dichtl (alpha Portfolio Advisors GmbH), Wolfgang Drobetz (Universität Hamburg), Martin Wambach (Universität Hamburg)
Discussant: Christoph Meinerding (Universität Frankfurt)
followingFarewell Cocktails

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