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CFR Research Workshop 2008

The CFR Research Workshop took place on April 21st, 2008 in Cologne at HDI-Gerling Versicherungen.

Impressions of the Workshop can be found here.

We want to take the opportunity to thank all participants who contributed with their presentations and comments to the success of the Workshop. In particular we would like to thank AmpegaGerling Asset Management for its support and organization of the Workshop.


15.30Welcome and presentation of the CFR
15.40Presentation:
'Erfolgsfaktoren in der Asset Allocation'
Prof. Dr. Alexander Kempf
16.20Presentation:
'Aktuelle Forschung am CFR'
Prof. Dr. Alexander Kempf
16.40 Posterpräsentationen mit der Möglichkeit zu Gesprächen mit den Mitgliedern des CFR Forschungsteams. Themen der Poster u.a.:

  • Werbung für Investmentfonds
  • Messung des systematischen Liquiditätsrisikos im Orderbuch
  • Optimierte Portfolios auf Basis von Analystenschätzungen
  • Determinanten und Implikationen von Fondsmanagergehältern
  • Managementstrukturen in der Fondsindustrie
  • Overconfidence bei institutionellen Investoren
  • SRI Investments: Performance und Ethikgehalt

CFR Sponsors      

Sponsor CFR Assistant Professorship Sustainable Finance

We would especially like to thank the sponsors whose donations made it possible to establish the Assistant Professorship for Sustainable Finance at the University of Cologne:

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