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CFR News 2008

19.12.2008
Program of the 8th Cologne Colloquium on Financial Markets
The program of the 8th Cologne Colloquium on Financial Markets is now online on the homepage of the CFR. The Colloquium will last the whole day and will take place on January 23rd 2009 at the Sparkasse KölnBonn. During this event six papers on "Asset Management" will be presented. You can find the program here.
15.12.2008
"The CAPM Relation for Inefficient Portfolios"
On Thursday, January 15th 2009, David Feldman from the University of New South Wales will give a talk on "The CAPM Relation for Inefficient Portfolios". The event will take place during the CFR Research Seminar from 4pm to 6pm in room 610a of the WiSo-building.
28.11.2008
"Ranking of Equity Mutual Funds: The Bias in Using Survivorship Bias-Free Datasets"
On Thursday, December 4th 2008, Hendrik Scholz from Katholische Universität Eichstätt-Ingolstadt will give a talk on "Ranking of Equity Mutual Funds: The Bias in Using Survivorship Bias-Free Datasets". The event will take place during the CFR Research Seminar from 4pm to 6pm in room 610a of the WiSo-building.
21.11.2008
"Risk-Adjusted Performance Measurement of Bond Funds"
On Thursday, November 27th 2008, Wolfgang Bühler from the University of Mannheim will give a talk on "Risk-Adjusted Performance Measurement of Bond Funds". The event will take place during the CFR Research Seminar from 4pm to 6pm in room 610a of the WiSo-building.
14.11.2008
"The Impact of Hidden Liquidity in Limit Order Books"
On Thursday, November 20th 2008, Stefan Frey from Eberhard Karls University Tübingen will give a talk on "The Impact of Hidden Liquidity in Limit Order Books". The event will take place during the CFR Research Seminar from 4pm to 6pm in room 610a of the WiSo-building.
07.11.2008
"The Power of Differentiation? - On the Incentive Effects of Bonus Plans"
On Thursday, November 13th 2008, Professor Dirk Sliwka from the University of Cologne will give a talk on "The Power of Differentiation? - On the Incentive Effects of Bonus Plans". The event will take place during the CFR Research Seminar from 4pm to 6pm in room 610a of the WiSo-building.
27.10.2008
8th Cologne Colloquium on Financial Markets - Call for Papers
On Friday, January 23th 2009, the 8th Cologne Colloquium on Financial Markets will take place. The conference will address current questions concerning asset management. You can find the Call for Papers here. The deadline for submission is October 31th, 2008. A Best Paper Award (2.000 Euro) is going to be given to the author(s) of the best paper presented at the conference, selected by the organizing committee based on the best combined marks from the programme committee.
24.10.2008
"Missing the Marks: Dispersion in Corporate Bond Valuations Across Mutual Funds"
On Thursday, November 6th 2008, Gjergji Cici from the College of William and Mary (USA) will give a talk on "Missing the Marks: Dispersion in Corporate Bond Valuations Across Mutual Funds". The event will take place during the CFR Research Seminar from 4pm to 6pm in room 610a of the WiSo-building.
17.10.2008
"International Price and Earnings Momentum"
On Thursday, October 23rd 2008, Harald Lohre from Union Investment Institutional GmbH will give a talk on "International Price and Earnings Momentum". The event will take place during the CFR Research Seminar from 4pm to 6pm in room 610a of the WiSo-building.
10.10.2008
CFR Working Paper Accepted for Publication
The CFR Working Paper No. 04-04 "Role of managerial incentives and discretion in hedge fund performance" by CFR Research team member Vikas Agarwal (jointly with Narayan Y. Naik and Naveen D. Daniel) has been accepted for publication in the Journal of Finance.
01.10.2008
"Uncommon Value: The Investment Performance of Contrarian Funds"
On Thursday, Oktober 16th 2008, Russ Wermers from the University of Maryland (USA) will give a talk on "Uncommon Value: The Investment Performance of Contrarian Funds". The event will take place during the CFR Research Seminar from 10am to 12am in room 610a of the WiSo-building.
30.09.2008
CFR Research Seminar programme online
The programme of the CFR Research Seminar is now online on the homepage of the CFR. At the CFR Research Seminar national and international academics present their findings.
14.08.2008
CFR Junior Professorship (W1)
At the Department of Finance at the University of Cologne the post of a CFR Junior Professor (W1) in Investments will be available. You will find further information here.
13.08.2008
CFR Working Paper Accepted for Publication
The CFR Working Paper No. 06-08 "The Poole Analysis in the New Open Economy Macroeconomic Framework" by CFR Research team member Mathias Hoffmann (jointly with Bernd Kempa) has been accepted for publication in the Review of International Economics.
29.07.2008
New Member of the CFR Research Team
We are proud to welcome Stefan Frey at the CFR. His research focuses on topics in empirical market microstructure and porfolio management.
18.07.2008
CFR Working Paper Accepted for Publication
The CFR Working Paper No. 07-13 "SRI Funds: Nomen est Omen" by CFR Research team members Alexander Kempf and Peer Osthoff has been accepted for publication in the Journal of Business Finance and Accounting.
20.06.2008
Postbank Finance Award for CFR Student Group Members
Finance AwardThree members of our CFR Student Group, Christian Maschner, Jonas Nahry und Erik Yankulin, have placed second in the 2008 Postbank Finance Award. They have received the award for their empirical study on hedge funds and privat investors.
19.06.2008
"Dividends and Debt in Pyramidal Structures: Evidence from France"
On Thursday, July 03rd 2008, Ulrich Hege (Department of Finance & Economics HEC Paris, France) will give a talk on "Dividends and Debt in Pyramidal Structures: Evidence from France". The event will take place during the CFR Research Seminar from 4pm to 6pm in room 610a of the WiSo-building.
18.06.2008
CFR Student Group event on June 23rd
The CFR Student Group and Sal. Oppenheim jr. & Cie. KGaA have the pleasure to invite you to the presentation on "Portfoliooptimierung nach Markowitz – Fallstricke in der Praxis" on June 23rd at 7pm. The event will take place in the Repetitorium Hemmer, Zülpicher Str. 58, 50674 Cologne (1st Floor). After the presentation you will have the opportunity to inform yourself about a possible career and work placements at Sal. Oppenheim jr. & Cie. KGaA.
13.06.2008
"Political Connections and the Allocation of Procurement Contracts"
On Thursday, June 19th 2008, Jörg Rocholl (European School of Management and Technology (ESMT), Berlin) will give a talk on "Political Connections and the Allocation of Procurement Contracts". The event will take place during the CFR Research Seminar from 4pm to 6pm in room 610a of the WiSo-building.
05.06.2008
New Research Team Member at the CFR
We are proud to welcome Laura Starks as a Research Fellow at the CFR. Laura Starks is the Charles E. and Sarah M. Seay Regents Chair of Finance and Chairman of the Department of Finance at the University of Texas at Austin. Her recent research focuses on the evaluation, compensation and performance of portfolio managers and the role of institutional investors in markets and corporate governance. Her papers have been published in top-ranked journals and she has received a number of awards for her research.
03.06.2008
CFR Working Paper Accepted for Publication
The CFR Working Paper No. 07-02 "Employment Risk, Compensation Incentives and Managerial Risk Taking - Evidence from the Mutual Fund Industry" by CFR Research team members Alexander Kempf, Stefan Ruenzi und Tanja Thiele has been accepted for publication in the Journal of Financial Economics.
02.06.2008
CFR Student Group Event on June 9th
The CFR Student Group and Oliver Wyman have the pleasure to invite you to the presentation on "Hedge Fund Working Group: Entwicklung eines Best Practice Industriestandards" on June 9th at 7pm. The event will take place in the Repetitorium Hemmer, Zülpicher Str. 58, 50674 Cologne (1st Floor). After the presentation you will have the opportunity to inform yourself about a possible career and work placements at Oliver Wyman.
30.05.2008
"Negotiation under the Threat of an Auction: Friendly Deals, ex-ante Competition and Bidder Returns"
On Thursday, June 5th 2008, Nihat Aktas from Université catholique de Louvain (Belgium) will give a talk on "Negotiation under the Threat of an Auction: Friendly Deals, ex-ante Competition and Bidder Returns". The event will take place during the CFR Research Seminar from 4pm to 6pm in room 610a of the WiSo-building.
14.05.2008
CFR Student Group field trip to NRW.Bank on May 19th
On Monday, May 19th 2008, the CFR Student Group organizes a field trip to NRW.Bank at Düsseldorf. During the visit at NRW.Bank there will be a guided tour through the trading floor. For enrolement, please contact Jonas Nahry (jonas_ny@yahoo.de) until May 16th 12 a.m.
05.05.2008
"Syndication to Overcome Transaction Costs of Cross-border Investments? Evidence from a Worldwide Private Equity Deals’ Dataset"
We have the pleasure to welcome Tereza Tykvova on May 8th 2008 from 4pm to 6pm at the CFR Research Seminar. Tereza Tykvova lectures and researches at the ZEW (Mannheim). At the CFR Research Seminar she will give a talk on "Syndication to Overcome Transaction Costs of Cross-border Investments? Evidence from a Worldwide Private Equity Deals’ Dataset".
29.04.2008
CFR Student Group event on May 5th
The CFR Student Group and alpha portfolio advisors have the pleasure to invite you to the presentation on "Erfolgsfaktoren im aktiven Management" on May 5th at 7pm. The event will take place in the Repetitorium Hemmer, Zülpicher Str. 58, 50674 Cologne (1st Floor). After the presentation you will have the opportunity to inform yourself about a possible career and work placements at alpha portfolio advisors.
18.04.2008
"Valuable Information and Costly Liquidity: Evidence from Individual Mutual Fund Trades"
On Thursday, April 24th 2008, Susan Christoffersen from McGill University (Canada) will give a talk on "Valuable Information and Costly Liquidity: Evidence from Individual Mutual Fund Trades". The event will take place during the CFR Research Seminar from 4pm to 6pm in room 610a of the WiSo-building.
09.04.2008
Best Paper Award for CFR Research Team Members
Three members of our research team, Michaela Bär, Alexandra Niessen und Stefan Ruenzi, have received the "Emerald Best Student Paper Award" of the "Academy of Management" (category "Gender and Diversity in Organizations") for their CFR Working Paper No. 07-16 "The Impact of Work Group Diversity on Performance: Large Sample Evidence from the Mutual Fund Industry".
08.04.2008
CFR Working Paper accepted for publication
The CFR Working Paper No. 08-01 "Setting a Fox to Keep the Geese - Does the Comply-or-Explain Principle Work?" by CFR research team member Erik Theissen (jointly with Christian Andres) has been accepted for publication in the Journal of Corporate Finance.
04.04.2008
CFR Research Seminar programme online
The programme of the CFR Research Seminar is now online on the homepage of the CFR. At the CFR Research Seminar national and international academics present their findings.
19.03.2008
CFR Working Paper accepted for publication
The CFR Working Paper No. 08-03 "How do Commodity Futures Respond to Macroeconomic News?" by CFR research team members Dieter Hess and Alexandra Niessen (jointly with He Huang) has been accepted for publication in "Financial Markets and Portfolio Management".
05.03.2008
Award for CFR Research Team Member
Stefan Ruenzi will receive a "Best Paper Award" of the Southwestern Finance Association for his CFR Working Paper No. 06-11 "Why Managers Hold Shares of Their Firm: An Empirical Analysis", a joined work with Ulf von Lilienfeld-Toal.
08.02.2008
Best Paper Award for CFR Research Team Members
Two members of our research team, Dieter Hess and Alexandra Niessen, have received the "Best Paper Award" of the Midwest Finance Association (category "Market Microstructure") for their CFR Working Paper No. 07-03 "The Early News Catches the Attention: On the Relative Price Impact of Similar Economic Indicators". The award will be presented on March 1st 2008 at the 57th annual meeting in San Antonio, Texas.
25.01.2008
Impressions of the 7th Cologne Colloquium on Financial Markets online
The pictures of the 7th Cologne Colloquium on Financial Markets "Asset Management" are now available on the CFR homepage.
21.01.2008
"The Success of Structured Financial Products in Switzerland: The Case of Multi Reverse Convertibles with Barrier Protection"
On Thursday, January 24th 2008, Martin Wallmeier (University of Fribourg, Switzerland) will give a talk on "The Success of Structured Financial Products in Switzerland: The Case of Multi Reverse Convertibles with Barrier Protection". The event will take place during the CFR Research Seminar from 4pm to 6pm in room 610a of the WiSo-building.
14.01.2008
New member at the CFR
We are proud to welcome Daniel Simon as a new member of our Research Team.
11.01.2008
7th Cologne Colloquium on Financial Markets
On Friday, January 18th, the 7th Cologne Colloquium on Financial Markets will take place. The Conference will address current questions concerning asset management and is aimed at academics and practitioners. The Colloquium on Financial Markets will last the whole day and will be held at the Sparkasse KölnBonn right in central Cologne. In order to participate in the Colloquium, enrolment is required. Enrolment on this homepage is possible until January 16th.
04.01.2008
"Bankers on the Boards of German Firms: What they do, what they are worth, and why they are (still) there"
We have the pleasure to welcome Professor Ernst Maug on January 10th 2008 from 4pm to 6pm at the CFR Research Seminar. Ernst Maug will present his paper "Bankers on the Boards of German Firms: What they do, what they are worth, and why they are (still) there". He lectures and researches at the University of Mannheim (Germany).




Responsible for content in the sense of § 18 para. 2 MStV:
Dr. Alexander Pütz
Centre for Financial Research (CFR)
Albertus-Magnus-Platz
50923 Köln
puetz@cfr-cologne.de

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