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18. Kölner Finanzmarktkolloquium Asset Management

Das vom CFR unter der Leitung von Prof. Dr. Alexander Kempf organisierte 18. Kölner Finanzmarktkolloquium fand am 1. April 2019 in den Räumlichkeiten der Sparkasse KölnBonn in Köln statt.

Wir möchten uns an dieser Stelle herzlich bei allen Vortragenden, Diskutierenden und sonstigen Teilnehmenden bedanken, die durch ihre Präsentationen und Diskussionsbeiträge zu einer gelungenen Tagung beigetragen haben. Unser besonderer Dank gilt der Sparkasse KölnBonn für die Unterstützung bei der Organisation der Tagung.


9.30Registration
 
10.00 - 10.15Welcome
 
10.15 - 10.55Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?
Turan G. Bali (Georgetown University), Florian Weigert (University of St. Gallen)

Discussant: Daniel Schmidt (HEC Paris)
 
10.55 - 11.35In Military We Trust: The Effect of Managers' Military Background on Mutual Fund Flows
Alexander Cochardt, Stephan Heller, Vitaly Orlov (University of St. Gallen)

Discussant: Peter Limbach (University of Cologne)
 
11.35 - 12.00Coffee break
 
12.00 - 12.40Institutional Investors and the Time-Variation in Expected Stock Returns
Rüdiger Weber (University of Michigan)

Discussant: Laurent Barras (McGill University)
 
12.40 - 13.50Lunch
 
13.50 - 14.30The Parametrization of an International Equity Portfolio: A Decomposition of Global Momentum Returns
Christoph Reschenhofer (Vienna University of Economics and Business)

Discussant: Rüdiger Weber (University of Michigan)
 
14.30 - 15.50Postersession
 
A COAALA Model for Stock-Bond Return Co-Movement: Beware of the Beast with Four Tails
Anne-Florence Allard, Hamza Hanbali, Kristien Smedts (KU Leuven)
 
An Alternative Behavioral Explanation for the MAX Effect
Hannes Mohrschladt, Maren Baars (University of Münster)
 
Do Financial Misconduct Experiences Spur White-Collar Crime?
Steffen Andersen (Copenhagen Business School and CEPR), Tobin Hanspal (Goethe University Frankfurt), Kasper Meisner Nielsen (Copenhagen Business School and HKUST)
 
Heterogeneous Information Content of Global FX Trading
Angelo Ranaldo, Fabricius Somogyi (University of St. Gallen)
 
Jumps and the Correlation Risk Premium: Evidence from Equity Options
Nicole Branger, René Marian Flacke, T. Frederik Middelhoff (University of Münster)
 
Multivariate Crash Risk
Fousseni Chabi-Yo (University of Massachusetts), Markus Huggenberger (University of Mannheim), Florian Weigert (University of St.Gallen)
 
15.50 - 16.10Coffee break
 
16.10 - 16.50Price Matters: Spillover Effects of Fund Expenses on Funds in the Same Family
Mengqiao Du (University of Mannheim)

Discussant: Alexander Cochardt (University of St. Gallen)
 
16.50 - 17.30The Cross-Sectional Distribution of Fund Skill Measures
Laurent Barras (McGill University), Patrick Gagliardini (USI Lugano), Olivier Scaillet (University of Geneva)

Discussant: Florian Weigert (University of St. Gallen)
 
AfterwardsFarewell Cocktails

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