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Call for papers: 13th Colloquium on Financial Markets PDF Drucken E-Mail
Geschrieben von: Rouven Wiegard   
Donnerstag, den 08. August 2013 um 14:50 Uhr

Call for Papers
13th Colloquium on Financial Markets
Asset Management
April 7th, 2014, Cologne

Topic: The colloquium provides a unique platform to discuss the latest issues in asset management. We particularly encourage submissions of papers on all areas of asset management, such as mutual and hedge funds, pension funds and ETFs, trading strategies, investor behavior, empirical asset pricing, asset allocation, and risk management. However, there is no restriction on these topics.

Concept: The 13th Colloquium on Financial Markets addresses both academics and practitioners interested in the field of asset management. There will be presentations and a separate poster session. To provide a workshop atmosphere, the number of participants is limited. We expect participants to be willing to discuss one other paper.The conference language is English.

Best Paper Award: Papers accepted for presentation at the conference are eligible for the Best Paper Award which carries a cash prize of € 2.000.

Submission: Please submit your paper as pdf file via email to Diese E-Mail-Adresse ist gegen Spambots geschützt! JavaScript muss aktiviert werden, damit sie angezeigt werden kann. . The cover page of your submission should include the title, the names of the authors, their addresses, phone numbers, and email addresses. The following page should contain the title and an abstract, leaving no hint on the authors’ identities. If you would like to apply merely for the poster session, an extended abstract is sufficient for the review process.

Schedule: The deadline for submissions is January 15, 2014. The papers will be double-blind reviewed by a distinguished referee panel. Authors will be notified about the outcome by the end of February 2014.

Registration: The conference fee is € 75. If you are interested in attending, please apply via

Information: For further information, please visit our website or contact Stefan Jaspersen ( Diese E-Mail-Adresse ist gegen Spambots geschützt! JavaScript muss aktiviert werden, damit sie angezeigt werden kann. ).

Geschrieben von: Rouven Wiegard   
Mittwoch, den 07. August 2013 um 12:42 Uhr

Essen, October 9-11, 2013


Energy markets and related products are developing in many directions and for various reasons. In recent years we have witnessed the emergence of new global marketplaces for electricity, gas, weather derivatives and emissions. The development of some of these markets is a consequence of changes in regulation – for instance the increase of the market share in renewables – and oth-ers due to the emergence of energy products as an important asset class. The aim of the confer-ence is to contribute to the ongoing international dialogue among academics, practitioners, policy-makers, and energy companies.


  • Financial and economic analysis of oil, gasoil, natural gas, coal, carbon, electricity and related energy markets
  • Derivative pricing and hedging of energy derivatives
  • Risk management in the energy sector
  • Real option analysis of investment and financing of renewable energy projects


  • Weather Derivative
  • Energy in the Gulf States

The three-day conference will feature invited speakers and contributed talks. We invite all inter-ested researchers to send in papers for consideration to be presented at the conference. Please submit extended abstracts or papers in pdf or word format to Rüdiger Kiesel ( Diese E-Mail-Adresse ist gegen Spambots geschützt! JavaScript muss aktiviert werden, damit sie angezeigt werden kann. ) by SEPTEMBER 1, 2013.

We are happy to announce that a special issue of the Journal of Energy Markets will be published with papers from the conference. All speakers at the conference are invited to submit their papers to this special issue. Submitted papers will undergo the usual refereeing process.
There will be a “Best paper award” sponsored by RWE Supply & Trading for a paper with a high potential for industrial applications and the “DK Gupta Memorial best PhD paper awards” spon-sored by R-square RiskLab.

Rene Carmona (Princeton University), Wolfgang Härdle (Humboldt University), Fred Espen Benth (University of Oslo), Sjur Westgaard (Norwegian University of Science and Technology, Trond-heim), Luca Taschini (London School of Economics), Sebastian Jaimungal (University of Toron-to), Chitro Majumdar (R-square RiskLab).


The event is organized jointly between the Chair for Energy Trading (Rüdiger Kiesel), the Chair for Energy Economics (Christoph Weber), the Centre of Mathematics for Applications (CMA) at the University of Oslo (Fred Espen Benth) and University College London (Álvaro Cartea).


Journal of Forecasting: Special Issue on Forecasting Financial Markets PDF Drucken E-Mail
Geschrieben von: Hans-Jörg von Mettenheim   
Montag, den 15. Juli 2013 um 13:45 Uhr

The financial crisis of the past few years has shown the need for new and improved forecasting models of markets in volatile times. The special issue aims to provide a high quality focus upon recent theoretical and empirical contributions in the area of financial forecasting, and will address topics such as:

  • Methodological contributions to forecasting financial markets
  • Evaluations of Linear and non-linear forecasts
  • Forecasts of extreme events and crises
  • Forecasting in the high-frequency domain
  • Evaluation of forecasts with respect to financial performance measures

This special issue is partly in relation to the 20th International Conference on Forecasting Financial Markets, which was held in Hanover, Germany, 29th – 31st May 2013. But, submissions need not be presented at the conference to be considered for publication in the special issue.

The deadline for submissions to the special issue is 31st of July 2013. Papers should be submitted online at the homepage of the Journal of Forecasting together with a cover letter indicating that they are intended for the special issue. All papers will be subject to the usual refereeing standards of the Journal.

Guest Editors:
Michael H. Breitner, Leibniz University of Hanover
Christian Dunis, Horus Partner Wealth Management Group, Geneva
Hans-Jörg von Mettenheim, Leibniz University of Hanover
Christopher Neely, Federal Reserve St. Louis
Georgios Sermpinis, University of Glasgow

Arbeitsgruppe Finanzwirtschaft und Finanzinstitutionen PDF Drucken E-Mail
Geschrieben von: Hans-Jörg von Mettenheim   
Dienstag, den 21. Mai 2013 um 10:37 Uhr

Sehr geehrte Damen und Herren,
im Rahmen der 20th Forecasting Financial Markets Conference 2013 (20th FFM) vom 29.-31. Mai 2013 in Hannover (Leibnizhaus, Holzmarkt 5, 30159 Hannover), wird eine Reaktivierung der

Arbeitsgruppe Finanzwirtschaft und Finanzinstitutionen
der Gesellschaft für Operations Research (GOR AG FiFi)

stattfinden, zu der ich Sie - gemeinsam mit Prof. Dr. Daniel Rösch, Universität Regensburg - sehr herzlich einlade.

Termin: Freitag, 31.5.13, 11:00 Uhr (s.t.)
Ort: Leibnizhaus, Holzmarkt 5, 30159 Hannover
Adressaten: GOR Mitglieder und alle Finance Interessierten (potentielle GOR Mitglieder ... :-))

Gemeinsam mit Prof. Rösch will ich

  • Ihnen die GOR AG FiFi vorstellen (Zweck & Aktivitäten)
  • Ihnen kurz das Hannover Center of Finance e.V. ( vorstellen
  • mit Ihnen eine neue Leitung der GOR AG FiFi wählen und
  • über eine Reaktivierung und Aktivitäten der GOR AG FiFi diskutieren.

Im Anschluss an die GOR AG FiFi Sitzung sind Sie herzlich zum Lunch der 20th FFM eingeladen und haben Gelegenheit, ca. 100 internationale Wissenschaftler zu treffen.

Anmerkungen zur GOR und GOR AG Fifi:
Die Gesellschaft für Operations Research (GOR) kann auf eine bemerkenswert lange Geschichte zurückblicken, die mit dem Arbeitskreis Operations Research (AKOR, gegründet 1956) und der Deutschen Gesellschaft für Unternehmensforschung (DGU, 1961) ihren Anfang nahm. Im Jahr 1972 verschmolzen AKOR und DGU zur Deutschen Gesellschaft für Operations Research (DGOR). Ab 1979, dem Jahr, in dem die Gesellschaft für Mathematik, Ökonomie und Operations Research (GMÖOR) gegründet wurde, existierten in Deutschland parallel zwei verschiedene Gesellschaften zur Förderung des Operations Research. Hierbei galt die DGOR als eher praxis- und managementorientiert, während die GMÖOR den mehr theoretischen und mathematisch orientierten Zweig des Operations Research repräsentierte. Im Jahr 1998 schlossen sich DGOR und GMÖOR dann zur GOR zusammen. Heute hat die GOR insgesamt etwa 1.200 Mitglieder: Einzelpersonen und Institutionen aus Wissenschaft, Industrie und Verwaltung primär aus dem deutschsprachigen Raum, d.h. viele auch aus der Schweiz und Österreich.

Die GOR Arbeitsgruppe Finanzwirtschaft und Finanzinstitutionen ist eine der ältesten AGs der GOR, da im Forschungsgebiet Finance in seiner ganzen Breite mathematische Modelle, Theorien und Methoden dominieren und primär quantitativ geforscht wird.

Einstweilen beste Grüße, Ihr

Prof. Dr. Michael H. Breitner

Zuletzt aktualisiert am Dienstag, den 21. Mai 2013 um 10:42 Uhr
Call for Papers: 4th CEQURA Conference PDF Drucken E-Mail
Geschrieben von: Rouven Wiegard   
Freitag, den 17. Mai 2013 um 19:59 Uhr

Call for Papers
4th CEQURA Conference on

Advances in Financial and Insurance Risk Management
September 23–24, 2013

The 4th CEQURA Conference on Advances in Financial and Insurance Risk Management, organized by the Society for Financial and Insurance Econometrics and in collaboration with the Montreal Institute of Structured Products and Derivatives and Bayerisches Finanz Zentrum, provides a platform for presenting and discussing current developments in research and industry, and fosters the exchange between academics and practitioners from the risk management community.

Both academics and practitioners are encouraged to participate. To present theoretical or applied research work, please submit an abstract (200–400 words) by June 10, 2013.

Submissions in all areas of financial and insurance risk management are welcome. Topics of
interest include:

  • Market, credit, operational, liquidity, and energy risk
  • Stress testing and scenario analysis
  • Systemic risk in banking and insurance
  • Solvency II and Basel III
  • Dependence modeling
  • Risk dynamics
  • Real- and financial-sector interactions

Junior Research Workshop on September 25, 2013

For more information on the conference and the submission of abstracts, please visit the conference website at or write an e-mail to Diese E-Mail-Adresse ist gegen Spambots geschützt! JavaScript muss aktiviert werden, damit sie angezeigt werden kann.

Program committee: Francesca Biagini, Martin Boyer, Volker Deville, Christian Dorion, Matthias Fengler, Markus Haas, Elmar Helten, Teo Jasic, Thilo Meyer-Brandis, Stefan Mittnik, Gernot M¨uller, Yarema Okhrin, Marc Paolella, Sandra Paterlini, Dietmar Pfeifer, Svetlozar Rachev, Andreas Richter, Frank Romeike, Gerhard Stahl, David Veredas, Tom Wilson, Serkan Yener, Tina Yener

The conference will take place at the Kardinal Wendel Haus, which is centrally located in Munich. Please note: The workshop takes place during the Munich Oktoberfest, which is a major tourist attraction making it difficult to find hotel rooms. Although a number of rooms have been set aside for workshop participants at the Kardinal Wendel Haus, early reservation is recommended. For room reservations please contact: Diese E-Mail-Adresse ist gegen Spambots geschützt! JavaScript muss aktiviert werden, damit sie angezeigt werden kann.

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