Konferenzteilnahmen und Vorträge

2019

  • M. Naumann
    "Volatility and dispersion of hourly electricity contracts on the continuous intraday market"
    26. Jahrestagung der Deutschen Gesellschaft für Finanzwirtschaft (DGF)
    Essen, 28.09.2019.
  • D. Shkel
    "Model Risk in a Rough World"
    Vienna Congress on Mathematical Finance
    Wien, 10.09.2019.
  • S. Wessels
    "Performance-Based Estimation of Issuer Margins in Structured Financial Products"
    Internationales Doktorandenseminar (IDS)
    Bayreuth, 06.07.2019.
  • D. Shkel
    "Model Risk in a Rough World"
    Internationales Doktorandenseminar (IDS)
    Bayreuth, 05.07.2019.
  • R. Baule
    "Counterparty Risk Allocation"
    28th European Financial Management Associaton Conference (EFMA)
    Ponta Delgada, 26.06.2019.
  • P. Münchhalfen
    "Disclosure Policies for the Issuer Estimated Value—Facts and Fiction"
    28th European Financial Management Associaton Conference (EFMA)
    Ponta Delgada, 26.06.2019.
  • P. Münchhalfen
    "Disclosure Policies for the Issuer Estimated Value—Facts and Fiction"
    36th International Conference of the French Finance Association (AFFI)
    Québec, 17.06.2019.
  • P. Münchhalfen
    "Disclosure Policies for the Issuer Estimated Value—Facts and Fiction"
    81. Jahrestagung des Verbandes der Hochschullehrer für Betriebswirtschaft (VHB)
    Rostock, 12.06.2019.
  • S. Wessels
    "Performance-Based Estimation of Issuer Margins in Structured Financial Products"
    9th General Advanced Mathematical Methods in Finance Conference (AMaMeF)
    Paris, 12.06.2019.
  • D. Shkel
    "Model Risk in a Rough World"
    9th General Advanced Mathematical Methods in Finance Conference (AMaMeF)
    Paris, 11.06.2019.
  • M. Naumann
    "Volatility of Hourly Electricity Contracts on the Continuous Intraday Market"
    6th European Conference on Data Analysis (ECDA)
    Bayreuth, 18.03.2019.
  • P. Rosenthal
    "Minimum MSE Hedging of Complex Financial Retail Structured Products in Discrete Time"
    6th European Conference on Data Analysis (ECDA)
    Bayreuth, 18.03.2019.
  • M. Naumann
    "Volatility of Hourly Electricity Contracts on the Continuous Intraday Market"
    Workshop der Financial Management and Financial Institutions Working Group der Gesellschaft für Operations Research (GOR AG FIFI)
    Lemgo, 01.02.2019.
  • P. Rosenthal
    "Minimum MSE Hedging of Complex Financial Retail Structured Products in Discrete Time"
    Workshop der Financial Management and Financial Institutions Working Group der Gesellschaft für Operations Research (GOR AG FIFI)
    Lemgo, 01.02.2019.
  • D. Shkel
    "Model Risk and Model Choice in the Case of Barrier Options"
    18th Winter School on Mathematical Finance
    Lunteren, 21.01.2019.

2018

  • D. Shkel
    "Model Risk and Model Choice in the Case of Barrier Options"
    Southern Finance Association (SFA) Annual Meetings 2018
    Asheville, 17.11.2018.
  • S. Wessels
    "Performance Measurement for Option Portfolios in a Stochastic Volatility Framework"
    Southern Finance Association (SFA) Annual Meetings 2018
    Asheville, 15.11.2018.
  • S. Wessels
    "Performance Measurement for Option Portfolios in a Stochastic Volatility Framework"
    2018 Financial Management Association (FMA) Annual Meeting
    San Diego, 11.10.2018.
  • D. Shkel
    "Model Risk and Model Choice in the Case of Barrier Options"
    Doktorandenworkshop der Deutschen Gesellschaft für Finanzwirtschaft (DGF)
    Trier, 20.09.2018.
  • P. Rosenthal
    "Zeitdiskretes Hedging von Bonuszertifikaten"
    Internationales Doktorandenseminar (IDS)
    Hagen, 06.07.2018.
  • D. Shkel
    "Model Risk and Model Choice in the Case of Barrier Options"
    European Financial Management Association Annual Meetings 2018 (EFMA)
    Mailand, 29.06.2018.
  • S. Wessels
    "Performance Measurement for Option Portfolios in a Stochastic Volatility Framework"
    80. Jahrestagung des Verbandes der Hochschullehrer für Betriebswirtschaft e.V. (VHB)
    Magdeburg, 24.05.2018.
  • D. Shkel
    "Model Risk and Model Choice in the Case of Barrier Options"
    35th Annual Conference of the French Finance Association (AFFI)
    Paris, 22.05.2018.

2017

  • R. Baule
    "Risk Measures and Counterparty Risk"
    5th Annual Conference Risk Governance
    Siegen, 05.10.2017.
  • D. Shkel
    "Is Model Risk Worth Worrying About? Empirical Model Risk Quantification in the Case of Bonus Certificates"
    4th European Conference on Data Analysis (ECDA) 2017
    Breslau, 28.09.2017.
  • M. Tieves
    "Volatility Discovery and Volatility Quoting on Markets for Options and Warrants"
    2017 Derivatives Markets Conference
    Auckland, 11.08.2017.
  • D. Shkel
    "Der Issuer Estimated Value und das Modellrisiko bei Bonuszertifikaten"
    Internationales Doktorandenseminar (IDS)
    Passau, 01.07.2017.
  • M. Tieves
    "Information Shares in Stationary Time Series and Global Volatility Discovery"
    34th International Conference of the French Finance Association (AFFI)
    Valence, 31.05.2017.
  • S. Wessels
    "Performance Measurement for Option Portfolios"
    Workshop der Financial Management and Financial Institutions Working Group der Gesellschaft für Operations Research
    (GOR AG FIFI)
    Magdeburg, 30.03.2017.

2016

  • M. Tieves
    "Information Shares in Stationary Time Series and Global Volatility Discovery"
    6th Auckland Finance Meeting
    Auckland, 17.12.2016.
  • R. Baule
    "Wie nachhaltig sind die Baseler Eigenkapitalvorschriften?"
    Tagung Nachhaltigkeit in Bank- und Finanzwirtschaft
    Hagen, 04.11.2016.
  • R. Baule
    "Risikosensitivität und Zyklizität regulatorischer Eigenkapitalvorschriften"
    4. Jahrestagung Risk Governance
    Siegen, 13.10.2016.
  • S. Wessels
    "Performancemessung von Optionsportfolios"
    Internationales Doktorandenseminar (IDS)
    Nürnberg, 08.07.2016.
  • R. Baule
    "Risikosensitivität und Zyklizität regulatorischer Eigenkapitalvorschriften"
    Göttinger Workshop Finanzwirtschaft
    Göttingen, 23.04.2016.
  • M. Tieves
    "Information Shares in Stationary Time Series"
    Workshop der Financial Management and Financial Institutions Working Group der Gesellschaft für Operations Research
    (GOR AG FIFI
    )
    Augsburg, 04.04.2016.
  • H. Wilke
    "To Follow or not to Follow – An Analysis of the Profitability of Portfolio Strategies based on Analyst Consensus EPS Forecasts"
    Sydney International Business Research Conference (SIBSRC) 2016

    Sydney, 20.03.2016.
  • H. Wilke
    "To Follow or not to Follow – An Analysis of the Profitability of Portfolio Strategies based on Analyst Consensus EPS Forecasts"
    2016 Financial Markets & Corporate Governance Conference (FMCG)

    Melbourne, 31.03.2016.

2015

  • R. Baule
    "To Follow or not to Follow – An Analysis of the Profitability of Portfolio Strategies Bases on Analyst Consensus EPS Forecasts"
    28th Australasian Finance and Banking Conference (AFBC)
    Sydney, 16.12.2015.
  • H. Wilke
    "To Follow or not to Follow – An Analysis of the Profitability of Portfolio Strategies based on Analyst Consensus EPS Forecasts"
    Annual Meeting 2015 der Southern Finance Association (SFA)
    Captiva Island – Florida, 19.11.2015.
  • M. Tieves
    "Informationsmaße zur Volatility Discovery"
    Internationales Doktorandenseminar (IDS)
    Gießen, 17.07.2015.
  • K. Niehoff
    "Price Differences between Voting and Non-Voting Shares in Crisis and Boom – a Contribution to the Value of the Voting Right"
    6th International Research Meeting in Business and Management
    Nizza, 03.07.2015.

2014

  • H. Wilke
    "To Follow or not to Follow – An Analysis of the Profitability of Portfolio Strategies based on Analyst Consensus EPS Forecasts"
    2014 Paris Financial Management Conference (PFMC)
    Paris, 16.12.2014.
  • Z. Csapó
    "Zum Umsetzungsstand der MaRisk in der Leasing-Branche"
    2. Siegener Jahreskonferenz Risk Governance
    Siegen, 09.10.2014.
  • P. Blonski
    "Persuasion and Persuasibility of Individual Investors by Scenarios"
    Börse Stuttgart Research Colloquium
    Stuttgart, 22.07.2014.
  • H. Wilke
    "The Information Content of Analyst Forecasts – An Econometric Analysis of Informational Leadership"
    Annual Meeting of the European Financial Markets Association (EFMA)
    Rom, 26.06.2014.
  • P. Blonski
    "The Demand for Warrants and Issuer Pricing Strategies"
    PhD-Workshop der Auckland University of Technology (AUT)
    Auckland, 11.04.2014.
  • P. Blonski
    "Persuasion and Persuasibility of Individual Investors by Scenarios"
    "The Demand of Warrants and Issuer Pricing Strategies"
    "An Investigation of the Cognitive Competence of Individual Investors at the Market for Retail Derivatives"
    PhD-Workshop der University of New South Wales (UNSW).
    Sydney, 06.03.2014.

2013

  • P. Blonski
    "Das Nachfrageverhalten privater Anleger am Markt für strukturierte Finanzprodukte"
    Doktorandenseminar der 20. Jahrestagung der Deutschen Gesellschaft für Finanzwirtschaft (DGF)
    Wuppertal, 26.09.2013.
  • H. Wilke
    "Der Informationsgehalt von Analystenschätzungen – eine ökonometrische Analyse"
    Internationales Doktorandenseminar (IDS)
    Augsburg, 28.06.2013.
  • P. Blonski
    "Persuasion and Persuasibility of Individual Investors by Scenarios"
    30th French Finance Association Conference (AFFI)
    Lyon, 29.05.2013.
  • P. Blonski
    "Persuasion and Persuasibility of Individual Investors by Scenarios"
    2nd European Retail Investment Conference (ERIC)
    Stuttgart, 24.04.2013.
  • R. Baule
    "Market Response to Mandatory Pre-Earnings-Announcements – Evidence from Ad-Hoc Disclosures in Germany" (Präsentation durch Koautor)
    "The Price Sensitivity of Retail Warrant Investors"
    49th Eastern Finance Association Annual Meeting 2013
    St. Pete Beach, 11.04.2013.
  • P. Blonski
    "The Demand for Warrants and Issuer Pricing Strategies"
    Annual Conference of the Midwest Finance Association (MFA)
    Chicago, 06.03.2013.

2012

  • P. Blonski
    "The Price Sensitivity of Retail Warrant Investors"
    25th Australasian Finance and Banking Conference (AFBC)
    Sydney, 17.12.2012.
  • P. Blonski
    "The Price Sensitivity of Retail Warrant Investors"
    15th Annual Conference of the Swiss Society for Financial Market Research (SGF)
    Zürich, 30.03.2012.