Sehr geehrte Damen und Herren,
im Rahmen des CCEFM Workshops in Zusammenarbeit mit
PricewaterhouseCoopers haelt
Prof. David Lando (Copenhagen Business School)
einen Vortrag mit dem Titel:
"On confidence sets for transition probabilities"
Zeit: Donnerstag, 08.05.2003, 17:00 bis 18:30
Ort: Hoersaal EI8 (Stiege 1, Erdgeschoss)
Technische Universitaet Wien
Gusshausstrasse 25-29
1040 Wien
Alle Interessierten sind herzlich eingeladen. Es ist keine Anmeldung
erforderlich.
mfg - Stefan Pichler
The GUTMANN CENTER FOR PORTFOLIO MANAGEMENT
at the University of Vienna
(http://www.gutmann-center.at)
is pleased to announce the following
PUBLIC LECTURE:
Date: May 14th, 2003 (Wednesday), 4.30 p.m.
Location: Bank Gutmann AG, Schwarzenbergplatz 16 (Mezzanin), 1010 Wien
(http://www.gutmann.at)
Speaker: Prof. William K H FUNG, London Business School
http://www.london.edu/hedgefunds/Hedge_Fund_Centre/Faculty/faculty.html
Bill Fung is Visiting Research Professor of Finance at the Centre for
Hedge Fund Research and Education, London Business School and advisor to
the Education and Research Foundation of the Chicago Board of Trade. He
has published in renowned finance journals and has extensive experience
in the hedge fund industry. Currently, he is Chair, Board of Directors,
Maple Financial Group, Canadan and co-CEO at PI Asset
Management,LLC,USA.
Title:
"The Risk in Hedge Fund Strategies: Alternative Alphas and Alternative
Betas"
Abstract:
"This paper presents a unifying framework for estimating risk factors in
hedge fund strategies. A simple model with only a handful of
Asset-Based Style (ABS) factors is shown to capture both cross-sectional
variations of hedge fund returns and the time-varying dynamics of
hedge-fund portfolios. In addition, these ABS factors can be directly
linked to observable market prices through rule-based models of
hedge-fund strategies. We discuss the implications of such a model as a
complete extension of Sharpes (1992) style model for hedge funds beyond
Fung and Hsieh (1997) as well as applications for portfolio management
hedge funds and benchmarking hedge fund performance."
Please register by May, 9th! Contact:
Brigitte Juchelka, Bank Gutmann AG
mail: brigitte.juchelka(a)gutmann.at
Tel.: +43-1-50220-357
Fax: +42-1-50220-249
********************************************************
** Preliminary Program **
********************************************************
** Eighth Viennese Workshop on Optimal Control, **
** Dynamic Games and Nonlinear Dynamics: **
** Theory and Applications in Economics and OR/MS **
** Vienna , May 14-16, 2003 **
** ws2003.bwl(a)univie.ac.at **
** http://www.bwl.univie.ac.at/bwl/prod/EVENTS/ws2003 **
********************************************************
Dear all,
this is to inform you that a preliminary schedule of sessions is
already available at
http://www.bwl.univie.ac.at/bwl/prod/EVENTS/ws2003/survey.htm.
Please check, whether your name (or that of your coauthor who will
present) is there.
A list of paper titles will also be available soon. Please check our
website in a few days.
SORRY FOR CROSSPOSTINGS!
We are sending this info to registered participants of the "Eighth
Viennese Workshop ...", to participants of previous Viennese
Workshops, as well as to relevant newsgroups and electronic forums.
We would appreciate if you informed your colleagues who might be
interested (by forwarding this information to them).
Looking forward to seeing you in Vienna soon,
Gustav Feichtinger and Richard F. Hartl
Reminder + Reminder + Reminder + Reminder + Reminder
+++++++++++++++++++++++++++++++++++++++++++++++++++++
CCEFM (http://www.ccefm.at)
and
Gutmann Center for Portfolio Management at the University of Vienna
(http://www.gutmann-center.at)
are pleased to announce the next
CCEFM-Research-Workshop
Speaker: Prof. Dr. Martin WEBER, University of Mannheim
(http://medici.bwl.uni-mannheim.de/LS/)
Title:
"On the Trend Recognition Ability of Professional Traders - Are they
better or just more overconfident than lay people?"
Date: Friday, 4th of April, 2003
Time: 3.30 - 5.00 p.m.
Location: Wiener Börse, Säulenhalle, Wallnerstr. 8, 1010 Wien
Paper can be downloaded from: http://www.ccefm.at - ccefm-workshops or
http://www.gutmann-center.at - activities - research seminars
Contact:
Dorothea Grimm
Administrative Director
Gutmann Center for Portfolio Management
Department of Business Studies
University of Vienna
Bruenner Str. 72
A-1210 Wien
Austria
phone: +43-1-4277-38186
fax: +43-1-4277-38074
mail: dorothea.grimm(a)univie.ac.at
web: www.gutmann-center.at