Dear colleagues,
May we draw your attention to the following position announcement (apologies to those not interested).
School of Mathematical Sciences in the University College Cork has now opened a position of Lecturer/Senior lecturer in Financial Mathematics.
The description of the position is available under the following link:
http://www.nature.com/naturejobs/science/jobs/139063-Senior-Lectureship-Lec…
Application guidelines are on the School's website:
http://www.ucc.ie/en/hr/vacancies/academic/full-details,98429,en.html
For direct inquiries regarding the position please contact professor Bernard Hanzon at b.hanzon(a)ucc.ie
Best regards
--------
Gregory Temnov
Research Fellow
School of Mathematical Sciences
University College Cork
INVITATION
WU GUTMANN CENTER PUBLIC LECTURE
www.gutmann-center.at
(apologies for duplicated mails!)
DATE: May 6th, 2010 (Thursday) - 4.00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
SPEAKER: Prof. Dr. Martin WEBER, University of Mannheim
http://weber.bwl.uni-mannheim.de/prof_martin_weber+M5e499a55706.html
TITLE: HOW SHOULD PRIVATE INVESTORS DIVERSIFY?
An empirical evaluation of alternative asset allocation policies to construct a "world market portfolio"
ABSTRACT:
We evaluate the performance of competing policies for the construction of a multi-asset class portfolio from the perspective of a private investor. Particularly, we analyze how plausible rules of thumb for asset allocation perform in comparison to scientific portfolio choice models which are either standard in asset management or have been recently proposed in the academic literature. Our study shows that in fact almost any form of well-balanced allocation over asset classes offers similar diversification gains as these scientific portfolio choice models. We thus suggest a simple and cost-efficient allocation approach for private investors.
About MARTIN WEBER:
Prof. Dr. Dr. h.c. Martin Weber, Chair for Banking and Finance at the University of Mannheim, is Director of the University`s Institute of Investment Banking. Born in 1952, he studied mathematics and business administration and received his Ph.D. as well as his habilitation for business administration from the University of Aachen. Before joining the University of Mannheim he held professorships at the Universities of Cologne and Kiel. He spent about three years as visiting scholar at UCLA, at the Wharton School, at Stanford University and at the Fuqua School of Business, Duke University. His main interests lie in the area of banking, behavioral finance, and its psychological foundations. He is the author of numerous publications in these areas and co-author of textbooks on decision analysis and banking. Sprecher (Director) 1997-2002 and Stellvertretender Sprecher (Deputy Director) 2003-2008 for the Sonderforschungsbereich 504 of the German National Science Foundation (Rationalitätskonzepte, Entscheidungsverhalten und ökonomische Modellierung - Rationality, Decision Making and Economic Modelling) and he serves on the editorial board of various national and international journals. Dekan (Dean) of the Faculty for Business Administration, University of Mannheim (4/2004 - 03/2006). Member of The German Academy of Natural Scientists Leopoldina, Member of The Berlin-Brandenburg Academy of Sciences and Humanities. He was awarded an Honorary Doctoral Degree by the University of Münster in June 2007.
Please REGISTER:
Mail: gutmann-center(a)wu.ac.at
Phone: +43-1-31336-4244
Contact and further information:
WU Gutmann Center for Portfolio Management
WU (Wirtschaftsuniversität Wien) - Department of Finance, Accounting and Statistics
Mag. Dorothea GRIMM
Heiligenstädter Str. 46-48, 1190 Wien
www.gutmann-center.at
****URGENT - CANCELLATION WU GUTMANN CENTER PUBLIC LECTURE APRIL 22nd****
The WU Gutmann Center for Portfolio Management
apologizes for announcing the
CANCELLATION of the Public Lecture with Rodolfo Martell scheduled for Thursday, April 22nd, 2010.
Unfortunately, Dr. Martell was not able to travel from the US to Vienna due to the air traffic problems caused by the volcanic ash cloud.
With kind regards
Dorothea Grimm
Mag. Dorothea Grimm
Department Manager
Department of Finance, Accounting and Statistics
WU Wirtschaftsuniversität Wien
Vienna University of Economics and Business
Heiligenstädter Str. 46-48, A-1190 Vienna, Austria
Phone: +43 1 31336/4244
Mail: dorothea.grimm(a)wu.ac.at
www.wu.ac.at/faswww.gutmann-center.at
---------- Forwarded message ----------
Date: Wed, 14 Apr 2010 16:03:57 +0200
From: "Marion Kelemen <mkelemen(a)ihs.ac.at>" <mkelemen(a)ihs.ac.at>
To: VFN <VFN-L(a)fam.tuwien.ac.at>
Subject: Workshop in honor of Daniel Ellsberg, May 10-12, 2010
Dear All,
attached please find the final program for the "Workshop on Risk, Amiguity, and
Decisions in honor of Daniel Ellsberg", to be held at the Institute for Advanced
Studies, Vienna, May 10-12, 2010.
[attachment removed and saved to below URL by admin]
URL : http://www.fam.tuwien.ac.at/listsdata/20100414T1929.pdf
Type: PDF document, version 1.5
Size: 440KB
Best regards,
Marion Kelemen
--
Ms. Marion Kelemen
Department of Economics and Finance
Institute for Advanced Studies
A-1060 Vienna
Stumpergasse 56
Austria
Tel.: +43/1/59 991-145
Fax: +43/1/59 991-163
e-mail: mkelemen(a)ihs.ac.at
http://www.ihs.ac.at
---------- Forwarded message ----------
Date: Tue, 13 Apr 2010 17:27:01 +1000
From: Caroline Dobson <Caroline.Dobson(a)uts.edu.au>
Subject: QMF 2010 Call for Papers
(...)
The Quantitative Methods in Finance - 2010 Conference (PDF 167 KB, 1
page) < http://www.qfrc.uts.edu.au/qmf/downloads/qmf_poster_2010.pdf >
will bring together leading experts in Quantitative Finance from
Industry and Academia for a 4-day conference in Sydney, Australia from
15 to 18 December.
Knut Aase, Jiro Akahori, Dirk Becherer, Umberto Cherubini, Mark Davis,
Freddy Delbaen, Bruno Dupire, Robert Elliott, Stefan Jaschke,
Constantinos Kardaras, Alex Lipton, Alexander Melnikov, Moshe Milevsky,
Ragnar Norberg, Bernt Øksendal, Marie-Claire Quenez-Kammerer,
Walter Schachermayer, Ken Seng Tan, Esko Valkeila
(...)
[Message shortened by list admin, please see
http://www.qfrc.uts.edu.au/qmf/ for conference details.]
*Professor in the rank of Lecturer (docent) (Tenure Track System) in the
field of actuarial mathematics*
The faculty of Sciences of the Ghent University has a vacancy for a
professorship, starting from October 1, 2010. It concerns a part-time
position (50 %) as Professor in the rank of Lecturer (docent) (Tenure
Track System) in the Department of Applied Mathematics and Computer
Science, charged with academic teaching, scientific research and
carrying out scientific duties in the field of actuarial mathematics.
The successful applicant is expected to join the research unit
"Stochastic modeling". He/she is expected to apply actively for research
grants and to realize a substantial research output of high quality.
Furthermore, he/she will be appointed to teach courses in the Master in
Actuarial Science (VUB-UGent).
For more details, see attachment or see
http://www.ugent.be/en/news/vacancies/autonomous/bc20100401-WE02-we01
Feel free to forward this information to all those who may be interested.
Kind regards,
Prof. dr. Michèle Vanmaele
Department of Applied Mathematics and Computer Science
Ghent University
Krijgslaan 281, S9
9000 Gent
Belgium
Tel: +32 9 264 4895
Fax: +32 9 264 4995
E-mail: Michele.Vanmaele(a)UGent.be
INVITATION
WU GUTMANN CENTER PUBLIC LECTURE
www.gutmann-center.at
(apologies for duplicated mails!)
Date: APRIL 22nd, 2010 (Thursday) - 4.00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
Speaker: Dr. RODOLFO MARTELL , BlackRock
Title: ALPHA AND BETA SEPARATION IN A SIMPLIFIED POLICY PORTFOLIO MODEL
Abstract:
A simple structural model of the economy and financial markets can explain the unexpected high frequency of rare, downside events. In a regime framework, a classic policy portfolio needs to be updated to account for additional uncertainty associated with regime shifts. Tactical portfolios are unlikely to succeed in the regime framework unless it is used in combination of unusually high levels of forecasting skill. This model presents a type of investor with knowledge of the uncertainty surrounding the regime framework whose portfolios will dominate traditional policy portfolios under almost all scenarios.
About Rodolfo Martell:
Rodolfo Martell, PhD, Director, is a member of BlackRock's Portfolio Management Group. He is a senior researcher in Scientific Active Equities with focus in Emerging Markets, particularly in Latin America. Dr. Martell's service with the firm dates back to 2007, including his years with Barclay's Global Investors (BGI), which merged with BlackRock in 2009. At BGI, he served as senior portfolio manager and worked on the development and implementation of Global Emerging Markets equity strategies within the International Scientific Equities Group.
Prior to joining BGI, he was an assistant professor of finance at Purdue University. Dr. Martell's research has been published in the American Economic Review and the Review of Finance, and he has also served as ad-hoc referee to the Journal of Finance, the Journal of Business, the Review of Finance, and the Journal of Empirical Finance. He received the Pacesetter Award for Outstanding Achievement from the Fisher College of Business in 2004, and the John and Mary Willis Young Faculty Scholar Award at Purdue in 2006. Dr. Martell earned a BA degree in economics from Universidad de la Americas in 1996, a master's degree in economics from Ohio State University in 2000, and a PhD in finance from Ohio State University in 2005.
Please REGISTER:
Mail: gutmann-center(a)wu.ac.at
Phone: +43-1-31336-4244
Contact and further information:
WU Gutmann Center for Portfolio Management
WU (Wirtschaftsuniversität Wien) - Department of Finance, Accounting and Statistics
Mag. Dorothea GRIMM
Heiligenstädter Str. 46-48, 1190 Wien
www.gutmann-center.at
Sehr geehrte Damen und Herren,
Die FH des bfi Wien hat im September 2009 einen neuen Studiengang im Bereich Asset- und Risikomanagement von Banken und Versicherungen gestartet. Es wurden 22 Studierende aufgenommen und die Ergebnisse und Erwartungen sind bisher sehr vielversprechend. Im September 2010 soll nun der 2. Jahrgang rekrutiert werden.
Einerseits ist dieser Studiengang eine Reaktion auf den dringenden Bedarf der Wirtschaft nach AbsolventInnen in diesem Bereich, andererseits auch eine erste Antwort auf die gegenwaertige Finanzkrise unter dem Stichwort "Financial Education".
Die Entwicklung dieses Programmes erfolgte gemeinsam mit internationalen Partneruniversitaeten in Prag, Istanbul und Katowice und wurde von der EU als Joint Degree Curriculum Development Programm gefoerdert. Im 3. Semester findet daher ein verpflichtender Auslandsaufenthalt (zweimal 3 Wochen geblockt) bei einer der Partneruniversitaeten statt. Daraus ergibt sich auch, dass die Unterrichtssprache durchgaengig Englisch ist.
Das Ziel von ARIMA besteht darin, den Studierenden ein umfassendes Verstaendnis ueber die Zusammenhaenge zwischen Asset- und Risikomanagement im Finanzbereich zu vermitteln.
Die AbsolventInnen erhalten eine fundierte Ausbildung im Risikomanagement (Quantifizierung von Risiken, Risikoaggregation; integrierte Steuerung von Banken und Versicherungen etc.) und Asset Management (Assetklassen, Portfolioselektion, Asset Liability Management, etc.). Hinzu treten methodisch-analytische Kenntnisse und Fertigkeiten, vor allem in Finanzmathematik und Statistik.
Voraussetzungen zur Teilnahme am Masterprogramm:
Im Anschluss an ein wirtschafts-, sozial-, natur- oder rechtswissenschaftliches oder technisches Studium einer Universitaet oder Fachhochschule kann der vier Semester umfassende und berufsbegleitend organisierte Masterstudiengang ARIMA absolviert werden.
Weiters muessen besuchte Lehrveranstaltungen im Bereich Mathematik/Statisitk und Wirtschaftswissenschaften nachgewiesen werden.
Aufnahmeverfahren:
Formales Kriterium fuer die Teilnahme am Aufnahmeverfahren ist eine schriftliche Bewerbung bis spaetestens 15. Juni 2010.
Das Aufnahmeverfahren selbst besteht aus einem strukturierten Interview (kurze Praesentation zu einem aktuellen Thema auf Englisch und zusaetzliche Fragen zur Motivation fuer die Bewerbung) und einem Multiple-Choice Test. Die Literatur fuer den MC-Test kann von der homepage der FH des bfi Wien heruntergeladen werden. Der MC-Test findet am 28. Juni 2010 statt. Die strukturierten Interviews werden von Mitte Mai bis Ende Juni gefuehrt.
Lektorenpool aus dem wissenschaftlichen und berufsrelvanten Bereich:
Um einerseits theoretische Grundlagen zu vermitteln und andererseits die Anwendung der Theorie in der Praxis aufzuzeigen, konnten namhafte Lektoren aus diesen Bereichen fuer eine Vortragstaetigkeit in ARIMA gewonnen werden. Beispielshaft seien das IHS, die TU Wien, Oesterreichische Grossbanken und die OeNB genannt.
Wir hoffen, Ihr Interesse fuer den neuen Studiengang geweckt zu haben und wuerden uns sehr freuen, wenn Sie dieses Schreiben an weiterbildungsinteressierte Personen in Ihrem Unternehmen weiterleiten wuerden. Fuer weitere Fragen stehen wir Ihnen gerne zur Verfuegung (silvia.helmreich(a)fh-vie.ac.at) oder besuchen Sie unsere homepage:
http://www.fh-vie.ac.at/en/Degree-Programmes/Master/Quantitative-Asset-and-…
Mit freundlichen Gruessen
Mag.a Silvia Helmreich
Studiengangsleiterin ARIMA
Fachhochschule des bfi Wien GmbH
Wohlmutstrasse 22
1020 Wien
Tel.: +43 1 7201286 - 972
e-mail: silvia.helmreich(a)fh-vie.ac.at
http://www.fh-vie.ac.at
P.S.: die Kosten des Masterstudienganges betragen EUR 363,36 im Semester.
Firmenwortlaut: Fachhochschule des bfi Wien Gesellschaft m.b.H
Firmenbuchnummer: 148597 a
Firmenbuchgericht: Handelsgericht Wien
Firmensitz: Wohlmutstra?e 22, 1020 Wien
This message contains confidential information and is intended only for the individual named. If you are not the named addressee you should not disseminate, distribute or copy this e-mail. Please notify the sender immediately by e-mail if you have received this e-mail by mistake and delete this e-mail from your system. E-mail transmission cannot be guaranteed to be secure or error-free as information could be intercepted, corrupted, lost, destroyed, arrive late or incomplete, or contain viruses. The sender therefore does not accept liability for any errors or omissions in the contents of this message, which arise as a result of e-mail transmission. If verification is required please request a hard-copy version.