Research Seminar
Tuesday, 18:00 - 20:00 s.t.
Ludwigstr. 33, Raum 144 (Seminarraum)
| Date | Presenter | Topic |
|---|---|---|
| 20-Nov-2018 | Maria Sprincenatu | Structural Breaks in International Yield Curve Drivers: A Univariate vs Multivariate State-Space Analysis |
| 18-Dec-2018 | Christoph Berninger | A Volatility and Momentum Managed Investment Strategy Applied on a Model For Saving Plans with a Collective Risk Sharing Component |
| 08-Jan-2019 | Christian Tausch | Quadratic hedging strategies for private equity fund payment streams |
| 15-Jan-2019 | Elizabeth Heller | Score-driven Dynamic Nelson-Siegel Models |
| 22-Jan-2019 | Kujtim Avdiu | Algorithmic optimization and its application in finance |