2010
8th International Paris Finance Meeting, 2010, Paris (16.12. - 17.12.).
- Credit Portfolio Modelling and its Effect on Capital Requirements
Dilek Bülbül, Claudia Lambert
23rd Annual Australasian Finance and Banking Conference, 2010, Sydney (15.12. - 17.12.).
- The Impact of Government Interventions on CDS and Equity Markets
Zoe Tsesmelidakis, Frederic Schweikhard
Conference of the Southern Finance Association Asheville, 2010, NC,USA (17.11. - 20.11.).
- Credit Portfolio Modelling and its Effect on Capital Requirements
Dilek Bülbül, Claudia Lambert
Southern Finance Association Annual Meeting, 2010, Asheville, North Carolina, USA (17.11. - 20.11.).
- The Impact of Government Interventions on CDS and Equity Markets
Zoe Tsesmelidakis, Frederic Schweikhard - Bank Fragility and the Financial Crisis - Evidence from the US Dual Banking System
Christian Rauch
CRSP Forum 2010, Chicago Booth School of Business, 2010, Chicago, USA (4.11. - 5.11.).
- The Impact of Government Interventions on CDS and Equity Markets
Zoe Tsesmelidakis, Frederic Schweikhard
Financial Management Association International Conference 2010, 2010, New York, USA (13.10. - 16.10.).
- Why do banks provide leasing?
Dilek Bülbül
Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2010, Hamburg (8.10. - 10.10.).
- Pricing Two Trees When Mildes Infests the Orchard: How Does Contagion Affect General Equilibrium Asset Prices?
Nicole Branger, Holger Kraft, Christoph Meinerding - Optimal Portfolio Choice with Contagion Risk and Restricted Information
Nicole Branger, Holger Kraft, Christoph Meinerding - Pricing Two Trees When Mildew Infests the Orchard: How Does Contagion Affect General Equilibrium Asset Prices?
- Equity and Contingent Capital: The Effects of Risk Financing on Bank Lending
Uwe-Wilhelm Bloos, Conrad Zimmer
17th Annual Meeting of the German Finance Association (DGF), 2010, Hamburg, Germany (8.10. - 9.10.).
- Life-cycle Asset Allocation in the Presence of Housing and Tax-deferred Investing
Marcel Marekwica, Alexander Schaefer, Steffen Sebastian - The Impact of Government Interventions on CDS and Equity Markets
Zoe Tsesmelidakis, Frederic Schweikhard - Limited Risk-Sharing and Capital Structure
Ulrich Schüwer
C.R.E.D.I.T. 2010, GRETA Associati, Poster Session, 2010, Venice, Italy (30.9. - 1.10.).
- The Impact of Government Interventions on CDS and Equity Markets
Zoe Tsesmelidakis, Frederic Schweikhard
Northern Finance Association Annual Meeting, 2010, Winnipeg, Canada (24.9. - 26.9.).
- The Impact of Government Interventions on CDS and Equity Markets
Zoe Tsesmelidakis, Frederic Schweikhard - Bank Fragility and the Financial Crisis - Evidence from the US Dual Banking System
Christian Rauch
6th International Longevity Risk and Capital Markets Solutions Conference, 2010, Sydney (9.9. - 10.9.).
- Portfolio Choice over the Life Cycle with Regime Shifts in Stock and Labor Market
Jingjing Chai, Raimond Maurer, Ralph Rogalla
Jahrestagung des Vereins für Socialpolitik 2010, 2010, Kiel (7.9. - 10.10.).
- Limited Risk-Sharing and Capital Structure
Ulrich Schüwer - Add-on Pricing, Consumer Myopia and Regulatory Intervention
Michael Kosfeld, Ulrich Schüwer
Workshop on Institutions, Individual Behavior and Economic Outcomes, 2010, University of Sassari, Sardinia, Italy (6.9. - 11.9.).
- • Household Repayment Behavior: The Role of Social Capital, Institutional, Political, and Religious Beliefs
Sven Fürth, Dimitris Georgarakos
37th Annual European Finance Association Meeting, 2010, Frankfurt am Main (25.8. - 28.8.).
- Life-cycle Asset Allocation in the Presence of Housing and Tax-deferred Investing
Marcel Marekwica, Alexander Schaefer, Steffen Sebastian
European Finance Association Annual Meeting, 2010, Frankfurt am Main, Germany (25.8. - 28.8.).
- Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts
Jingjing Chai, Wolfram Horneff, Raimond Maurer, Olivia S. Mitchell - The Impact of Government Interventions on CDS and Equity Markets
Zoe Tsesmelidakis, Frederic Schweikhard - Investment, Income, and Incompleteness
Björn Bick, Holger Kraft, Claus Munk
Econometric Society World Congress, 2010, Shanghai (17.8. - 21.8.).
- Add-on Pricing, Consumer Myopia and Regulatory Intervention
Michael Kosfeld, Ulrich Schüwer
World Risk and Insurance Economics Congress 2010, 2010, Singapore (25.7. - 29.7.).
- Dynamic Portfolio Choice with Deferred Annuities
Wolfram Horneff, Raimond Maurer, Ralph Rogalla
Banken-Forschungsworkshop, 2010, Münster (2.7. - 3.7.).
- Bank Fragility and the Financial Crisis - Evidence from the US Dual Banking System
Christian Rauch
CRESCEM Workshop on the Role of Banks and Fiancial Markets in the European Financial Crisis: Reconsidering Regulation , 2010, Paris, France (25.6.).
- Credit Portfolio Modelling and its Effect on Capital Requirements
Dilek Bülbül, Claudia Lambert
European Financial Management Association 2010 Annual Meeting, 2010, Aarhus (23.6. - 26.6.).
- Life-cycle Asset Allocation in the Presence of Housing and Tax-deferred Investing
Marcel Marekwica, Alexander Schaefer, Steffen Sebastian
Research Colloquium Burg Rothenfels, 2010, Rothenfels, Germany (23.6. - 25.6.).
- The Impact of Government Interventions on CDS and Equity Markets
Zoe Tsesmelidakis, Frederic Schweikhard
6th World Congress of the Bachelier Finance Society, 2010, Toronto (22.6. - 26.6.).
- Large Traders and Illiquid Options: Hedging vs. Manipulation
Holger Kraft, Christoph Kuehn - Optimal Portfolio Choice with Contagion Risk and Restricted Information
Nicole Branger, Holger Kraft, Christoph Meinerding - Subprime Default Contagion
Marius Ascheberg, Robert A. Jarrow, Holger Kraft, Yildiray Yildirim - Investment, Income, and Incompleteness
Björn Bick, Holger Kraft, Claus Munk - Optimal Housing, Consumption, and Investment Decisions over the Life-Cycle
Holger Kraft, Claus Munk
European Financial Management Association 2010 Annual Meeting, 2010, Aarhus, Denmark (22.6. - 26.6.).
- Bank Fragility and the Financial Crisis - Evidence from the US Dual Banking System
Christian Rauch
SAVE Conference 2010, University of Manheim Conference on the Economics of Ageing, 2010, Deidesheim (16.6. - 17.6.).
- • Household Repayment Behavior: The Role of Social Capital, Institutional, Political, and Religious Beliefs
Sven Fürth, Dimitris Georgarakos
INFINITI Conference on International Finance 2010, 2010, Dublin, Ireland (14.6. - 15.6.).
- Drivers of Risk Management in Banking
Dilek Bülbül, Hendrik Hakenes, Claudia Lambert - Why do banks provide leasing?
Dilek Bülbül
Financial Management Association European Conference, 2010, Hamburg (10.6. - 11.6.).
- Bank Fragility and the Financial Crisis - Evidence from the US Dual Banking System
Christian Rauch - The Impact of Reasons for Credit Rating Announcements in Equity and CDS Markets
Björn Imbierowicz, Mark Wahrenburg
International Risk Management Conference , 2010, Florence (3.6. - 5.6.).
- The Drivers of Active Risk Management in Banking
Dilek Bülbül, Claudia Lambert, Hendrik Hakenes - Credit Portfolio Modelling and its Effect on Capital Requirements
Dilek Bülbül, Claudia Lambert
North American Productivity Workshop VI, 2010, Rice University, Houston (2.6. - 5.6.).
- Cost Efficiency of German Mutual Fund Complexes
Alexander Schaefer, Raimond Maurer
Eastern Finance Association Annual Meeting, 2010, Miami Beach, Florida, USA (13.4. - 17.4.).
- The Effect of Uncertain Labor Income and Social Security on Life-cycle Portfolios
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla - Bank Fragility and the Financial Crisis - Evidence from the US Dual Banking System
Christian Rauch - Bank Capital Ratios, Competition and Loan Spreads
Markus Fischer, Julian Mattes, Sascha Steffen - Why do banks provide leasing?
Dilek Bülbül
3rd Financial Risks International Forum, 2010, Paris (25.3. - 26.3.).
- Optimal Portfolio Choice with Contagion Risk and Restricted Information
Nicole Branger, Holger Kraft, Christoph Meinerding
13th Conference of the Swiss Society for Financial Market Research (SGF), 2010, Zurich (19.3. - 19.3.).
- Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts
Jingjing Chai, Wolfram Horneff, Raimond Maurer, Olivia S. Mitchell - Life-cycle Asset Allocation in the Presence of Housing and Tax-deferred Investing
Marcel Marekwica, Alexander Schaefer, Steffen Sebastian - Optimal Portfolio Choice with Contagion Risk and Restricted Information
Nicole Branger, Holger Kraft, Christoph Meinerding - Investment, Income, and Incompleteness
Björn Bick, Holger Kraft, Claus Munk
International Congress of Actuaries, 2010, Kapstadt (7.3. - 12.3.).
- Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts
Jingjing Chai, Wolfram Horneff, Raimond Maurer, Olivia S. Mitchell - Dynamic Portfolio Choice with Deferred Annuities
Wolfram Horneff, Raimond Maurer, Ralph Rogalla
Southwestern Finance Association Annual Meeting, 2010, Dallas, Texas, USA (2.3. - 6.3.).
- Bank Capital Ratios, Competition and Loan Spreads
Markus Fischer, Julian Mattes, Sascha Steffen
Midwest Finance Association Annual Meeting 2010 , 2010, Las Vegas (24.2. - 27.2.).
- Why do banks provide leasing?
Dilek Bülbül
Midwest Finance Association Annual Meeting, 2010, Las Vegas (24.2. - 27.2.).
- Robust Hedging - Simultaneous Use of Hedge Models
Nicole Branger, Christian Schlag, David Horn - The Impact of Reasons for Credit Rating Announcements in Equity and CDS Markets
Björn Imbierowicz, Mark Wahrenburg - Bank Capital Ratios, Competition and Loan Spreads
Markus Fischer, Julian Mattes, Sascha Steffen
Brown Bag Seminar, 2010, Goethe University Frankfurt (4.2.).
- • Household Repayment Behavior: The Role of Social Capital, Institutional, Political, and Religious Beliefs
Sven Fürth, Dimitris Georgarakos
Brown Bag Seminar, 2010, Frankfurt am Main (3.2.).
- Robust Hedging - Simultaneous Use of Hedge Models
Nicole Branger, Christian Schlag, David Horn
Netspar Pension Workshop, 2010, Amsterdam.
- Dynamic Portfolio Choice with Deferred Annuities
Wolfram Horneff, Raimond Maurer, Ralph Rogalla
American Finance Association, Annual Meeting, 2010, Atlanta.
- Expected Option Returns and the Structure of Jump Risk Premia
Nicole Branger, Alexandra Hansis, Christian Schlag
American Economic Association, Annual Meeting, 2010, Atlanta.
- Add-on Pricing, Consumer Myopia and Regulatory Intervention
Michael Kosfeld, Ulrich Schüwer
EAM/EUC Seminar Series at the European Central Bank, 2010, Frankfurt, Germany.
- • Household Repayment Behavior: The Role of Social Capital, Institutional, Political, and Religious Beliefs
Sven Fürth, Dimitris Georgarakos