Konferenzen Prof. Dr. Christian Schlag

    2010

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

Brown Bag Seminar, 2010, Frankfurt am Main (3.2.).

  • Robust Hedging - Simultaneous Use of Hedge Models
    Nicole Branger, Christian Schlag, David Horn



    • 2009

16th Annual Meeting of the German Finance Association (DGF), 2009, Frankfurt am Main (9.10. - 10.10.).

  • The Dynamics of Risk-Neutral Implied Moments: Evidence from Individual Options
    Alexandra Hansis, Christian Schlag, Grigory Vilkov



    • 2008

11th Symposium on Finance, Banking, and Insurance, 2008, Karlsruhe (17.12. - 19.12.).

Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2008, Münster (10.10. - 11.10.).

  • Optimal Life-Cycle Strategies in the Presence of Interest Rate and Inflation Risk
    Raimond Maurer, Christian Schlag, Michael Stamos

5th World Congress of the Bachelier Finance Society, 2008, London (15.7. - 19.7.).

Swiss Society for Financial Market Research, 2008, Zürich (11.4. - 11.4.).

Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF, 2008, Venedig (26.3. - 28.3.).

Workshop Finance, Stochastics and Insurance, 2008, Bonn, Hausdorff Research Institute for Mathematics (25.2. - 29.2.).

French Finance Association International Meeting, 2007, Paris (20.12. - 21.12.).

20th Australasian Finance and Banking Conference, 2007, Sydney (12.12. - 14.12.).

  • Optimal Life-Cycle Strategies in the Presence of Interest Rate and Inflation Risk
    Raimond Maurer, Christian Schlag, Michael Stamos

Jahrestagung 2007 des Vereins für Socialpolitik, 2007, München (9.10. - 12.10.).

Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2007, Dresden (28.9. - 29.9.).

European Finance Association Annual Meeting, 2007, Ljubljana (22.8. - 25.8.).

SITE Summer Workshop, 2007, Stanford (29.6. - 30.6.).

  • The Role of U.S. Trading in Pricing Internationally Cross-listed Stocks
    Joachim Grammig, Michael Melvin, Christian Schlag

Eastern Finance Association - 43rd Annual Meeting, 2007, New Orleans, Louisiana (18.4. - 21.4.).

10th Conference of the Swiss Society for Financial Market Research, 2007, Zürich (30.3. - 30.3.).

Swiss Society for Economics and Statistics, Annual Meeting, 2007, St. Gallen (22.3. - 23.3.).

Midwest Finance Association Annual Meeting, 2007, Minneapolis (21.3. - 24.3.).

VIII Workshop on Quantitative Finance, 2007, Venice (26.01. - 27.01.).

6. Kölner Finanzmarktkolloquium Asset Management, 2007, Köln (19.01.).

Campus for Finance, 2007, Vallendar (10.01. - 11.01.).

Paris International Meeting on Finance, 2006, Paris (18.12. - 19.12.).

Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2006, Oestrich-Winkel (6.10. - 7.10.).

Verein für Socialpolitik, 2006, Bayreuth (26.9. - 29.9.).

European Finance Association - 33rd Annual Meeting, 2006, Zurich, Switzerland (23.8. - 26.8.).

European Summer Symposium in Financial Markets, 2006, Gerzensee (17.7. - 29.7.).

Portuguese Finance Network, 2006, Porto (6.7. - 8.7.).

Association Française de Finance Annual Meeting, 2006, Poitiers (26.6. - 27.6.).

12th International Conference on Computing in Economics and Finance, 2006, Limassol, Zypern (22.6. - 24.6.).

Western Finance Association, 2006, Keystone (21.6. - 24.6.).

30th Anniversary of the Journal of Banking and Finance Conference, 2006, Peking University, Beijing, China (6.6. - 8.6.).

Swiss Society for Financial Market Research, 2006, Zürich (7.4.).

16th Annual Derivative Securities and Risk Measurement Conference, 2006, Arlington, Virginia (7.4. - 8.4.).

Gesellschaft für Klassifikation (GfKl), 2006, Berlin (8.3. - 10.3.).

  • Optimal Portfolios When Volatility can Jump
    Nicole Branger, Christian Schlag, Eva Schneider

American Finance Association, 2006, Boston.

Paris International Meeting on Finance, 2005, Paris (19.12. - 20.12.).

  • Optimal Portfolios When Volatility can Jump
    Nicole Branger, Christian Schlag, Eva Schneider

10th Symposium on Finance, Banking and Insurance, 2005, Karlsruhe (14.12. - 16.12.).

Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2005, Augsburg (7.10. - 8.10.).

  • Optimal Portfolios When Volatility can Jump
    Nicole Branger, Christian Schlag, Eva Schneider
  • Put Options Are Not Too Expensive - An Analysis of Path Peso Problems
    Nicole Branger, Christian Schlag

Verein für Socialpolitik, 2005, Bonn (27.9. - 30.9.).

European Summer Symposium in Financial Markets, 2005, Gerzensee (23.7. - 29.7.).

  • Put Options Are Not Too Expensive - An Analysis of Path Peso Problems
    Nicole Branger, Christian Schlag
  • Optimal Portfolios When Volatility can Jump
    Nicole Branger, Christian Schlag, Eva Schneider

Quantitative Finance: Developements, Applications and Problems, 2005, Cambridge (4.7. - 8.7.).

European Financial Management Association (EFMA), 2005, Bocconi University, Mailand, Italy (29.6. - 2.7.).

22nd Symposium on Banking and Monetary Economics, 2005, Strasbourg (16.6. - 17.6.).

Verband der Hochschullehrer für Betriebswirtschaft, 2005, Kiel (18.5. - 21.5.).

Swiss Society for Financial Market Research, 2005, Zürich (8.4.).

Campus for Finance, 2005, Vallendar.

  • Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
    Nicole Branger, Christian Schlag



    • 2004

Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2004, Tübingen (1.10. - 2.10.).

European Investment Review, 2004, London (9.9. - 10.9.).

European Finance Association, 2004, Maastricht (18.8. - 21.8.).

  • The Role of U.S. Trading in Pricing Internationally Cross-listed Stocks
    Joachim Grammig, Michael Melvin, Christian Schlag

European Financial Management Association, 2004, Basel (30.6. - 3.7.).

Western Finance Association, 2004, Vancouver (23.6. - 26.6.).

  • Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
    Nicole Branger, Christian Schlag

Financial Management Association, European Meeting, 2004, Zürich (2.6. - 4.6.).

Swiss Society for Financial Market Research, 2004, Zürich (2.4. - 2.4.).

10th Annual Meeting of the Deutsche Gesellschaft für Finanzwirtschaft, 2003, Mainz, Germany (10.10. - 11.10.).

  • Attainability of European Path Independent Claims in Incomplete Markets
    Nicole Branger, Angelika Esser, Christian Schlag
  • Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
    Nicole Branger, Christian Schlag
  • Over-Allotment Options in IPOs on Germany’s Neuer Markt - An Empirical Investigation
    Stefanie Franzke, Christian Schlag

Verein für Socialpolitik, 2003, Zürich (30.9. - 3.10.).

  • Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
    Nicole Branger, Christian Schlag
  • Why is the Index Smile So Steep?
    Nicole Branger, Christian Schlag
  • Over-Allotment Options in IPOs on Germany’s Neuer Markt - An Empirical Investigation
    Stefanie Franzke, Christian Schlag

EIASM-Workshop on Dynamic Strategies in Asset Allocation and Risk Management, 2003, Brüssel (26.9. - 27.9.).

  • Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
    Nicole Branger, Christian Schlag

European Investment Review, 2003, Genf (25.9. - 26.9.).

  • Why is the Index Smile So Steep?
    Nicole Branger, Christian Schlag
  • Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
    Nicole Branger, Christian Schlag
  • An Empirical Analysis of the Relation Between Stock and Option Trading Activity
    Iskra Kalodera, Christian Schlag

Money Macro and Finance Research Group, 2003, Cambridge (10.9. - 12.9.).

  • Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
    Nicole Branger, Christian Schlag
  • Why is the Index Smile So Steep?
    Nicole Branger, Christian Schlag

European Financial Management Association, 2003, Helsinki (25.6. - 28.6.).

  • Why is the Index Smile So Steep?
    Nicole Branger, Christian Schlag

10th Global Finance Conference, 2003, Frankfurt (15.6. - 17.6.).

  • Why is the Index Smile So Steep?
    Nicole Branger, Christian Schlag

Swiss Society for Financial Market Research, 2003, Zürich (4.4.).

  • Attainability of European Path Independent Claims in Incomplete Markets
    Nicole Branger, Angelika Esser, Christian Schlag
  • Why is the Index Smile So Steep?
    Nicole Branger, Christian Schlag

Frankfurt MathFinance Workshop, 2003, Frankfurt (2.4. - 4.4.).

  • Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
    Nicole Branger, Christian Schlag

ERI / CfS Conference on Pensions and Long Run Investments, 2003, Frankfurt (20.3. - 20.3.).

  • Money Back Guarantee for Individual Pension Accounts: Evidence from the German Pension Reform
    Raimond Maurer, Christian Schlag

Gesellschaft für Klassifikation (GfKl), 2003, Cottbus (12.3. - 14.3.).

  • Why is the Index Smile So Steep?
    Nicole Branger, Christian Schlag



    • 2002

Symposium on Finance, Banking, and Insurance, 2002, Karlsruhe (11.12. - 13.12.).

  • Why is the Index Smile So Steep?
    Nicole Branger, Christian Schlag

Deutsche Gesellschaft für Finanzwirtschaft, 2002, Köln (4.10. - 5.10.).

  • Option Betas
    Nicole Branger, Christian Schlag
  • Price Impacts of Option Volume
    Christian Schlag, Hans Stoll

Gesellschaft für Klassifikation, 2002, Mannheim (22.7. - 24.7.).

  • Quadratic Hedging
    Julia Bondarenko, Nicole Branger, Angelika Esser, Christian Schlag

Annual Conference of the Pension Research Council, 2002, Wharton School (22.4. - 23.4.).

  • Money Back Guarantee for Individual Pension Accounts: Evidence from the German Pension Reform
    Raimond Maurer, Christian Schlag

Annual Meeting of the European Investment Review, 2002, London.

  • Money Back Guarantee for Individual Pension Accounts: Evidence from the German Pension Reform
    Raimond Maurer, Christian Schlag



    • 2001

Deutsche Gesellschaft für Finanzwirtschaft, 2001, Wien.

  • Price Discovery in International Equity Trading
    Joachim Grammig, Michael Melvin, Christian Schlag
Top