Konferenzen

2013
 20th Annual Meeting of the German Finance Association, 2013, Wuppertal  (27.9. - 28.9.).
  • How does Contagion Risk Affect General Equilibrium Asset Prices?  
    Nicole Branger, Holger Kraft, Christoph Meinerding

2012
 
11. Kölner Finanzmarktkolloquium, 2012, Köln (16.4.).
  • Partial Information about Contagion Risk and Portfolio Choice 
    Nicole Branger, Holger Kraft, Christoph Meinerding
5th Financial Risks International Forum, 2012, Paris (22.3. - 23.3.).
  • Pricing Two Trees When Mildes Infests the Orchard: How Does Contagion Affect General Equilibrium Asset Prices? 
    Nicole Branger, Holger Kraft, Christoph Meinerding
Campus for Finance - Research Conference, 2012, Vallendar, Germany.
  • Asset Allocation in Markets with Contagion: The Interplay between Volatilities, Jump Intensities, and Correlations 
    Patrick Konermann, Christoph Meinerding, Olga Sedova

2011
Joint Workshop of the ECB and the Bank of England: "Asset Pricing Models in the Aftermath of the Financial Crisis", 2011, Frankfurt (24.11.).
  • Pricing Two Trees When Mildes Infests the Orchard: How Does Contagion Affect General Equilibrium Asset Prices? 
    Nicole Branger, Holger Kraft, Christoph Meinerding
14th Conference of the Swiss Society for Financial Market Research (SGF), 2011, Zurich (8.4. - 8.4.).
  • Pricing Two Trees When Mildes Infests the Orchard: How Does Contagion Affect General Equilibrium Asset Prices? 
    Nicole Branger, Holger Kraft, Christoph Meinerding

2010
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
6th World Congress of the Bachelier Finance Society, 2010, Toronto (22.6. - 26.6.).
  • Optimal Portfolio Choice with Contagion Risk and Restricted Information 
    Nicole Branger, Holger Kraft, Christoph Meinerding
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.).
  • Optimal Portfolio Choice with Contagion Risk and Restricted Information 
    Nicole Branger, Holger Kraft, Christoph Meinerding
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
American Finance Association, Annual Meeting, 2010, Atlanta.

2009
16th Annual Meeting of the German Finance Association (DGF), 2009, Frankfurt am Main (9.10. - 10.10.).
  • Stochastic Volatility and Jumps: Exponentially Affine Yes or No? - An Empricial Analysis of S&P500 Dynamics 
    Katja Ignatieva, Paulo Rodrigues, Norman Seeger
  • Earning the Right Premium on the Right Factor in Portfolio Planning 
    Nicole Branger, Alexandra Hansis
  • The Dynamics of Risk-Neutral Implied Moments: Evidence from Individual Options 
    Alexandra Hansis, Christian Schlag, Grigory Vilkov
  • Asset Allocation in SVCJ Models: How much does model choice matter? 
    Nicole Branger, Alexandra Hansis
2009 European Meeting of the Econometric Society, 2009, Barcelona (23.8. - 27.8.).
  • Stochastic Volatility and Jumps: Exponentially Affine Yes or No? - An Empricial Analysis of S&P500 Dynamics 
    Katja Ignatieva, Paulo Rodrigues, Norman Seeger
European Finance Association Annual Meeting, 2009, Bergen (19.8. - 22.8.).2009 Far East and South Asia Meeting of the Econometric Society, 2009, Tokio (3.8. - 5.8.).
  • Stochastic Volatility and Jumps: Exponentially Affine Yes or No? - An Empricial Analysis of S&P500 Dynamics 
    Katja Ignatieva, Paulo Rodrigues, Norman Seeger
15th International Conference on Computing in Economics and Finance, 2009, University of Technology, Sydney (15.7. - 17.7.).
  • Stochastic Volatility and Jumps: Exponentially Affine Yes or No? - An Empricial Analysis of S&P500 Dynamics 
    Katja Ignatieva, Paulo Rodrigues, Norman Seeger
Econometric Society Australasian Meeting, 2009, Canberra (7.7. - 10.7.).
  • Stochastic Volatility and Jumps: Exponentially Affine Yes or No? - An Empricial Analysis of S&P500 Dynamics 
    Katja Ignatieva, Paulo Rodrigues, Norman Seeger
2009 Meeting of the Swiss Society of Economics and Statistics, 2009, Geneva (26.6. - 27.6.).
  • Stochastic Volatility and Jumps: Exponentially Affine Yes or No? - An Empricial Analysis of S&P500 Dynamics 
    Katja Ignatieva, Paulo Rodrigues, Norman Seeger
Eastern Finance Association Annual Meeting, 2009, Washington, D.C. (29.4. - 2.5.).4th Tinbergen Institute Conference: , 2009, Rotterdam (13.3. - 14.3.).
  • What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice? 
    Nicole Branger, Holger Kraft, Christoph Meinerding
58th Annual Meeting of the Midwest Finance Association (MFA) , 2009, Chicago, Illinois  (4.3. - 7.3.).Southwestern Finance Association Annual Meeting, 2009, Oklahoma City, Oklahoma (25.2. - 28.2.).8. Kölner Finanzmarktkolloquium Asset Management, 2009, Köln.Campus for Finance, 2009, Vallendar.12th Conference of the Swiss Society for Financial Market Research (SGF), 2009, Geneva.

2008
11th Symposium on Finance, Banking, and Insurance, 2008, Karlsruhe (17.12. - 19.12.).Seminar Series, Universitity of Southern Denmark, 2008, Odense (21.10. - 21.10.).Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2008, Münster (10.10. - 11.10.).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.).Eastern Finance Association Annual Meeting, 2008, St. Pete Beach, Florida (9.4. - 12.4.).Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF, 2008, Venedig (26.3. - 28.3.).Midwest Finance Association Annual Meeting, 2008, San Antonio (27.2. - 1.3.).Workshop Finance, Stochastics and Insurance, 2008, Bonn, Hausdorff Research Institute for Mathematics (25.2. - 29.2.).IX. Workshop on Quantitative Finance, 2008, Tor Vergata Universität, Rom.Campus for Finance, 2008, Vallendar.Campus for Finance, 2008, Vallendar.

2007
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
Southern Finance Association Annual Meeting 2007, 2007, Charleston (13.11. - 17.11.).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
French Finance Association Annual Meeting - AFFI, 2007, Bordeaux (27.6. - 29.6.).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.).Southwestern Finance Associations Annual Meeting, 2007, San Diego (USA) (13.3. - 17.3.).Credit Risk Workshop, 2007, Riezlern.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.).

2006
Paris International Meeting on Finance, 2006, Paris (18.12. - 19.12.).19th Australasian Finance and Banking Conference, 2006, Sydney (13.12. - 15.12.).Southern Finance Association Annual Meeting 2006, 2006, Destin, FL, USA (15.11. - 18.11.).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.).4th World Congress of the Bachelier Finance Society, 2006, Tokio (17.8. - 20.8.).European Summer Symposium in Financial Markets, 2006, Gerzensee (17.7. - 29.7.).Portuguese Finance Network, 2006, Porto (6.7. - 8.7.).European Financial Management Association (EFMA), 2006, Universidad Complutense, Madrid, Spain (28.6. - 1.7.).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.).Financial Management Association, European Meeting, 2006, Stockholm (7.6. - 10.6.).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.).DekaBank Workshop, 2006, Frankfurt (20.3.).Gesellschaft für Klassifikation (GfKl), 2006, Berlin (8.3. - 10.3.).
  • Optimal Portfolios When Volatility can Jump 
    Nicole Branger, Christian Schlag, Eva Schneider
Credit Risk Workshop, 2006, Rietzlern.American Finance Association, 2006, Boston.

2005
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.).Western Finance Association, 2005, Portland (18.6. - 21.6.).
  • The Navigation of an Iceberg: The Optimal Use of Hidden Orders 
    Angelika Esser, Burkart Mönch
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.
  • Tractable Hedging – An Implementation of Robust Hedging Strategies 
    Nicole Branger, Antje Mahayni
  • 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
  • Tractable Hedging – An Implementation of Robust Hedging Strategies 
    Nicole Branger, Antje Mahayni
Third World Congress Bachelier Finance Society, 2004, Chicago (21.7. - 24.7.).
  • Tractable Hedging – An Implementation of Robust Hedging Strategies 
    Nicole Branger, Antje Mahayni
European Financial Management Association, 2004, Basel (30.6. - 3.7.).
  • Model Risk: A Conceptual Framework for Risk Measurement and Hedging 
    Nicole Branger, Christian Schlag
  • When are Static Superhedging Strategies Optimal? 
    Nicole Branger, Angelika Esser, Christian Schlag
  • Over-Allotment Options in IPOs on Germany’s Neuer Markt - An Empirical Investigation 
    Stefanie Franzke, Christian Schlag
  • Optimal Liquidation Strategies 
    Burkart Mönch
  • Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 
    Nicole Branger, Christian Schlag
  • Tractable Hedging – An Implementation of Robust Hedging Strategies 
    Nicole Branger, Antje Mahayni
  • An Empirical Analysis of the Relation Between Stock and Option Trading Activity 
    Iskra Kalodera, Christian Schlag
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.).
  • When are Static Superhedging Strategies Optimal? 
    Nicole Branger, Angelika Esser, Christian Schlag
  • Tractable Hedging – An Implementation of Robust Hedging Strategies 
    Nicole Branger, Antje Mahayni
  • Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 
    Nicole Branger, Christian Schlag
Swiss Society for Financial Market Research, 2004, Zürich (2.4. - 2.4.).

2003
Australasian Finance Conference, 2003, Sydney (17.12. - 19.12.).
  • Optimal Liquidation Strategies 
    Burkart Mönch
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
Gesellschaft für Operations Research, 2003, Heidelberg (3.9. - 5.9.).
  • Tractable Hedging – An Implementation of Robust Hedging Strategies 
    Nicole Branger, Antje Mahayni
European Financial Management Association, 2003, Helsinki (25.6. - 28.6.).10th Global Finance Conference, 2003, Frankfurt (15.6. - 17.6.).Swiss Society for Financial Market Research, 2003, Zürich (4.4.).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
  • Pricing Derivatives Using Cross-Entropy – An Economic Analysis 
    Nicole Branger
Deutsche Gesellschaft für Finanzwirtschaft, 2002, Köln (4.10. - 5.10.).International Conference on Operations Research, 2002, Klagenfurt (2.9. - 5.9.).
  • Pricing Derivatives Using Cross-Entropy – An Economic Analysis 
    Nicole Branger
European Finance Association, Doctoral Tutorial, 2002, Berlin (21.8.).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.
  • Pricing Derivatives Using Cross-Entropy – An Economic Analysis 
    Nicole Branger
  • Price Discovery in International Equity Trading 
    Joachim Grammig, Michael Melvin, Christian Schlag

1999
8th Symposium on Finance, Banking, and Insurance, 1999, Karlsruhe (15.12. - 17.12.).
  • Untersuchung der Preisführerschaft im DAX am Beispiel eines Indexzertifikates 
    Nicole Branger, Tobias Kirchner
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