Programm

Program

4th Symposium “Quantitative Finance and Risk Analysis”

Trier University

24 October 2019, Room V 302

10:30 - 10:35: Opening remarks by Georg Müller-Fürstenberger (Vice President of Trier University)

10:35 – 11:45: Keynote by Frank Riedel (Bielefeld University)

Knightian Uncertainty in Finance – Recent Developments

12:00 – 13:00: Session I – Risk Measures and Portfolio Optimization

Christian Laudagé (Fraunhofer ITWM): Application of Multi-Asset Risk Measures

Tobias Burggraf (WHU): Risk-Based Portfolio Optimization in the Cryptocurrency World

13:00 – 14:00: Lunch

14:00 – 15:15: Keynote by Ralf Korn (TU Kaiserslautern):

Recent Results in Worst-Case Portfolio Optimization

15:30 – 17:00: Session II – Information Disclosure

Véronique Weber (University of Luxembourg): Information Content of Systematic and Idiosyncratic Risk Disclosure

Nijat Hajikhanov (University of Luxembourg): Conservatism in Risk Disclosure Tone and Prediction Power for Stock Price Crash Risk

Lars Other (University of Jena): Disentangling the Information and Forward Guidance Effects of Monetary Policy Announcements

17:15 – 18:15: Session III – Asset Pricing

Artem Dyachenko (University of Trier): Projections of the Stochastic Discount Factor in Continuous Time Models

Dennis Umlandt (University of Trier): Likelihood-based Dynamic Asset Pricing

This Symposium is supported by Arkus Financial Services.