Program for stream Finance

WD-10: Empirical Asset Pricing
Stream: Finance
Room: ZEU/114/H
Chair(s): David Christen

• Short-run wavelet-based covariance regimes for applied portfolio management
  Theo Berger
• Non homogeneous Markov chains in PD-estimation - A theoretical framework in the context of IFRS 9
  Philipp Hofmann, Sascha H. Moells
• An empirical analysis of arbitrage opportunities in the market for German government bonds
  David Christen

TA-10: Financial Modeling I
Stream: Finance
Room: ZEU/114/H
Chair(s): Elmar Lukas

• Preemptive competition between two firms with different time discounts
  Michi Nishihara
• A Real Options Approach to Determine the Optimal Choice Between Lifetime Extension and Repowering of Wind Turbines
  Maximilian Heumann, Chris Stetter, Martin Westbomke , Malte Stonis, Michael H. Breitner
• Financing, investment, liquidation, and costly reversibility
  Takashi Shibata, Michi Nishihara
• Radical or Incremental Innovation under Competition and Product Life Cycles
  Stefan Kupfer, Elmar Lukas

FA-10: Financial Modeling II
Stream: Finance
Room: ZEU/114/H
Chair(s): Michael H. Breitner

• An Optimal Compensation Mechanism in Modified Principal-Agent Model with Risk Aversion Concept
  Tsai-ling Liu, Tyrone T. Lin
• Measuring changes in Russian monetary policy: An index-based approach
  Cornelia Sahling, Nikolay Nenovsky
• Where, when and how much to invest in a dynamic spatial structure under uncertainty? Agent-Based Modeling in a stable Cellular Automata.
  Christoph Hentschel, Elmar Lukas