Conference Participations and Talks

2024

  • S. Schlie
    "Shorting in the Dark: The Dual Role of Short Sales in Off-Exchange Markets"
    Summer School on Market Microstructure
    Stockholm, 03.07.2024.
  • D. Shkel "Can you trust the numbers? A model-free assessment of misleading cost disclosures for Structured Retail Products" 33rd Annual Meeting of the European Financial Management Association (EFMA) Lissabon, 27.06.2024.
  • S. Schlie "Interday Cross-Sectional Momentum: Global Evidence and Determinants" 33rd Annual Meeting of the European Financial Management Association (EFMA) Lissabon, 26.06.2024.
  • N. Wasielewski
    "Is There Overreaction in Implied Volatility Jumps of Single Stocks?"

    Internationales Doktorandenseminar "Banking and Finance" 2024 (IDS)
    Liechtenstein, 15.06.2024.

  • L. Sperling "Transition risk premiums in option prices"
    Quantitative Finance and Financial Econometrics International Conference 2024 (QFFE 2024) Marseille, 06.05.2024.
  • F. Jensen "Do retail investors care about sustainability? – Preference for and pricing of sustainable structured retail products" 40th International Conference of the French Finance Association (AFFI) Lille, 27.05.2024.
  • S. Schlie "Interday Cross-Sectional Momentum: Global Evidence and Determinants" 40th International Conference of the French Finance Association (AFFI) Lille, 27.05.2024.
  • L. Sperling "Transition risk premiums in option prices"
    2nd Structured Retail Products and Derivatives Conference Hagen, 23.05.2024.
  • F. Jensen "Do retail investors care about sustainability? – Preference for and pricing of sustainable structured retail products" 2nd Structured Retail Products and Derivatives Conference Hagen, 23.05.2024.
  • D. Shkel "Can you trust the numbers? A model-free assessment of misleading cost disclosures for Structured Retail Products" 2nd Structured Retail Products and Derivatives Conference Hagen, 23.05.2024.
  • D. Shkel
    "How can sustainability preferences be explained? A comparison of common measures"
    Swedish Community for Sustainable Finance Conference 2024
    Gothenburg, 26.04.2024.
  • F. Jensen
    "Do retail investors care about sustainability? – Preference for and pricing of sustainable structured retail product"
    Workshop of the German Operations Research Society: Working Group on Financial Management and Investments (GOR AG FMI)
    Paris, 14.03.2024.
  • F. Borchard
    "Pieces of the index-option-return-puzzle – Some new evidence"
    Workshop of the German Operations Research Society: Working Group on Financial Management and Investments (GOR AG FMI)
    Paris, 13.03.2024.
  • S. Schlie "Interday Cross-Sectional Momentum: Global Evidence and Determinants" 84. Jahrestagung des Verbandes der Hochschullehrer für Betriebswirtschaft (VHB) Lüneburg, 07.03.2024.

2023

  • S. Schlie
    "Interday Cross-Sectional Momentum: Global Evidence and Determinants"
    8th Cross Country Perspectives in Finance (CCPF) Symposium
    Online, 08.12.2023.
  • O. Beckmann
    "Implications of the Regulatory Treatment of Sovereign Exposures for Bank Behavior"
    International Workshop on Financial System Architecture and Stability (IWFSAS) 2023
    Brüssel, 05.10.2023.
  • D. Shkel
    "Price decomposition for retail derivatives-A model-free analysis based on rough path signatures"
    World Finance Conference 2023
    Kristiansand, 02.08.2023.
  • O. Beckmann
    "Implications of the Regulatory Treatment of Sovereign Exposures for Bank Behavior"
    World Finance Conference 2023
    Kristiansand, 02.08.2023.
  • L. Sperling
    "The factor structure of delta-hedged returns on equity options"

    Internationales Doktorandenseminar "Banking and Finance" 2023 (IDS)
    Innsbruck, 07.07.2023.

  • F. Jensen
    "Do retail investors care about sustainability? – Preference for and pricing of sustainable structured retail products"

    Internationales Doktorandenseminar "Banking and Finance" 2023 (IDS)
    Innsbruck, 07.07.2023.

  • S. Schlie
    "Intraday Cross-Sectional Momentum: Global Evidence"

    8th Cross Country Perspectives in Finance (CCPF) Conference
    Online, 23.06.2023.

  • O. Beckmann
    "Implications of the Regulatory Treatment of Sovereign Exposures for Bank Behavior"
    32nd Annual Meeting of the European Financial Management Association (EFMA)
    Cardiff, 30.06.2023.
  • O. Beckmann
    "Implications of the Regulatory Treatment of Sovereign Exposures for Bank Behavior"
    39th International Conference of the French Finance Association (AFFI)
    Bordeaux, 05.06.2023.
  • S. Schlie
    "Intraday Cross-Sectional Momentum: Global Evidence"

    Workshop of the German Operations Research Society: Working Group on Financial Management and Financial Institutions (GOR AG FIFI)
    Halle, 22.03.2023.

2022

  • S. Schlie
    "Feedback trading and feedback pricing: The intra-day case of retail derivatives"

    Internationales Doktorandenseminar "Banking and Finance" 2022 (IDS)
    Stuttgart, 08.10.2022.

  • O. Beckmann
    "Implications of the Regulatory Treatment of Sovereign Exposures for Bank Behavior"

    Internationales Doktorandenseminar "Banking and Finance" 2022 (IDS)
    Stuttgart, 07.10.2022.

  • F. Borchard
    "Instantaneous Volatility and Index Option Returns"

    Internationales Doktorandenseminar "Banking and Finance" 2022 (IDS)
    Stuttgart, 07.10.2022.

  • D. Shkel
    "Model-free Margin Analysis for Structured Retail Products Based on Rough Path Signatures"

    European Conference of Data Analysis 2022 (ECDA)
    Neapel, 15.09.2022.

  • O. Beckmann
    "Bank Capital Regulation and the Sovereign-Bank Nexus: Evidence from European Banks"

    30th Annual Meeting of the European Financial Management Association 2022 (EFMA)
    Rom, 01.07.2022.

  • F. Jensen
    "Is Credit Risk Priced in the German Market for Structured Products?"
    30th Annual Meeting of the European Financial Management Association 2022 (EFMA)
    Rom, 01.07.2022.
  • S. Schlie
    "Feedback trading and feedback pricing: The intra-day case of retail derivatives"
    30th Annual Meeting of the European Financial Management Association 2022 (EFMA)
    Rom, 01.07.2022.
  • S. Schlie
    "Feedback trading and feedback pricing: The intra-day case of retail derivatives"
    11th International Conference of the Financial Engineering and Banking Society (FEBS)
    Portsmouth, 11.06.2022.
  • S. Schlie
    "Feedback trading and feedback pricing: The intra-day case of retail derivatives"
    38th International Conference of the French Finance Association (AFFI)
    Saint-Malo, 24.05.2022.
  • O. Beckmann
    "Bank Capital Regulation and the Sovereign-Bank Nexus: Evidence from European Banks"
    Jubiläumstagung zum 100jährigen Bestehen des Verbands der Hochschullehrer für Betriebswirtschaft (VHB)
    Online, 10.03.2022.

2021

  • F. Jensen
    "Is Credit Risk Priced in the German Market for Structured Products?"
    Workshop on Structured Retail Products
    Online, 24.09.2021.
  • S. Schlie
    "Feedback trading and feedback pricing: The intra-day case of retail derivatives"
    Workshop on Structured Retail Products
    Online, 24.09.2021.
  • M. Naumann
    "Design of flexible short-term energy contracts - An analysis of trading strategies on the continuous intraday market"
    OR 2021 International Conference on Operations Research
    Online, 31.08.2021.
  • M. Naumann
    "Design of flexible short-term energy contracts - An analysis of trading strategies on the continuous intraday market"
    31st European Conference on Operational Research
    Online, 12.07.2021.
  • P. Rosenthal
    "Time-Discrete Hedging of Down-And-Out Puts Near the Barrier"
    30th Annual Meeting of the European Financial Management Association
    Online, 01.07.2021.
  • D. Shkel
    "Barrier Option Pricing With Trading and Non-Trading Hours"
    10th General Advanced Mathematical Methods for Finance (AMaMeF) Conference
    Online, 23.06.2021.
  • P. Rosenthal
    "Time-Discrete Hedging of Down-And-Out Puts Near the Barrier"
    37th International Conference of the French Finance Association (AFFI)
    Online, 27.05.2021.
  • R. Baule
    "What is your Desire? Retail Investor Preferences in Structured Products"
    European Retail Investment Conference (ERIC)
    Online, 14.05.2021

2020

  • P. Rosenthal
    " Time-Discrete Hedging of Down-And-Out Puts Near the Barrier "
    World Finance and Banking Symposium
    Online, 05.12.2020.
  • D. Shkel
    "Model Risk in a Rough World"
    60th Annual Meeting of the Southern Finance Association
    Online, 18.11.2020.

2019

  • M. Naumann
    "Volatility and dispersion of hourly electricity contracts on the continuous intraday market"
    26th Annual Meeting of the German Finance Association (DGF)
    Essen, 28.09.2019.
  • D. Shkel
    "Model Risk in a Rough World"
    Vienna Congress on Mathematical Finance
    Wien, 10.09.2019.
  • S. Wessels
    "Performance-Based Estimation of Issuer Margins Priced in Structured Financial Products"
    Internationales Doktoranden Seminar (IDS)
    Bayreuth, 06.07.2019.
  • D. Shkel
    "Model Risk in a Rough World"
    Internationales Doktoranden Seminar (IDS)
    Bayreuth, 05.07.2019.
  • R. Baule
    "Counterparty Risk Allocation"
    28th European Financial Management Associaton Conference (EFMA)
    Ponta Delgada, 26.06.2019.
  • P. Münchhalfen
    "Disclosure Policies for the Issuer Estimated Value — Facts and Fiction"
    28th European Financial Management Associaton Conference (EFMA)
    Ponta Delgada, 26.06.2019.
  • P. Münchhalfen
    "Disclosure Policies for the Issuer Estimated Value — Facts and Fiction"
    36th International Conference of the French Finance Association (AFFI)
    Québec, 17.06.2019.
  • P. Münchhalfen
    "Disclosure Policies for the Issuer Estimated Value — Facts and Fiction"
    81. Jahrestagung des Verbandes der Hochschullehrer für Betriebswirtschaft (VHB)
    Rostock, 12.06.2019.
  • S. Wessels
    "Performance-Based Estimation of Issuer Margins Priced in Structured Financial Products"
    9th General Advanced Mathematical Methods in Finance Conference (AMaMeF)
    Paris, 12.06.2019.
  • D. Shkel
    "Model Risk in a Rough World"
    9th General Advanced Mathematical Methods in Finance Conference (AMaMeF)
    Paris, 11.06.2019.
  • M. Naumann
    "Volatility of hourly electricity contracts on the continuous intraday market"
    6th European Conference on Data Analysis (ECDA)
    Bayreuth, 18.03.2019.
  • P. Rosenthal
    "Minimum MSE hedging of complex financial retail structured products in discrete time"
    6th European Conference on Data Analysis (ECDA)
    Bayreuth, 18.03.2019.
  • M. Naumann
    "Volatility of hourly electricity contracts on the continuous intraday market"
    Workshop der Financial Management and Financial Institutions Working Group der Gesellschaft für Operations Research (GOR AG FIFI)
    Lemgo, 01.02.2019.
  • P. Rosenthal
    "Minimum MSE hedging of complex financial retail structured products in discrete time"
    Workshop der Financial Management and Financial Institutions Working Group der Gesellschaft für Operations Research (GOR AG FIFI)
    Lemgo, 01.02.2019.
  • D. Shkel
    "Model Risk and Model Choice in the Case of Barrier Options"
    18th Winter School on Mathematical Finance
    Lunteren, 21.01.2019.

2018

  • D. Shkel
    "Model Risk and Model Choice in the Case of Barrier Options"
    Southern Finance Association (SFA) Annual Meetings 2018
    Asheville, 17.11.2018.
  • S. Wessels
    "Performance Measurement for Option Portfolios in a Stochastic Volatility Framework"
    Southern Finance Association (SFA) Annual Meetings 2018
    Asheville, 15.11.2018.
  • S. Wessels
    "Performance Measurement for Option Portfolios in a Stochastic Volatility Framework"
    2018 Financial Management Association (FMA) Annual Meeting
    San Diego, 11.10.2018.
  • D. Shkel
    "Model Risk and Model Choice in the Case of Barrier Options"
    Doktorandenworkshop der Deutschen Gesellschaft für Finanzwirtschaft (DGF)
    Trier, 20.09.2018.
  • P. Rosenthal
    "Zeitdiskretes Hedging von Bonuszertifikaten"
    Internationales Doktorandenseminar (IDS)
    Hagen, 06.07.2018.
  • D. Shkel
    "Model Risk and Model Choice in the Case of Barrier Options"
    European Financial Management Association Annual Meetings 2018 (EFMA)
    Mailand, 29.06.2018.
  • S. Wessels
    "Performance Measurement for Option Portfolios in a Stochastic Volatility Framework"
    80. Jahrestagung des Verbandes der Hochschullehrer für Betriebswirtschaft e.V. (VHB)
    Magdeburg, 24.05.2018.
  • D. Shkel
    "Model Risk and Model Choice in the Case of Barrier Options"
    35th Annual Conference of the French Finance Association (AFFI)
    Paris, 22.05.2018.

2017

  • R. Baule
    "Risk Measures and Counterparty Risk"
    5th Annual Conference Risk Governance
    Siegen, 05.10.2017.
  • D. Shkel
    "Is Model Risk Worth Worrying About? Empirical Model Risk Quantification in the Case of Bonus Certificates"
    4th European Conference on Data Analysis 2017
    Breslau, 28.09.2017.
  • M. Tieves
    "Volatility Discovery and Volatility Quoting on Markets for Options and Warrants"
    2017 Derivatives Markets Conference
    Auckland, 11.08.2017.
  • D. Shkel
    "Der Issuer Estimated Value und das Modellrisiko bei Bonuszertifikaten"
    Internationales Doktorandenseminar (IDS)
    Passau, 01.07.2017.
  • M. Tieves
    "Information Shares in Stationary Time Series and Global Volatility Discovery"
    34th International Conference of the French Finance Association
    Valence, 31.05.2017.
  • S. Wessels
    "Performance Measurement for Option Portfolios"
    Workshop of the Financial Management and Financial Institutions Working Group of the Society for Operations Research
    (GOR AG FIFI)
    Magdeburg, 30.03.2017.

2016

  • M. Tieves
    "Information Shares in Stationary Time Series and Global Volatility Discovery"
    6th Auckland Finance Meeting
    Auckland, 17.12.2016.
  • R. Baule
    "Wie nachhaltig sind die Baseler Eigenkapitalvorschriften?
    Tagung Nachhaltigkeit in Bank- und Finanzwirtschaft
    Hagen, 04.11.2016.
  • R. Baule
    "Risikosensitivität und Zyklizität regulatorischer Eigenkapitalvorschriften"
    4th Annual Conference on Risk Governance
    Siegen, 13.10.2016.
  • S. Wessels
    "Performancemessung von Optionsportfolios"
    Internationales Doktorandenseminar (IDS)
    Nürnberg, 08.07.2016.
  • R. Baule
    "Risikosensitivität und Zyklizität regulatorischer Eigenkapitalvorschriften"
    Göttinger Workshop Finanzwirtschaft
    Göttingen, 23.04.2016.
  • M. Tieves
    "Information Shares in Stationary Time Series"
    Workshop of the Financial Management and Financial Institutions Working Group of the Society for Operations Research
    (GOR AG FIFI    )
    Augsburg, 04.04.2016.
  • H. Wilke
    "To Follow or not to Follow – An Analysis of the Profitability of Portfolio Strategies Based on Analyst Consensus EPS Forecasts"
    Sydney International Business Research Conference (SIBSRC) 2016
    Sydney, 20.03.2016.
  • H. Wilke
    "To Follow or not to Follow – An Analysis of the Profitability of Portfolio Strategies Based on Analyst Consensus EPS Forecasts"
    2016 Financial Markets & Corporate Governance Conference (FMCG)
    Melbourne, 31.03.2016.

2015

  • R. Baule
    "To Follow or not to Follow – An Analysis of the Profitability of Portfolio Strategies Based on Analyst Consensus EPS Forecasts"
    28th Australasian Finance and Banking Conference (AFBC)
    Sydney, 16.12.2015.
  • H. Wilke
    "To Follow or not to Follow – An Analysis of the Profitability of Portfolio Strategies Based on Analyst Consensus EPS Forecasts"
    Annual Meeting 2015 der Southern Finance Association (SFA)
    Captiva Island – Florida, 19.11.2015.
  • M. Tieves
    "Informationsmaße zur Volatility Discovery"
    Internationales Doktorandenseminar (IDS)
    Gießen, 17.07.2015.
  • K. Niehoff
    "Price Differences between Voting and Non-Voting Shares in Crisis and Boom – A Contribution to the Value of the Voting Right"
    6th International Research Meeting in Business and Management
    Nizza, 03.07.2015.

2014

  • H. Wilke
    "To Follow or not to Follow – An Analysis of the Profitability of Portfolio Strategies Based on Analyst Consensus EPS Forecasts"
    2014 Paris Financial Management Conference (PFMC)
    Paris, 16.12.2014.
  • Z. Csapó
    "Zum Umsetzungsstand der MaRisk in der Leasing-Branche"
    2nd Annual Conference on Risk Governance
    Siegen, 09.10.2014.
  • P. Blonski
    "Persuasion and Persuasibility of Individual Investors by Scenarios"
    Börse Stuttgart Research Colloquium
    Stuttgart, 22.07.2014.
  • H. Wilke
    "The Information Content of Analyst Forecasts – An Econometric Analysis of Informational Leadership"
    Annual Meeting of the European Financial Markets Association (EFMA)
    Rom, 26.06.2014.
  • P. Blonski
    "The Demand for Warrants and Issuer Pricing Strategies"
    PhD Workshop at Auckland University of Technology (AUT)
    Auckland, 11.04.2014.
  • P. Blonski
    "Persuasion and Persuasibility of Individual Investors by Scenarios"
    "The Demand of Warrants and Issuer Pricing Strategies"
    "An Investigation of the Cognitive Competence of Individual Investors at the Market for Retail Derivatives"
    PhD Workshop at University of New South Wales (UNSW).
    Sydney, 06.03.2014.

2013

  • P. Blonski
    "Das Nachfrageverhalten privater Anleger am Markt für strukturierte Finanzprodukte"
    Doktorandenseminar der 20. Jahrestagung der Deutschen Gesellschaft für Finanzwirtschaft (DGF)
    Wuppertal, 26.09.2013.
  • H. Wilke
    "Der Informationsgehalt von Analystenschätzungen – eine ökonometrische Analyse"
    Internationales Doktorandenseminar (IDS)
    Augsburg, 28.06.2013.
  • P. Blonski
    "Persuasion and Persuasibility of Individual Investors by Scenarios"
    30th French Finance Association Conference (AFFI)
    Lyon, 29.05.2013.
  • P. Blonski
    "Persuasion and Persuasibility of Individual Investors by Scenarios"
    2nd European Retail Investment Conference (ERIC)
    Stuttgart, 24.04.2013.
  • R. Baule
    "Market Response to Mandatory Pre-Earnings-Announcements – Evidence from Ad-Hoc Disclosures in Germany" (Presentation by Co-Author)
    "The Price Sensitivity of Retail Warrant Investors"
    49th Eastern Finance Association Annual Meeting 2013
    St. Pete Beach, 11.04.2013.
  • P. Blonski
    "The Demand for Warrants and Issuer Pricing Strategies"
    Annual Conference of the Midwest Finance Association (MFA)
    Chicago, 06.03.2013.

2012

  • P. Blonski
    "The Price Sensitivity of Retail Warrant Investors"
    25th Australasian Finance and Banking Conference (AFBC)
    Sydney, 17.12.2012.
  • P. Blonski
    "The Price Sensitivity of Retail Warrant Investors"
    15th Annual Conference of the Swiss Society for Financial Market Research (SGF)
    Zurich, 30.03.2012.
12.07.2024