Inquire Europe | Institute for quantitative investment research
  • About
    • About Inquire Europe
    • Our Board
    • Committees
    • Honorary members
    • Sister organisations
    • CQA
  • News
  • Membership
    • Membership
    • Our members
    • Membership fee
    • Registration form
    • Young Professionals Program
    • Guest program
  • Seminars / Webinars
    • Seminars / Webinars
    • Future seminars
    • Previous seminars
  • Research
    • Research
    • Call for research proposals
    • Research Published in Top Finance Journals
    • Finished research projects
    • Projects under development
  • Awards
  • Contact

Inquire Europe

Institute for quantitative investment research

Home » Events » Joint Spring Seminar 2018, Dresden

Joint Spring Seminar 2018, Dresden

18 March 2018 - 20 March 2018

Kempinski Taschenbergpalais, Dresden, Germany

You will need to be logged in to be able to download the remaining documents (biographies, papers, summaries and video-registrations)

Papers


Implications of Monetary Policy and Regulation after the Crisis for Risk Taking and Investments

Luc Laeven (European Central Bank)

You will need to be logged in to be able to download the remaining documents (biographies, papers, summaries and video-registrations)

Strategic Asset Allocation and Risk Budgeting for Insurers under Solvency II

Roy Kouwenberg (Erasmus School of Economics and Mahidol University Bangkok)

You will need to be logged in to be able to download the remaining documents (biographies, papers, summaries and video-registrations)

Multi Yield Curve Stress-testing Framework Incorporating Temporal and Cross Tenor Structural Dependencies

Emmanouil Karimalis (Bank of England), Ioannis Kosmidis (University College London) and Gareth W Peters (University College London)

You will need to be logged in to be able to download the remaining documents (biographies, papers, summaries and video-registrations)

The Bond Pricing Implications of Rating-Based Capital Requirements

Stanislava Nikolova (University of Nebraska-Lincoln)

You will need to be logged in to be able to download the remaining documents (biographies, papers, summaries and video-registrations)

The Impact of Stress on Market Liquidity: a Simulation of Investment Fund Redemptions

Yuliya Baranova, Joseph Noss and Laura Silvestri (Bank of England)

You will need to be logged in to be able to download the remaining documents (biographies, papers, summaries and video-registrations)

Consumer Loans: Return and Risk

Kathy Yuan (London School of Economics and Political Science)

You will need to be logged in to be able to download the remaining documents (biographies, papers, summaries and video-registrations)

Diversify and Purify Factor Premiums in Equity Markets

Raul Leote de Carvalho (BNPParibas)

You will need to be logged in to be able to download the remaining documents (biographies, papers, summaries and video-registrations)

The Equity Risk Premium and the Low Frequency of the Term Spread

Gonçalo Faria (University of London and University of Porto) and Fabio Verona (Bank of Finland)

You will need to be logged in to be able to download the remaining documents (biographies, papers, summaries and video-registrations)

Portfolio Optimisation in an Uncertain World

Marielle de Jong (Amundi

You will need to be logged in to be able to download the remaining documents (biographies, papers, summaries and video-registrations)

Currency Mispricing and Dealer Balance Sheets

Pasquale Della Corte (Imperial College), Gino Cenedese (Bank of England) and Tianyu Wang (Imperial College)

You will need to be logged in to be able to download the remaining documents (biographies, papers, summaries and video-registrations)

Sitemap

  • About
  • News
  • Membership
  • Seminars / Webinars
  • Research
  • Awards
  • ANBI
  • GDPR
  • Complaints
  • Contact
© 1990-2023  Inquire Europe - Institute for quantitative investment research

  • About
    • About Inquire Europe
    • Our Board
    • Committees
    • Honorary members
    • Sister organisations
    • CQA
  • News
  • Membership
    • Membership
    • Our members
    • Membership fee
    • Registration form
    • Young Professionals Program
    • Guest program
  • Seminars / Webinars
    • Seminars / Webinars
    • Future seminars
    • Previous seminars
  • Research
    • Research
    • Call for research proposals
    • Research Published in Top Finance Journals
    • Finished research projects
    • Projects under development
  • Awards
  • Contact