Berlin 2005 – scientific programme
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AKSOE: Physik sozio-ökonomischer Systeme
AKSOE 14: Financial Markets and Risk Management II
Wednesday, March 9, 2005, 14:00–16:00, TU P-N203
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14:00 | AKSOE 14.1 | Connection between autocorrelated order flow and uncorrelated stock returns — •Philipp Weber and Bernd Rosenow |
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14:30 | AKSOE 14.2 | On optimization of CAPM-Portfolios by calculation and underwriting the loss — •Uli willibald spreitzer, Vladimir reznik und Thomas riepl |
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15:00 | AKSOE 14.3 | Tobin Tax and market depth — •Gudrun Ehrenstein, Diettrich Stauffer, and Frank Westerhoff |
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15:30 | AKSOE 14.4 | Stock markets cross-levels correlations: Short-range stock return linear regression models for developing stock markets — •Michael Romanovsky, Vladislav Kharlamov, Andrew Shurup, and Igor Zhukov |