Dresden 2009 – scientific programme

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AGSOE: Arbeitsgruppe Physik sozio-ökonomischer Systeme

AGSOE 4: Financial Markets and Risk Management III

Monday, March 23, 2009, 14:00–16:00, BAR 205

	14:00	AGSOE 4.1	Reliable Quantification and Efficient Estimation of Credit Risk — •Jörn Dunkel and Stefan Weber
	14:30	AGSOE 4.2	Double risks portfolio optimization problem for pension funds — •Uli Spreitzer and Vladimir Reznik
	15:00	AGSOE 4.3	Credit Risk and the limits of diversification — •Rudi Schäfer, Alexander Koivusalo, and Thomas Guhr
	15:30	AGSOE 4.4	Time-dependent correlations in financial markets — •Michael Münnix, Rudi Schäfer, and Thomas Guhr
	15:45	AGSOE 4.5	A numerical analysis of eigenvalues and eigenvectors of covariance matrices — •Daniel Fulger, Enrico Scalas, Giulia Iori, Mauro Politi, and Guido Germano