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AGSOE: Arbeitsgruppe Physik sozio-ökonomischer Systeme
AGSOE 4: Financial Markets and Risk Management III
Montag, 23. März 2009, 14:00–16:00, BAR 205
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14:00 | AGSOE 4.1 | Reliable Quantification and Efficient Estimation of Credit Risk — •Jörn Dunkel and Stefan Weber |
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14:30 | AGSOE 4.2 | Double risks portfolio optimization problem for pension funds — •Uli Spreitzer and Vladimir Reznik |
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15:00 | AGSOE 4.3 | Credit Risk and the limits of diversification — •Rudi Schäfer, Alexander Koivusalo, and Thomas Guhr |
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15:30 | AGSOE 4.4 | Time-dependent correlations in financial markets — •Michael Münnix, Rudi Schäfer, and Thomas Guhr |
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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 |