Dresden 2014 – wissenschaftliches Programm

Bereiche | Tage | Auswahl | Suche | Aktualisierungen | Downloads | Hilfe

SOE: Fachverband Physik sozio-ökonomischer Systeme

SOE 3: Financial Markets and Risk Management

Montag, 31. März 2014, 12:00–13:15, GÖR 226

	12:00	SOE 3.1	Endogenous bubbles in an equilibrium model of rational and noise traders without strategy switching — •Matthias Leiss, Taisei Kaizoji, Alexander Saichev, and Didier Sornette
	12:15	SOE 3.2	Universal behavior of the interoccurrence times between losses in finanical markets: Independence of the time resolution — •Josef Ludescher and Armin Bunde
	12:30	SOE 3.3	Free markets and the emergence of leverage thresholds — Joao P. da Cruz, Frank Raischel, and •Pedro G. Lind
	12:45	SOE 3.4	Asset Allocation as function of business policy, stressed market environment, risk and structure of liability in Austrian severance pay funds during 2003-2013 — •Uli Spreitzer and Alexander Rabanser
	13:00	SOE 3.5	The contribution has been withdrawn.