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Academic Sessions |
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An Empirical Investigation of the Rank Correlation Between Different Risk Measures Carsten Hahn (Westfälische Wilhelms-Universität Münster)
Andreas Pfingsten (Westfälische Wilhelms-Universität Münster)
Peter Wagner (Westfälische Wilhelms-Universität Münster)
Discussant: Ser-Huang Poon (University of Strathclyde)
Risk Management for Derivatives in Illiquid Markets: A Simulation Study Rüdiger Frey (Universität Leipzig)
Pierre Patie (ETH Zürich)
Discussant: Nicole Branger (Johann Wolfgang Goethe-Universität Frankfurt/M.)
Asset Price Dynamics with Value-at-Risk Constrained Traders Jón Danielsson (London School of Economics)
Jean-Pierre Zigrand (London School of Economics)
Hyun Song Shin (London School of Economics)
Discussant: Siegfried Trautmann (Johannes Gutenberg-Universität Mainz)
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