Berlin 2005 – wissenschaftliches Programm

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AKSOE: Physik sozio-ökonomischer Systeme

AKSOE 14: Financial Markets and Risk Management II

Mittwoch, 9. März 2005, 14:00–16:00, TU P-N203

	14:00	AKSOE 14.1	Connection between autocorrelated order flow and uncorrelated stock returns — •Philipp Weber and Bernd Rosenow
	14:30	AKSOE 14.2	On optimization of CAPM-Portfolios by calculation and underwriting the loss — •Uli willibald spreitzer, Vladimir reznik und Thomas riepl
	15:00	AKSOE 14.3	Tobin Tax and market depth — •Gudrun Ehrenstein, Diettrich Stauffer, and Frank Westerhoff
	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