DPG Phi
Verhandlungen
Verhandlungen
DPG

Berlin 2005 – scientific programme

Parts | Days | Selection | Search | Downloads | Help

AKSOE: Physik sozio-ökonomischer Systeme

AKSOE 14: Financial Markets and Risk Management II

Wednesday, March 9, 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
100% | Mobile Layout | Deutsche Version | Contact/Imprint/Privacy
DPG-Physik > DPG-Verhandlungen > 2005 > Berlin