Currently, Michael and myself are attending the World Finance Conference in beautiful Cagliari. The organizers provide a conference at a beautiful venue and hosting us perfectly.
Today, I presented our research findings on the risk profiling of robo-advisory. We got great feedback and had lots of discussions. Thank you very much! This makes the WFC fantastic.
You find a recording of the talks‘ content here.
Greetings from Sardinia!
On April 20th, 2017 I was invited to Wroclaw, Poland to the second edition of a series of international conferences on European integration and sustainable development. Weiterlesen
The location: the amazing Venice in Italy. The venue: the beautiful Scuola Grande di San Giovanni Evengelista. On March 3rd, I was invited as a keynote speaker for the 12th Quantitative and Asset Management Workshop by DIAMAN SCF.
Photo by trolvag [CC BY-SA 3.0], via Wikimedia Commons
From July 26th until 28th, the World Finance Conference will take place at Cagliari University in Sardinia, Italy. I am invited to present the findings of a joint work with Michael Tertilt, an alumnus of HSBA’s MBA program. I am really looking forward to meet and greet!
Robo-advisors promise efficient, rational, and transparent investment advisory. We analyze how robo-advisors ascertain their user’s risk tolerance and which equity exposure is derived from the individual risk profile. Our findings indicate significant differences in the quality of offered investment advice. On average, robo-advisors ask relatively few questions in their user’s risk profile assessment, and it is particularly surprising that some of the questions seem not to have any impact on the risk categorization. Moreover, the recommended equity exposure is relatively conservative.
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From July 29th until 31st, the World Finance Conference took place at St. Johns University in New York, U.S.A. I was invited to present my new findings on timing strategies and the findings of the joint work with David. It was a real pleasure! Thank you to all organizers and hosts!
From June 26th until 29th, the 23rd Annual Conference of the Multinational Finance Society takes place at Stockholm University Business School in Stockholm, Sweden. I am invited to present my new findings on timing strategies.
Directly after the VI. HSBA Finance Conference, I travelled to Munich to participate in QuantInvest 2016. My co-author Ursula presented the results of our joint work „Avoiding pitfalls when measuring quantitative strategies: A new perspective“. We met some very interesting people there and made some great contacts. Thanks to the organizers for inviting us — it has been a great experience! If you are interested in our paper, you will find it here.
From April 22nd until 24th, the MFS Spring Conference took place at Cyprus University of Technology in Lemesos. I was invited to present my new findings on timing strategies.
The conference was a great event: well organized, balanced programm, fantastic talks, interesting people, and awesome receiption, dinner as well as tour! Last but not least: Lemesos is a place to be — absolutely worth the travel.
A big THANK YOU to all the people which made that event possible and organized it!
Vom 23. bis 25. September findet die GEABA-Konferenz in Hamburg statt. Die HSBA ist Gastgeber der Veranstaltung mit dem Schwerpunkthema „Risk Management in Business“. Am Donnerstag, den 24. September leite ich zwischen 13:30 und 15:30 Uhr die Session C3 und halte ein Korreferat zum Beitrag von Branger, Muck & Weisheit: „International Portfolio Choice when Correlations are Stochastic“. Das Working Paper steht hier zum Download bereit.
From July 12th until 15th, the EURO2015 takes place at the University of Strathclyde in Glasgow. I am invited to present my new findings on timing strategies.
According to the efficient market hypothesis (EFM), technical trading rules should not have prediction power. However, a significant number of academic studies confirm at least slight excess returns. By applying parametric and historical simulation techniques, we show the connection between timing success and statistical properties of the underlying. Therefore, we check the time series data of prior studies with respect to their statistical properties in order to explain their findings. As long as drift, volatility and autocorrelation of a time series are unpredictable, there seems to be no benefit from technical trading rules.
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