Faculté des Sciences, des Technologies et de Médecine
Faculté de Droit, d’Économie et de Finance
Faculté des Sciences Humaines, des Sciences de l’Éducation et des Sciences Sociales
Interdisciplinary Centre for Security, Reliability and Trust
Luxembourg Centre for Systems Biomedicine
Luxembourg Centre for Contemporary and Digital History
Luxembourg Centre for European Law
Luxembourg Centre for Socio-Environmental SystemsArchives : Events
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Events
A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets
En savoir plusAbstractThis paper studies the dynamic interaction between the netpositions of commercial hedgers and non-commercialspeculators and risk premiums in commodity futures markets.Short-term position changes are mainly driven by the liquiditydemands of non-commercial traders, while long-term variationis primarily driven by the hedging demands from commercialtraders. These two components influence expected futuresreturns with opposite signs. The gains from…
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Events
PhD Defense: Engineering Smart Software Services for Intelligent Pervasive Systems
En savoir plusPhd Supervisor: Yves LE TRAON
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Events
PhD Defense: Systems Biology Approaches for Identification of Molecular Mechanisms in Brain Disorders
En savoir plusPhd Supervisor: Reinhard SCHNEIDER
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PhD Defense: StreaM – Standardisierte unternehmensübergreifende Wertstrommethode
En savoir plusPhd Supervisor: Peter PLAPPER
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Events
Arbitrage Free Dispersion
En savoir plusAbstractWe develop a theory of arbitrage-free dispersion (AFD) thatcharacterizes the testable restrictions of asset pricing models.AFD measures Jensen’s gap in the cumulant generating functionof pricing kernels and returns. It implies a wide family of modelfreedispersion constraints, which extend dispersion and codispersionbounds in the literature and are applicable with aunifying approach in multivariate and multiperiod settings.Empirically,…
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Events
Research Seminar – On Data-Selective Adaptive Filtering
En savoir plusThe current trend of acquiring data pervasively calls for some data-selection strategy, particularly in the case a subset of the data does not bring enough innovation. As a byproduct, in addition to reducing power consumption and some computation, the discarding of data results in more accurate parameter estimation. In many practical situations, it is possible…
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Events
Research Seminar – Blockchain Won’t Kill the Banks: The Case of International Trade Finance
En savoir plusIn research and practice, we observe two main directions of organizations applying blockchain: First, organizations use blockchain for optimizing existing processes (blockchain-based business process optimization – B3PO). Second, organizations use blockchain to disrupt existing processes, foster disintermediation, and enable disruptive business models (blockchain-based business process reengineering – B3PRE). Although blockchain currently pushes into the market…
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La réforme du droit du divorce et de l’autorité parentale
En savoir plusColloqueLe 14 juin dernier, la Chambre des Députés a adopté la loi réformant le divorce en instaurant un juge aux affaires familiales, et cette loi entrera en vigueur le 1er novembre prochain. Après plus de dix ans, la mesure symbolique de l’abandon du divorce pour faute est donc actée. Mais la réforme est beaucoup plus…