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
Lunchseminar in Economics: The Detrimental Effect of Job Protection on Employment: Evidence from France
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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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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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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…