Archives : Events
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Events
The Judicial Power of Africa’s Supranational Courts / Le pouvoir judiciaire des cours supranationales d’Afrique
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Events
Supply chain financial analysis, executive education
En savoir plusOverviewThis workshop bridges the gap between finance and supply chain by demonstrating how supply chain actions affect the income statement and the balance sheet—two key financial statements—and showing how supply chain decisions can be translated into financial metrics.
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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,…