The Department of Quantitative Finance at the Faculty of Economic Sciences University of Warsaw and the Quantitative Finance Research Group invite everyone interested to attend the conference:
EQUITY RISK PREMIUM DETERMINANTS FOR EMERGING AND DEVELOPED MARKETS
Programme of the conference:
|16.00-16.15||Reception desk and coffee|
|16.15-16.25||dr hab. prof. UW Ryszard Kokoszczyński||Conference opening|
|16.25-16.55||dr Juliusz Jabłecki||The rise and fall of synthetic CDO market: lessons learned|
|16.55-17.25||Mateusz Wywiał||Applying exogenous variables and regime switching to multifactor models on world equity indices|
|17.25-17.55||dr Paweł Sakowski||Do multifactor models produce robust results? Econometric and diagnostic issues in equity risk premia study|
|18.15-18.45||dr Robert Ślepaczuk||Can we invest on the basis of equity risk premia?|
|18.45-19.15||dr Marcin Chlebus||EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk|
|19.15-19.45||dr Piotr Wójcik||Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies|
|19.45-20.05||Mateusz Wywiał||Bitcoin As a New Asset Class|
|20.05-20.15||dr hab. prof. UW Ryszard Kokoszczyński||Conference closing|
If you are interested in participation, please register by sending email at firstname.lastname@example.org with your name and professional/educational occupation.
If you want to book seats for other employees/friends of your company/university please send us additional information.