{"id":562,"date":"2016-10-25T18:06:17","date_gmt":"2016-10-25T16:06:17","guid":{"rendered":"http:\/\/qfrg.wne.uw.edu.pl\/?page_id=562"},"modified":"2022-10-13T11:50:19","modified_gmt":"2022-10-13T09:50:19","slug":"qfrg-and-zfi-wneuw-conference-2016","status":"publish","type":"page","link":"https:\/\/qfrg.wne.uw.edu.pl\/?page_id=562","title":{"rendered":"ZFI-WNE-UW and QFRG Conference 2016"},"content":{"rendered":"

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:<\/p>\n

EQUITY RISK PREMIUM DETERMINANTS FOR EMERGING AND DEVELOPED MARKETS<\/h1>\n

2016-11-24, 16:00<\/h3>\n

University of Warsaw
\nFaculty of Economic Sciences Room B<\/a><\/h2>\n

\"poster2016-2016-11-08small\"<\/a><\/p>\n

 <\/p>\n

Programme of the conference:<\/strong>
\n 
\n

\n\r\n
16.00-16.15<\/td>\nReception desk and coffee<\/td>\n<\/td>\n<\/tr>\n\r\n
16.15-16.25<\/td>\ndr hab. prof. UW Ryszard Kokoszczy\u0144ski<\/td>\nConference opening<\/td>\n<\/tr>\n\r\n
16.25-16.55<\/td>\ndr Juliusz Jab\u0142ecki<\/td>\nThe rise and fall of synthetic CDO market: lessons learned<\/a><\/td>\n<\/tr>\n\r\n
16.55-17.25<\/td>\nMateusz Wywia\u0142<\/td>\nApplying exogenous variables and regime switching to multifactor models on world equity indices<\/a><\/td>\n<\/tr>\n\r\n
17.25-17.55<\/td>\ndr Pawe\u0142 Sakowski<\/td>\nDo multifactor models produce robust results? Econometric and diagnostic issues in equity risk premia study<\/a><\/td>\n<\/tr>\n\r\n
17.55-18.15<\/td>\nCofee break<\/td>\n<\/td>\n<\/tr>\n\r\n
18.15-18.45<\/td>\ndr Robert \u015alepaczuk<\/td>\nCan we invest on the basis of equity risk premia?<\/a><\/td>\n<\/tr>\n\r\n
18.45-19.15<\/td>\ndr Marcin Chlebus<\/td>\nEWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk<\/a><\/td>\n<\/tr>\n\r\n
19.15-19.45<\/td>\ndr Piotr W\u00f3jcik<\/td>\nVolatility as a new class of assets? The advantages of using volatility index futures in investment strategies<\/a><\/td>\n<\/tr>\n\r\n
19.45-20.05<\/td>\nMateusz Wywia\u0142<\/td>\nBitcoin As a New Asset Class<\/a><\/td>\n<\/tr>\n\r\n
20.05-20.15<\/td>\ndr hab. prof. UW Ryszard Kokoszczy\u0144ski<\/td>\n Conference closing<\/td>\n<\/tr>\n<\/tbody><\/table><\/div><\/p>\n

If you are interested in participation, please register by sending email at qfrg@wne.uw.edu.pl<\/a> with your name and professional\/educational occupation.<\/p>\n

If you want to book seats for other employees\/friends of your company\/university please send us additional information.<\/p>\n","protected":false},"excerpt":{"rendered":"

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 […]<\/p>\n","protected":false},"author":1,"featured_media":519,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"open","template":"","meta":[],"_links":{"self":[{"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/pages\/562"}],"collection":[{"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=562"}],"version-history":[{"count":38,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/pages\/562\/revisions"}],"predecessor-version":[{"id":1498,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/pages\/562\/revisions\/1498"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/media\/519"}],"wp:attachment":[{"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=562"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}