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22 January, 2019
Implications of Financial Innovation for Capital Markets and Household Welfare

Grigory Vilkov

Financial markets are being transformed by the rapid pace of financial innovation, which makes available new asset classes (The new asset classes into which households can invest include hedge funds, private equity, emerging-market equity and debt, mezzanine and distressed debt, real estate, infrastructure, commodities, and cryptocurrencies) and financial products with increasingly complex payoff structures (for an example of a structured product designed to increase household participation in the stock market by offering downside protection, see Calvet, Celerier, Sodini, and Vallee (2017).
18 December, 2018
Expected Correlation and Future Market Returns

Grigory Vilkov

Option prices, by construction, reflect investors’ expectations about future price movements, and, hence, measures of risk extracted from index options are natural candidates for predicting future market returns. However, empirical evidence also suggests that information about the comovement of individual stocks, jointly extracted from index options and the cross-section of individual stock options, can be used to predict future market returns.
12 November, 2018
From Physics to Finance

Dimitrios Diplaris

Before coming to Frankfurt, and obviously since I’ve been here, I’ve been asked the question “But why do you want to switch from Physics to Finance?” The answer seems obvious to me because I was always fascinated by the financial world. Models everywhere to price products, implied rationality and realized over-reaction and herd behavior. Financial markets tend to emulate people’s behavior from one extreme to the other, and how could they not since people are the ones making all the decisions, at least until now.
Implications of Financial Innovation for Capital Markets and Household Welfare
22 January, 2019
Grigory Vilkov
Zur Sicherheit von Technik
26 April, 2019
Peter Roßbach
What is sustainable finance?
12 March, 2019
Ulf Moslener
Banken müssen zu Technologieunternehmen werden
22 January, 2019
Jürgen Moormann
Rückblick in die Zukunft – Real Estate Finance Day
6 December, 2018
Jonas Schippel
Finanzdienstleister der nächsten Generation
21 November, 2018
Julia Wiehe
Expected Correlation and Future Market Returns
18 December, 2018
Grigory Vilkov
Neural Networks vs. Random Forests – Does it always have to be Deep Learning?
2 October, 2018
Peter Roßbach
The Tragedy of the Horizon: A Mandate for Financial Sector Regulations?
9 August, 2018
Oliver Schenker
From Physics to Finance
12 November, 2018
Dimitrios Diplaris
This time’s the same: Eurozone sovereign and financial sector credit risk
26 July, 2018
Prof. Dr. Sascha Steffen
Konferenz Finanzdienstleister der nächsten Generation
29 May, 2018
Janine Zimmermann
Carbon Tail Risk
20 July, 2018
Zacharias Sautner
Insights at the Conference “Gesamtbanksteuerung 2018“
9 May, 2018
Patrick Pareigis
Blockchain-Technologie – Revolutionärer Impact: 2. Jahreskonferenz an der Frankfurt School
24 April, 2018
Philipp Rosskopp