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RESEARCH

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).
22 January, 2019
Banken müssen zu Technologieunternehmen werden

Jürgen Moormann

Die Zeiten, in denen sich der Einsatz von Informations­tech­nologie auf das Back-Office, simple Beratungsprogramme und die Bereitstellung digitaler Kundenschnittstellen beschränkte, sind endgültig vorbei. Die Digitalisierung – und damit der Einsatz „smarter“ Technologien – hat das gesamte Bankgeschäft erfasst. Damit ändern sich die Anforderungen an Führungskräfte und Mitarbeiter grundlegend.
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.
Behavioral Economics at Frankfurt School
12 June, 2019
Sebastian Ebert
Wie Tech Firmen das Bankgeschäft transformieren
13 June, 2019
Matthias Mahlendorf
Origins of e-campus: Certificado de Experto en Administración de Riesgos
20 May, 2019
Ricardo Estrada
Organisationale Herausforderungen für den Einsatz der Blockchain-Technologie
15 May, 2019
Friedrich Holotiuk
Zur Sicherheit von Technik
26 April, 2019
Peter Roßbach
What is sustainable finance?
12 March, 2019
Ulf Moslener
Implications of Financial Innovation for Capital Markets and Household Welfare
22 January, 2019
Grigory Vilkov
Rückblick in die Zukunft – Real Estate Finance Day
6 December, 2018
Jonas Schippel
Finanzdienstleister der nächsten Generation
21 November, 2018
Julia Wiehe
Banken müssen zu Technologieunternehmen werden
22 January, 2019
Jürgen Moormann
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
Expected Correlation and Future Market Returns
18 December, 2018
Grigory Vilkov
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