Spängler IQAM Invest — www.spaenglerRes-iqam.at

Investment Talk

 

 

March 7, 2019

Understanding Volatility Risk

John Y. Campbell

John Y. Campbell hält die Morton L. and Carole S. Olshan-Professur an der Harvard University, an welcher er seit 1994 lehrt. Er hat mehr als 100 Artikel zu finanzwirtschaftlichen und makroökonomischen Themen wie u. a. festverzinsliche Wertpapiere, Aktienbewertung und Portfoliogestaltung verfasst. Im Jahr 2016 hielt John Y. Campbell die Ely Lecture (benannt nach Richard Ely, Professor der politischen Ökonomie an der Hopkins University, 1881 bis 1892) vor der American Economic Association. 2015 war er Präsident der American Finance Association.
Er ist Research Associate und ehemaliger Leiter des Asset Pricing Programms vom National Bureau of Economic Research. Weiters ist er Fellow der Econometric Society und der American Academy of Arts and Sciences, Corresponding Fellow der British Academy und Honorary Fellow des Corpus Christi College in Oxford.

Darüber hinaus hält er mehrere Ehrendoktorrate der BI Norwegian Business School, der University of Maastricht, der University of Paris Dauphine und der Copenhagen Business School. John Y. Campbell ist auch Gründungspartner der Arrowstreet Capital, LP, ein in Boston ansässiger quantitativer Asset Manager.

Programm.pdf Programm.pdf    300Kb

January 28, 2019

tba

Gabriel Felbermayr

November 12, 2018

Sprengt Italien den Euro in die Luft?

Dr. Franz Schellhorn, Dr. Thomas Steinberger

 

Sprengt Italien den Euro in die Luft?

Dr. Franz Schellhorn leitet seit Februar 2013 den in Wien ansässigen Thinktank Agenda Austria, der sich mit relevanten wirtschaftspolitischen Fragen beschäftigt.
Franz Schellhorn studierte Handelswissenschaften an der Wirtschaftsuniversität Wien,
das er 1997 abgeschlossen hat. Vor seinem Studium absolvierte er eine Bankausbildung
bei der Creditanstalt in Wien und in Salzburg, kehrte aber nach der Hochschule nicht in die Finanzwirtschaft zurück, sondern heuerte bei der Tageszeitung „Die Presse“ an, für die er 15 Jahre lange gearbeitet hat. Von 2004 bis 2013 leitete Franz Schellhorn das Wirtschaftsressort der „Presse“, ab dem Jahr 2011 fungierte er zudem als Mitglied der Chefredaktion. Während seiner Tätigkeit bei der „Presse“ schloss Franz Schellhorn im Jahr 2004 sein Doktoratsstudium ab.

 

Italien: Too big to save?

Dr. Thomas Steinberger ist Geschäftsführer und CIO bei Spängler IQAM Invest. Davor war er beim Institut für strategische Kapitalmarktforschung und der Vienna Graduate School of Finance beschäftigt. Nach dem Studium der Volkswirtschaftslehre an der WU Wirtschaftsuniversität Wien und einem Master am Institut für Höhere Studien erlangte er 2003 den Ph.D. in Economics am European University Institute in Florenz. Seine Karriere begann er als Makroökonom in der Oesterreichischen Nationalbank, von 2003 bis 2005 war er Senior Scientist an der Universität von Salerno. Von 2005 bis 2007 leitete er die quantitative Forschung am Institut für strategische Kapitalmarktforschung. Er ist ein international anerkannter Fachmann für dynamische Makroökonomie, Ökonomie der Altervorsorge und Prognose von Wertpapierrenditen mittels makroökonomischer Fundamentalmodelle. Seine Publikationen sind in international renommierten Zeitschriften erschienen. Er ist Mitglied der Wissenschaftlichen Leitung bei Spängler IQAM Invest.

Programm.pdf Programm.pdf    253Kb

June 12, 2018

Sustainable Investing: Why and How to Do It

Dirk Schoenmaker

Dirk Schoenmaker is a Professor of Banking and Finance at the Rotterdam School of Management, Erasmus University. He is also a Non-Resident Fellow at the Brussels-based think tank Bruegel and a Research Fellow at the CEPR. Before joining RSM, Dirk was Dean of the Duisenberg School of Finance and worked at the Dutch Ministry of Finance and the Bank of England. Dirk is author of Governance of International Banking: The Financial Trilemma (OUP) and co-author of the textbooks Principles of Sustainable Finance (forthcoming with OUP) and Financial Markets and Institutions: A European Perspective (CUP).

Programm.pdf Programm.pdf    304Kb

June 14, 2017

Quantitative Corporate Bond Portfolio Management

Amit Goyal

Amit Goyal is a professor of finance at the University of Lausanne. Formerly on the faculty of Emory University (Atlanta, USA), he holds a Ph.D. in finance from the University of California at Los Angeles. He has research interests in empirical asset pricing, predictability of stock returns, portfolio optimization, and pension funds. His papers have been published in a variety of top academic journals including the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies. He is currently an editor of the Review of Finance.

Programm.pdf Programm.pdf    252Kb

June 15, 2016

Stock Return Predictability

Sheridan Titman/The University of Texas at Austin, McCombs School of Business holds the McAllister Centennial Chair in Financial Services at the University of Texas at Austin and is a Research Associate of the National Bureau of Economic Research. Prior to joining the faculty at the University of Texas, Sheridan was a Professor at UCLA, the Hong Kong University of Science and Technology and Boston College and spent the 1988-89 academic year in Washington D.C. as the special assistant to the Assistant Secretary of the Treasury for Economic Policy. Sheridan’s academic publications include both theoretical and empirical articles on asset pricing, corporate finance, energy finance, real estate finance and urban economics. He has also co-authored three finance textbooks, Financial Markets and Corporate Strategy, Valuation: The Art and Science of Corporate Investment Decisions, and Financial Management: Principles and Applications. He won the Smith-Breeden best paper award for the Journal of Finance, the GSAM best paper award for the Review of Finance and was a recipient of the Batterymarch Fellowship. Sheridan has served on the editorial boards of leading academic journals, including the Journal of Finance and the Review of Financial Studies and has served as President of both the Western Finance Association and the American Finance Association and has served as a Director of the American Finance Association, the Western Finance Association, the Financial Management Association and the Asia Pacific Finance Association. He is currently the Vice President of the American Real Estate and Urban Economics Association. 

Sheridan has a B.S. from the University of Colorado and an M.S. and Ph.D. from Carnegie Mellon University.

Program.pdf Program.pdf    208Kb

June 29, 2015

Quantitative Valuation Metrics and Macro Investing

Mr. Vasant Naik/PIMCO is an executive vice president in the London office and global head of empirical research for the portfolio management analytics group. Prior to joining PIMCO in 2011, he was managing director and head of the quantitative strategies group in fixed income research at Nomura International. Previously, he was with Lehman Brothers. Before entering the financial sector, Mr. Naik was a faculty member in finance at the Sauder School of Business at the University of British Columbia, Vancouver. He has 16 years of investment and financial services experience and holds his Ph.D. in finance from the University of California, Berkeley. He also earned a postgraduate diploma in management from the Indian Institute of Management, Bangalore and a bachelor of commerce degree from Gujarat University. 

Program.pdf Program.pdf    1080Kb

June 2, 2014

The Low Risk Anomaly: Implications for Investment, Asset Allocation, and Corporate Finance

Prof. Malcolm P. Baker is the Robert G. Kirby Professor of Business Administration at the Harvard Business School and the program director for corporate finance at the National Bureau of Economic Research.

Program.pdf Program.pdf    1112Kb

March 19, 2014

The Price of Wine

Prof. Elroy Dimson, Emeritus Professor of London Business School; Chairman of Strategy Council of the Norwegian Government Pension Fund

The Price of Wine: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2321573


July 2, 2013

Short-term debt and financial regulation

Douglas W. Diamond, Merton H. Miller Distinguished Service Professor of Finance, Booth School of Business, University of Chicago, Illinois


March 14, 2013

European and US-American Sovereign Debt Crisis: Two distinct Problems or are We all Sitting in the Same Boat?

Franklin Allen, Nippon Life Professor of Finance, Wharton School, University of Pennsylvania, Philadelphia


January 17, 2013

Do behavioral biases lead to unrecognized risk-taking?

Terrance Odean, Rudd Family Foundation Professor of Finance, Haas School of Business, University of California, Berkeley


March 8, 2012

Current Topics in Asset Management

Richard Roll, Professor, Anderson School, University of California, Los Angeles


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