Tagungen
| 15.-16. Dec. 2006 |
(EC)² Conference on the Econometrics of Monetary Policy and Financial Decision Making, Rotterdam, Niederlande Talk: Flexible Shrinkage in Portfolio Selection |
| 28.-29. Nov. 2006 |
Workshop on Financial Surveillance, Göteborg, Schweden Talk: Surveillance of GARCH processes |
| 18.-21. Sep. 2006 |
Statistische Woche in Dresden Talk: Estimation of optimal portfolio weights |
| 14.-17. Mar. 2006 |
German Open Conference on Probability and Statistics, Frankfurt (Main) Talk: Optimal portfolio weights under returns predictability |
| 02.-04. Sep. 2005 |
International Conference on Finance, Finance Research Unit, Copenhagen Keynote speakers: T. Andersen, T. Bollerslev, R. Engle, M. O'Hara Talk: Multivariate shrinkage for optimal portfolio weights |
| 24.-27. Aug. 2005 |
European Economic Association, 20th Annual Congress, EEA Amsterdam Talk: Optimal portfolio weights under returns predictability |
| 02.-02. Apr. 2004 |
Econometrics of Stock Markets, Paris Conference of the Applied Econometrics Association Talk: Distributional properties of portfolio weights |
| 23.-26. Mar. 2004 |
German Open Conference on Probability and Statistics, Karlsruhe Talk: Distributional properties of portfolio weights |
| 21.-23. Aug. 2003 |
Statistische Woche in Potsdam Talk: Distributional properties of optimal portfolio weights |
| 19.-22. Mar. 2002 |
German Open Conference on Probability and Statistics, Magdeburg Talk: Tail Behaviour of a General Family of Control Charts |
| 24.-29. Sep. 2001 |
Statistische Woche in Nürnberg Talk: Some Properties of a Generalized Family of Control Charts |
| 06.-08. Jul. 2001 |
Pfingsttagung 2001, Magdeburg |
| 14.-16. Jun. 2001 |
Pfingsttagung, Frankfurt (Oder) |