8th Symposium on Finance, Banking, and Insurance
Universität Karlsruhe (TH), Germany, December 15 - 17, 1999
 

 


8th Symposium : List of (A)bstracts and (P)apers 
(Papers only for download as *.pdf, *.ps , *.ppt or *.doc)

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 
  A Hedging Price Risk when Real Wealth Matters   
P -
  A Steuer- Klientel-Effekte und Steuerstundungsoptionen auf dem deutschen Rentenmarkt - Ein Binomialbaummodell  
P -
  A Is Bank Industrial Ownership Anti-Competitive?  
P -
  A Risk Management and Capital Allocation with Coherent Measures of Risk  
P Paper_Artzner_download
  A Moral Hazard and Guarantee Arrangements: A Case Study of Lloyd´s  
P Paper_Bain_download
  A Private Workouts, Violations of the Absolute Priority Rule and Incentives towards Under-Investment  
P -
  A Incomplete Information and the Closed-end Fund Discount  
P -
  A Convertible Securities and Optimal Exit Decisions in Venture Capital Finance   
P Paper_Bascha_download
  A Virtuelle Geschäftskonzepte für Versicherungsunternehmen  
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  A Asset-Liability Management (ALM) im Bausparen - systembedingte Parallelen und Unterschiede zum ALM von Versicherung  
P -
  A Interest Rate Risk of Banks and Non-Banks: Evidence from Germany and the United States  
P -
 
  • Biswas, R.; Fraser, D. R.
    Hochschule für Bankwirtschaft, Bankakademie
    Email: r.biswas@albany.edu
 A Potential Impact of Proposed Changes in International Bank Capital Standards on German and Non-German Banks  
P -
  A Kurzfristige Persistenzen und Asymmetrien in der deutschen Zinsstruktur?  
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  A Cash Demand and Cash Innovations in Austria and Germany  
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  A Trading and Pricing of Index Certificates  
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  A Aligning Risk Management and Corporate Strategy  
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  A Electronic Money: The Perception of Operators and Innovators  
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  A The Determinants of Trading Volume: Information Flow and Inventory Control  
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  A Kann der Bausparvertrag als (Zins-)Option im Zusammenhang mit wohnungwirtschaftlichen Maßnahmen angesehen werden   
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  A The Basic Risks of Index Linked CAT Loss Securities   
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  A Valuation Methods of a Life Insurance Company  
P Paper_Darbellay_download
  A Value at Risk Approaches in the Case of Fat-Tailed Distributions of Risk Factors  
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  A Fiscal Policy and Nonlinear Interest Rate Dynamics in Continuous Time Stochastic General Equilibrium  
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  A Implementing Affine Models for Credit Spreads of European Government Bonds  
P Paper_Duellmann_link
  A The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures  
P Paper_Eberlein_downloadPaper_Eberlein_download
  A Three Dimensions of Shortfall Risk: Transformation and Extension of Sen´s Poverty Index  
P -
  A Tax Asymmetry and Hedging: The Multi-Period Case  
P -
  A Collateral, Default Risk, and Relationship Lending: An Empirical Study on Financial Contracting  
P Paper_Elsas_download
 
  • Fels, W.
    Verband der Versicherungsunternehmen Österreichs
    Email: fels@vvo.at
 A Estimation of General Rating Models for Insurance Tariffs  
P Paper_Fels_download
  A Anwartschaftsdeckungs- versus Umlageverfahren in der Krankenversicherung: Ein modellhafter Vergleich  
P Paper_Fickel_downloadPaper_Fickel_download
  A An Index is an Index is an Index?  
P -
  A Volatility Estimation on the Basis of Price Intensity- An Empirical Analysis of BUND Future Intraday Transaction Data  
P Paper_Gerhard_linkPaper_Gerhard_download
  A Risk Management of German Non-Financial Corporations  
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  A The Cost Structure of the German Banking Industry - An Empirical Analysis   
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  A Do Investment Banks Compete in IPOs? The Advent of the 7% Plus Contract  
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  A E-Geld und Geldpolitik  
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  A Information-Based Trading in Dealer and Auction Markets: An Analysis of Exchange Listings  
P Paper_Heidle_link
  A One-to-one Marketing in der Versicherungsindustrie   
P -
 
  • Janssen, J.; Acharki, R; Taous, K.
    Université Libre de Bruxelles
    Email: janssen@ulb.ac.be
 A Managing Risk Using VaR and ALM  
P -
  A Einfluß elektronischer Geldbörsen auf die Umlaufgeschwindigkeit des Geldes und Konsequenzen für die Geldpolitik  
P Paper_Janssen_O_download
  A Asset-Liability-Management Modell für deutsche Lebensversicherer  
P Paper_Jaquemod_download
  A The Listing of German Firms on the New York Stock Exchange: A Corporate Governance Perspective  
P -
  A Price Impact and Profit of Large Xetra-Traders  
P Paper_Kampovsky_link
  A Country Risk-Indicator. An Option Based Evaluation - Implicit default probabilitiesof foreign USD bonds  
P Paper_Karmann_download
  A Stock Price Effects Associated with Index Replacements in Germany   
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  A Optimization of Collection Efforts in Automobile Financing Business - A Data Mining supported Environment   
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  A Der Börsengang der GFT AG - ein Erfahrungsbericht  
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  A Theories of Behavior in Principal-Agent Relationships with Hidden-Action  
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  • Khindanova, I.; Rachev, S.; Schwartz, E.;
    University of California, Santa Barbara
    Email: khindan@econ.ucsb.edu
 A Stable Modeling of Value-at-Risk   
P Paper_Khindanova_downloadPaper_Khindanova_download Paper_rachev_Stable_Models_additional_downloadPaper_Rachev_additional_download Paper_Khindanova_additional_download
  A Risk-Neutrality and Strategic Insurance   
P Paper_Kirstein_download
  A Implicit Collusion in Dealer Markets with Different Costs of Market Making   
P -
  A Banken im Cyberspace - Wie das Internet die Banklandschaft tiefgreifend verändert  
P -
  A On a Model for the Term Structure of Interest Rate Processes of Stable Type  
P Paper_Kurenok_download
  A "Shareholder Value" - Grundlagen und Schieflagen einer polit-ökonomischen Diskussion aus finanzierungstheoretischer Sicht  
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  A Sunspots and Incomplete Markets with Real Assets  
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  A Die Berücksichtigung von Kursgewinnen bei der Unternehmensbewertung  
P -
 
  • Laux, H.
    Universität Karlsruhe
    Email: - 
 A Deregulierte Bauspartarife? Übersicht der jüngsten Innovationen des Tarifangebotes deutscher Bausparkassen  
P Paper_Laux_downloadPaper_Laux_download
  A Principal-Agent Relationships and Pension Fund Portfolio Selection  
P -
  A Building a Consistent Pricing Model from Observed Option Prices  
P Paper_Leisen_download
  A Einsatz und Risikocontrolling von Derivaten in deutschen Versicherungsunternehmen  
P Paper_LocarekJunge_download
  A Investitionsneutrale Steuersysteme unter Unsicherheit  
P Paper_Loeffler_downloadPaper_Schneider_link
  A Using Credit Risk Models in Practice  
P -
  A Default Risk in a Market Model  
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  A Do DAX Options and the DAX Move in Opposite Directions?  
P -
  A The Rise and Fall of the VOLAX Future: An Empirical Analysis  
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  A Increasing Life Expectancy and Reforms in Pension Plans  
P Paper_Machnes_download
  A Subordinated Stock Price Models: Heavy Tails and Long-range Dependence in the High Frequency Deutsche Bank Price Record  
P Paper_Marinelli_download
  A Additiv-Systeme in der Schadenversicherung - Fluch oder Segen?  
P -
  A An Application of Piecewise Deterministic Markov Processes to the Pricing of Catastrophe Options  
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  A Minimum Norm, Minimum Variance Portfolios, and Mean-Variance Portfolio Policies   
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  A Equity Finance, Adverse Selection, and Product Market Competion  
P -
  A The Integration of Rare Events into "Classical" Diversification Considerations  
P Paper_Nietert_download
  A Cross Business Mergers and Acquisitions: The Case of European Banking and Insurance  
P -
  A Distressed Relationships - Lessons from the Norwegian Banking Crisis 1988 - 1991  
P Paper_Ongena_download
  A Risk-Return Efficiency of Financial Institutions. An Exploratory Study of French Banks  
P -
  A A Comparison of Analytical VaR Methodologies for Portfolios that Include Options   
P Paper_Pichler_download
  A A Financial Market Model  
P Paper_Platen_download
  A Econometric Model Specification Based on Theories of Financial Intermarket Links to predict Turning Points  
P -
  A Optimal Consumption, Portfolio Selection and Life Insurance for Financial Planning  
P Paper_Purcal_download
  A Die Auswirkung der Kreditrationierung auf die Finanzierungsstruktur der Unternehmen  
P Paper_Rehbock_download
  A Discrete Time and Continuous Time Dynamic Mean-Variance Analysis  
P Paper_Reiss_A_download
  A Bayesian Extreme Value Analysis with Application to Credibility Estimation  
P Paper_Reiss_download
  A Rückversicherung und alternativer Risikotransfer als alternative risikopolitische Instrumente  
P Paper_Richter_link
  A Market Liquidity and Trading Activity  
P -
  A Asset Backed Securities: Spieltheoretische Fundierung und bankstrategische Konsequenzen  
P Paper_Rosar_download
  A Input and output efficiency analysis in the European banking systems  
P -
  A A Stochastic Control Approach to Risk Management under Restricted Information  
P Paper_Runggaldier_download
  A Residual Income Valuation of European Stocks - Does it Help Predicting Stock Returns   
P -
  A Evaluating the Underreserving Risk in the Framework of Chain-ladder-Methods by the Help of Monte-Carlo Simulation  
P Paper_Schiegl_download
  A Estimating the Divisional Cost of Capital for Diversified Companies - An Empirical Comparison of two Methods  
P -
  A An Empirical Comparison of Alternative Stochastic Volatility Models  
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  A Changes in Risk and Asset Prices  
P Paper_Schlesinger_download
  A Optimal Catastrophe Insurance with Correlated Catastrophes   
P Paper_Loubergé_download
  A Modeling Closed-End Funds with a Stochastic Access Premium  
P -
  A Do Bond Yield Spreads Reveal Country Risk  
P Paper_Scholtens_download
  A A Market Model for Stochastic Implied Volatility  
P Paper_Schoenbucher_download
  A Different Degrees of Information and their Implementation for Risk Measures   
P Paper_Schott_download
  A Competitiveness of Endowment Assurance under Consideration of Risk and Return  
P Paper_Schradin_download
  A Alternative Hedging Strategies in the Presence of Jump Risk  
P Paper_Schulmerich_link
  A An Empirical Analysis of the U.S. Market for International Equity  
P Paper_Schuerhoff_download
  A Motive für Unternehmenszusammenschlüsse auf dem deregulierten deutschen Versicherungsmarkt  
P Paper_Settnik_download
  A Can Prospect Theory explain it? Home Bias Phenomena and the Notion of Risk  
P Paper_Stracca_download
  A Optimal Dynamic Portfolio Selection and Dividend Distribution Policy for a Corporation with Controllable Risk  
P -
  A Der Einfluß der Anonymität auf Liquidität und Preisbildung auf Aktienmärkten  
P -
  A Some Reasons for Failure of Internet Payment Systems  
P -
  A Lower Practical Moments As Measures of Perceived Risk- An Experimental Study   
P -
 
  • Vallelado, E.; Azofra-Palenzuela, V.; Castrillo-Lara, M.
    Universidad de Burgos
    Email: vazofra@ubu.es
 A Marketing Channels and Agency Problems in Spanish Insurance Industry  
P Paper_Vallelado_download
  A The Economic Value of Integrated Data Models for the Financial Industry  
P Paper_Vanini1_download
  A Preference-Based Asset Liability Management  
P Paper_Vanini2_downloadPaper_Vanini2_download
  A Economies of Scale and Efficiency in European Banking: New Evidence  
P Paper_Wagenvoort_download
  A Aufbau einer Beratungsmarke: Fondsvertrieb über Internet  
P Paper_Wertschulte_download
  A Die langfristige Bindung von Bankkunden: Unerkannte Potentiale bei Bausparkunden für das Cross-selling  
P -
  A The Impact of a Drift on VaR  
P Paper_Wiese_download
  A Unternehmensfinanzierung bei asymmetrischer Informationsverteilung  
P -
  A Multinationals, Hedging, and Capital Structure under Exchange Rate Uncertainty  
P -
  A Pricing of Defaultable Bonds When Interest Rates and Firm Values are Stochastic  
P Paper_Wong_download
  A Affine and Quadratic Volatility Market Models  
P -