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2019-12-12 Research Day

Venue

The research day will be held in SR15.25, section F2 of the University of Graz' ReSoWi center.

Agenda

Slot Presenter  Title 
09:00-09:05 Roland Mestel/Stefan Palan Opening and report on developments since the previous research day
09:05-09:50 Roland Mestel How to measure the liquidity of cryptocurrencies
09:50-10:35 Eranda Dragoti-Cela Mean-Variance Portfolio Optimization Based on Ordinal Information
10:35-10:55 Coffee break  
10:55-11:40 Andrea Schertler Money Laundering
11:40-12:25 Rainer Jankowitsch TBA
12:25-13:25 Lunch  
13:25-14:20 Josef Fink Earnings Autocorrelation and the Post-Earnings-Announcement Drift
14:20-14:55 Erik Theissen Momentum Reconsidered

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