Topics: - Modelling with high frequency data and market microstructure - Fund management and trading rules - Funds of funds and balanced funds - Advances in asset management and portfolio optimisation - Relative value and market neutral strategies Modelling volatility and correlation - Risk...

Potential topics include, but are not limited to, the following: • Bankruptcy and Financial Reorganization Games • Debt and Equity Pricing with Default Risk • Credit risk insurance and SME loan portfolios • Default risk, Value at Risk, and Extreme Value Theory • Credit Risk Derivatives...

The Research in International Economics and Finance (RIEF) network was constituted in 2004 with the objective to reinforce scientific collaboration and contacts between European research centers working on international economics (either trade, international macro, or international finance)....