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Asset Management in Volatile Markets

Editor

Listed:
  • Morten Balling

Author

Listed:
  • Peter R. Haiss
  • Bernhard Sammer
  • Martin Gartner
  • Otto Loistl
  • Stephan Zellner
  • Christine Zinner
  • Robert C. Merton
  • Krzysztof Rybinski
  • Urszula Sowa

Abstract

The 27th SUERF Colloquium in Munich in June 2008: New Trends in Asset Management: Exploring the Implications was already topical in the Summer of 2008. The subsequent dramatic events in the Autumn of 2008 made the presentations in Munich even more relevant to investors and bankers that want to understand what happens in their investment universe. In the present SUERF Study, we have collected a sample of outstanding colloquium contributions under the fitting headline: Asset Management in Volatile Markets.

Suggested Citation

  • Peter R. Haiss & Bernhard Sammer & Martin Gartner & Otto Loistl & Stephan Zellner & Christine Zinner & Robert C. Merton & Krzysztof Rybinski & Urszula Sowa, 2008. "Asset Management in Volatile Markets," SUERF Studies, SUERF - The European Money and Finance Forum, number 2008/5 edited by Morten Balling, May.
  • Handle: RePEc:erf:erfstu:52
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    More about this item

    Keywords

    derivatives; financial innovation; asset management; finance-growth-nexus; Relative Value Strategy; Pair Trading; Slippage; Implementation Shortfall; Asset Management; Fin4Cast;
    All these keywords.

    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
    • G29 - Financial Economics - - Financial Institutions and Services - - - Other
    • N20 - Economic History - - Financial Markets and Institutions - - - General, International, or Comparative

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