Program and Papers - Winter Workshop Oberjoch 2012

<link fileadmin website_uni_ulm mawi.inst.060 paper_workshop hf_bab_alexander_eisele.pdf download>Betting against beta and the cross section of hedge
fund returns  Discussant: Sean Finucane

<link fileadmin website_uni_ulm mawi.inst.060 paper_workshop loanofficerincentives_limitofhardinformation_v18nov2011.pdf download>Loan officer incentives and the limits of hard information
Discussant: Lars Norden

<link fileadmin website_uni_ulm mawi.inst.060 paper_workshop stakeholders_of_last_resort.pdf download>Stakeholders of Last Resort or Vulture Investors? An Empirical Assessment of Governmental Rescue of Systemically Important Banks in the Global Financial Crisis
Discussant: Peter N. Posch

<link fileadmin website_uni_ulm mawi.inst.060 paper_workshop compensation_incentives.pdf download>Compensation Incentives of Credit Ratings Agencies and Predictability of Changes in Default Risk Ratings and Financial Strength Ratings

Discussant: Christian Langkamp

<link fileadmin website_uni_ulm mawi.inst.060 paper_workshop dierkesernerlangernorden2011.pdf download>Business Credit Information Sharing and Default Risk of Private Firms
Discussant: Tobias Berg

<link fileadmin website_uni_ulm mawi.inst.060 paper_workshop frwp04.pdf download>Are building block approaches suitable for the risk measurement of trading book positions?

Sovereign credit risk and the real economy: A risk-return framework