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Asset Management in Volatile Markets

Peter Haiss (), Bernhard Sammer, Martin Gartner, Otto Loistl, Stephan Zellner, Christine Zinner, Robert Merton (), Krzysztof Rybinski and Urszula Sowa

No 2008/5 in SUERF Studies from SUERF - The European Money and Finance Forum, currently edited by Natacha Valla

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.

Keywords: derivatives, financial innovation, asset management, finance-growth-nexus; Relative Value Strategy, Pair Trading, Slippage, Implementation Shortfall, Asset Management, Fin4Cast (search for similar items in EconPapers)
JEL-codes: E44 F36 G11 G12 G15 G23 G29 N20 (search for similar items in EconPapers)
Date: 2008
ISBN: 978-3-902109-45-3
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