[Statlist] [ZuKoSt] Nächste ZuKoSt-Veranstaltung: Do. 18.11.2010 - HG G 19.1

[Susanne Kaiser-Heinzmann]

Z�rcher Kolloquium �ber anwendungsorientierte Statistik
Universit�t und ETH Z�rich ----- Seminar f�r Statistik

Homepage:http://stat.ethz.ch/events/zukost

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jeweils donnerstags 16.15h bis ca. 17.30h
Zentrumsgeb�ude der*ETH - im  HG G 19.1*
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N�chste ZuKoSt-Veranstaltung:

*18. November 2010 mit Heiko Bailer, Clariden Leu, Z�rich, Switzerland*

Titel:

*A simple but effective application of statistics in finance*

Abstract:

Nowadays, traders and financial research and sales groups increasingly
crunch numbers. However, more often than not, their models do not fit
the underlying data. This results in money loosing investments and/or
in models that are viewed not as useful by experienced practitioners.
This talk shows what can go wrong right from the start and how the
choice of simple statistical methods - that are in line with the
desired outcome - can deliver very useful results. I will discuss
fat-tail properties of financial time series and its implication on
asset allocation. In particular, I will show through an example how a
robust version of a statistical measure (Mahalanobis) helps to improve
the risk adjusted return of a tactical asset allocation model.


Alle Interessierten sind herzlich eingeladen. Die Teilnahme ist kostenlos.

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Eidgenoessische Technische Hochschule Z�rich
Swiss Federal Institute of Technology Zurich
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ETH Z�rich
Sekretariatsekretariat using stat.math.ethz.ch
<mailto:sekretariat using stat.math.ethz.ch>
Seminar f�r Statistik
R�mistrasse 101, HG G10.3    phone: +41 44 6323438
CH-8092 Zurich, Switzerland    fax  : +41 44 6321228

   


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