Erweiterte Suche der Leibniz Universität Hannover
Weitere Suchvorschläge: result, multiplikation, Folie, subtraktion
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Transponder return 03/31/2022 You no longer need the transponders for the new locking system. CIP and CAD pool at Callinstrasse 34 have received a new locking system that no longer works via the transponders. Form for the return Please return the transponders to receive your deposit back. Please use a solid ! envelope bubble envelope for the return, because transponders have already been lost with normal env...
Mai. 2019 11:00 12:00 Simon Rottke, University of Amsterdam The Cross Section of Risk and Return Referent/Referentin Simon Rottke, University of Amsterdam Veranstalter Financial Markets Finanzmarkttheorie Research Focus Forschungsschwerpunkt Innovation and Learning Innovation und Lernen Termin 08.
Mai. 2019 11:00 12:00 Simon Rottke, University of Amsterdam The Cross Section of Risk and Return Referent/Referentin Simon Rottke, University of Amsterdam Veranstalter Financial Markets Finanzmarkttheorie Research Focus Forschungsschwerpunkt Innovation and Learning Innovation und Lernen Termin 08.
Research Projects RETURN Aufbau einer Kreislaufwirtschaft für Stahlseilfördergurte durch eine ressourcenreine Auftrennung E Mail: ludger.overmeyer ita.uni hannover.de Year: 2015 Date: 04 10 16 Funding: DBU Duration: 07/2015 12/2016 Is Finished: yes Das Forschungsvorhaben beinhaltet experimentelle Untersuchungen in Bezug auf die Rückgewinnung der Rohstoffe und deren Rückführung in die Gummiindustrie.
May. 2019 11:00 12:00 Simon Rottke, University of Amsterdam The Cross Section of Risk and Return Speaker Simon Rottke, University of Amsterdam Organizer Financial Markets Finanzmarkttheorie Research Focus Forschungsschwerpunkt Innovation and Learning Innovation und Lernen Date 08.
May. 2019 11:00 12:00 Simon Rottke, University of Amsterdam The Cross Section of Risk and Return Speaker Simon Rottke, University of Amsterdam Organizer Financial Markets Finanzmarkttheorie Research Focus Forschungsschwerpunkt Innovation and Learning Innovation und Lernen Date 08.
Jan. 2022 11:00 12:00 Florian Weigert, University of Neuchâtel Prediction of Option Returns Referent/Referentin Florian Weigert, University of Neuchâtel Veranstalter Finance and Commodity Markets Finanzwirtschaft und Rohstoffmärkte Research Focus Forschungsschwerpunkt Innovation and Learning Innovation und Lernen Termin 12.
Jan. 2022 11:00 12:00 Florian Weigert, University of Neuchâtel Prediction of Option Returns Referent/Referentin Florian Weigert, University of Neuchâtel Veranstalter Finance and Commodity Markets Finanzwirtschaft und Rohstoffmärkte Research Focus Forschungsschwerpunkt Innovation and Learning Innovation und Lernen Termin 12.
Which Factors for Corporate Bond Returns? authored by Thuy Duong Dang, Fabian Hollstein, Marcel Prokopczuk Abstract Factors related to carry, duration, equity momentum, and the term structure are the most important risk factors in corporate bond markets.
Jan. 2022 11:00 12:00 Florian Weigert, University of Neuchâtel Prediction of Option Returns Speaker Florian Weigert, University of Neuchâtel Organizer Finance and Commodity Markets Finanzwirtschaft und Rohstoffmärkte Research Focus Forschungsschwerpunkt Innovation and Learning Innovation und Lernen Date 12.
Jan. 2022 11:00 12:00 Florian Weigert, University of Neuchâtel Prediction of Option Returns Speaker Florian Weigert, University of Neuchâtel Organizer Finance and Commodity Markets Finanzwirtschaft und Rohstoffmärkte Research Focus Forschungsschwerpunkt Innovation and Learning Innovation und Lernen Date 12.
Jan. 2022 11:00 12:00 Florian Weigert, University of Neuchâtel Prediction of Option Returns Speaker Florian Weigert, University of Neuchâtel Organizer Finance and Commodity Markets Finanzwirtschaft und Rohstoffmärkte Research Focus Forschungsschwerpunkt Innovation and Learning Innovation und Lernen Date 12.
Which Factors for Corporate Bond Returns? verfasst von Thuy Duong Dang, Fabian Hollstein, Marcel Prokopczuk Abstract Factors related to carry, duration, equity momentum, and the term structure are the most important risk factors in corporate bond markets.
The dynamics of commodity return comovements verfasst von Marcel Prokopczuk, Chardin Wese Simen, Robert Wichmann Abstract We compare factor models with respect to their ability to explain commodity futures return comovements. A simple one factor model based on the first principal component extracted from a panel of commodity returns outperforms a macroeconomic model, and explains most of the realized comovements. We ...
Directional Predictability in Asset Returns Led by: Dr. Christian Leschinski Year: 2017 Funding: Wege in die Forschung II Duration: 05/2017 04 2019 Back
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