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::: Projects of the CRC 649 "Economic Risks"
 Project area A
Project area B
Project area C
Project area INF
Projects finished
::: Project area A: Individual and contractual
answers to risks
| A6 |
Strategic risk in experimental games |
Prof. Dr. Radosveta Ivanova-Stenzel
Prof. Dr. Dorothea Kübler |
Homepage
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| A8 |
The Dynamics of Regulatory Risk |
Prof. Dr. Roland Strausz |
Homepage
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| A9 |
The Local Incidence of Shocks - The Role of Labor Supply |
Prof. Dr. Alexandra Spitz-Oener |
Homepage
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| A11 |
Securitization and Equilibrium Risk Transfer |
Prof. Dr. Ulrich Horst |
Homepage
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| A12 |
Contextual Influences on Risk Perception in Investment Decisions |
Prof. Dr. Hauke Heekeren |
Homepage
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| A13 |
Risk Allocation with Derivatives by Corporations |
Prof. Tim Adam, Ph.D. |
Homepage
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| A14 |
Statistical inference methods for assessing the genetic basis of risk preferences |
Prof. Dr. Thorsten Dickhaus |
Homepage
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| A15 |
Risk-Sharing within Firms |
Prof. Alex Stomper, Ph.D. |
Homepage
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 more about project area A
::: Project area B: Financial markets and risk assessment
|
B1 |
Dynamic Semi-parametric Modeling |
Prof. Dr. Wolfgang Härdle |
Homepage |
|
B3 |
The Local Incidence of Shocks - the Role of Real Estate |
Prof. Axel Werwatz, Ph.D
Prof. Dr. Nikolaus Wolf |
Homepage |
|
B5 |
Structural Methods in Risk Modeling |
Prof.
Dr. Vladimir Spokoiny |
Homepage |
|
B8 |
Econometric Modeling of Volatility, Liquidity and Trading Risks |
Prof. Dr. Nikolaus Hautsch |
Homepage |
|
B10 |
Dynamic Copula Models |
Prof. Dr. Wolfgang Härdle
Prof. Dr. Ostap Okhrin |
Homepage |
|
B11 |
Non- and Semiparametric Techniques for Euler Equations and Risk Measurement |
Prof. Dr. Nikolaus Hautsch |
Homepage |
more about project area B
::: Project area C: Macroeconomic risks
|
C7 |
Macroeconomic Risk in Labor and Financial Markets |
Prof. Michael C. Burda, Ph.D. |
Homepage
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C10 |
Macroeconomic Consequences of Strategic Uncertainty |
Prof. Dr. Frank Heinemann |
Homepage
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C11 |
Weather Risk Management |
Prof. Dr. Martin Odening
Prof. Dr. Brenda López Cabrera |
Homepage
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C12 |
Inference for jump models and nonlinear inverse problems |
Prof. Dr. Markus Reiß |
Homepage
|
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C14 |
Expectations Management of Central Banks and the Financial Crisis |
Prof. Dr. Dieter Nautz |
Homepage
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C15 |
Structural Vector Autoregressive Analysis |
Prof. Dr. Helmut Lütkepohl |
Homepage
|
more about project area C
::: Project area INF: Risk Data Center (RDC)
|
INF |
Research Data Center (RDC) |
Prof. Dr. Wolfgang Härdle
Prof. Michael C. Burda, Ph.D. |
Homepage
|
more about the RDC
::: Projects finished
| A1 |
Risk and design of Management-Compensation contracts (finished) |
Prof. Ernst Maug, Ph.D. |
Homepage
|
| A3 |
Optimization of dynamic consumption streams under uncertainty (finished) |
Prof. Dr. Alexander Schied |
Homepage |
| A4 |
Optimal allocation of risks in organizations (finished) |
Prof. Dominique Demougin, Ph.D. |
Homepage
|
| A7 |
Accounting and Cost of Capital (finished) |
Prof. Dr. Joachim Gassen |
Homepage
|
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B2 |
Brand Evaluation and the Assessment of Brand Strategies (finished) |
Prof. Dr. Lutz Hildebrandt |
Homepage |
|
B4 |
Measuring Firm Value and Risk Premia (finished) |
Prof. Ernst Maug, Ph.D. |
Homepage |
|
B6 |
Stochastic Analysis of Financial Markets with Heterogeneous Information (finished) |
Prof. Dr. Peter Imkeller |
Homepage |
|
B7 |
Calibration and Pricing errors in Risk management (finished) |
Dr. Denis Belomestny |
Homepage |
|
B9 |
Aggregate Mortality Risk and its Impact on the Asset Liability Management of Life Insurance Companies (finished) |
Prof. Dr. Helmut Gründl |
Homepage |
|
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C1 |
Macroeconomic Risks: Factors, the Role of Capital Markets and Implications for Economic Policy (finished) |
Prof. Harald Uhlig, Ph.D. |
Homepage
|
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C2 |
Unit Root and Cointegration Methods (finished)
|
Dr. Ralf Brüggemann,
Dr. Carsten Trenkler |
Homepage
|
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C3 |
International Macroeconomic Risk, It Sources and How Policy can manage it (finished) |
Juniorprof. Bartosz Mackowiak, Ph.D. |
Homepage
|
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C4 |
Stochastic Optimization for Economic Models under Consideration of Time Lag Effects (finished) |
Prof. Dr. Markus Reiss |
Homepage
|
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C5 |
Macroeconomic Risk from a Long-Run Perspective (finished) |
Prof. Dr. Albrecht Ritschl |
Homepage
|
|
C6 |
Quantitative Analysis of Monetary Policy in the enlarged European Union (finished) |
Dr. Imke Brüggemann |
Homepage
|
::: Download
|
Summary: Projects |
PDF |
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::::::::::::: News :::::::::::::
6th May 2013
Our new monthly newsletter is online.
 more
former news
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:::::::::::::
Events ::::::::::::
31st - 1st June 2013
Spring Workshop in Quantitative Methods and Risk
more 20th - 22nd June 2013
CRC 649 Conference
more 8th - 9th July 2013
Hilda Geiringer Lecture Series 2013
more |
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::::::::::::::
RDC ::::::::::::::
rdc-team@lists.hu-berlin.de
Terminal Server Usage LIVE
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::::::::::::::
Jobs :::::::::::::
16th May 2013
Student Assistent in Subproject INF (RDC)
more 2nd May 2013
Wissenschaftliche/r Mitarbeiter/in mit 3/4-Teilzeitbeschäftigung - E 13 TV-L HU
more
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:::::
Discussion Papers :::::
2013-026
Wolfgang Karl Härdle, Brenda López-Cabrera, Huei-Wen Teng
"State Price Densities implied from weather derivatives"
more
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::::::::::
Seminars
::::::::::
Regular seminars
Economic Risk Seminar
Schumpeter Seminar
WIAS Research Seminar
more
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:::::::::::::
CASE
:::::::::::::
Center for Applied Statistics and
Economics (CASE)
The CRC 649 is part of the interdisciplinary research center CASE
more about CASE
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