Humboldt-Universität zu Berlin >> School of Business and Economics

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Project A
Project B
Project C
Project INF
Project T
Deutsche Forschungsgemeinschaft
Supported by Deutsche Forschungsgemeinschaft

::: Projects of the CRC 649 "Economic Risks"

Project area A
Project area B
Project area C
Project area INF
Transfer projects
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
A8 The Dynamics of Regulatory Risk Prof. Dr. Roland Strausz Homepage
A9 The Local Incidence of Shocks - The Role of Labor Supply Prof. Dr. Alexandra Spitz-Oener Homepage
A11 Securitization and Equilibrium Risk Transfer Prof. Dr. Ulrich Horst Homepage
A12 Contextual Influences on Risk Perception in Investment Decisions Prof. Dr. Hauke Heekeren Homepage
A13 Risk Allocation with Derivatives by Corporations Prof. Tim Adam, Ph.D. Homepage
A15 Risk-Sharing within Firms Prof. Alex Stomper, Ph.D. Homepage

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
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
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
C10 Macroeconomic Consequences of Strategic Uncertainty Prof. Dr. Frank Heinemann Homepage
C11 Weather Risk Management Prof. Dr. Martin Odening
Prof. Dr. Brenda López Cabrera
Prof. Dr. Weining Wang
C12 Inference for jump models and nonlinear inverse problems Prof. Dr. Markus Reiß Homepage
C14 Expectations Management of Central Banks and the Financial Crisis Prof. Dr. Dieter Nautz Homepage
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.

more about the RDC

::: Project area T: Transfer Projects

T1 Implementation of Risk Management Tools for Wind Power Industry Prof. Dr. Matthias Ritter Homepage

::: 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
A14 Statistical inference methods for assessing the genetic basis of risk preferences(finished) Prof. Dr. Thorsten Dickhaus Homepage
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
C1 Macroeconomic Risks: Factors, the Role of Capital Markets and Implications for Economic Policy (finished) Prof. Harald Uhlig, Ph.D. Homepage
C2 Unit Root and Cointegration Methods (finished)
Dr. Ralf Brüggemann,
Dr. Carsten Trenkler
C3 International Macroeconomic Risk, It Sources and How Policy can manage it (finished) Juniorprof. Bartosz Mackowiak, Ph.D. Homepage
C4 Stochastic Optimization for Economic Models under Consideration of Time Lag Effects (finished) Prof. Dr. Markus Reiss Homepage
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

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Summary: Projects PDF


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:::::::::::::: LEQR ::::::::::::::

Current Terminal Server Load

Maintenance Window
Every 3rd Monday of a month, from approx. 07:00 till 15:00 all RDC servers and services are not available.
The actual maintenance date is 20.03.2017 Download to calendar


::::: Discussion Papers  :::::

Lukas Borke
"RiskAnalytics: an R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods"


:::::::::: Seminars  ::::::::::

Short courses IRTG

Regular seminars
Economic Risk Seminar
Schumpeter Seminar
WIAS Research Seminar


::::::::::::: 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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