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Sehr geehrte Fakultätsmitglieder,<br>
<br>
anbei die Vortragsankündigungen für die KW.46, im Anhang finden Sie
den Text auch als PDF Datei.<br>
<br>
Gerne begrüßen wir unsere Gäste, für die kommende Woche:<span
style="mso-ansi-language:EN-US" lang="EN-US"><br>
<br>
I. Vyugin (Lamel)<br>
S. M. Grad (Bot)<br>
J. Raimbault (Arzhantseva)<br>
F. Pene (Bruin)<br>
N. Zuhair (Scherzer)<br>
S. Pal (Schachermayer)<br>
<br>
</span>mit freundlichen Grüßen<br>
<br>
<br>
Martina Fellner<br>
Danijela Radosavljevic<br>
<br>
<br>
<span style="mso-ansi-language:EN-US" lang="EN-US">
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
</span>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
lang="DE-AT">Vorträge<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
lang="DE-AT"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><b><span lang="DE-AT">Mittwoch, 12. November
2014, ab 16:15
Uhr, Sky-Lounge (12 OG), <o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span lang="DE-AT">Oskar-Morgenstern-Platz
1, 1090 Wien<o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span style="color:#0070C0" lang="DE-AT">Mathematisches
Kolloquium<span style="mso-spacerun:yes"> </span><o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span style="mso-ansi-language:EN-US"
lang="EN-US">Prof.
Dr. M. Zuhair Nashed (Department of University of Central
Florida, USA)<o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span style="mso-ansi-language:EN-GB"
lang="EN-GB">“</span></b><b><span
style="mso-ansi-language:EN-US" lang="EN-US">Reproducing
Kernel Spaces for
Sampling Expansions and Reconstruction of a Function from its
Moments”<o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span style="mso-ansi-language:EN-US"
lang="EN-US"><o:p> </o:p></span></b></p>
<pre style="text-align:justify"><i style="mso-bidi-font-style:normal"><u><span style="font-family:"Georgia","serif";mso-bidi-font-family:Arial;
mso-ansi-language:EN-GB" lang="EN-GB">Abstract:</span></u></i><i style="mso-bidi-font-style:
normal"><span style="font-family:"Georgia","serif";mso-bidi-font-family:
Arial;mso-ansi-language:EN-GB" lang="EN-GB"> <o:p></o:p></span></i></pre>
<p class="MsoNormal"><i style="mso-bidi-font-style:normal"><span
style="mso-ansi-language:EN-US" lang="EN-US">We discuss
sampling expansions for functions in
reproducing kernel Hilbert and Banach spaces. We also consider
generalizations
of the Backus-Gilbert method for reconstruction a function
from its moments,
<br>
both on the real line and on the sphere, in appropriate
reproducing
kernel Hilbert spaces. <o:p></o:p></span></i></p>
<p class="MsoNormal"><span style="mso-ansi-language:EN-US"
lang="EN-US"> <o:p></o:p></span></p>
<p class="MsoNormal"><b><span lang="DE-AT">15:45 Uhr – 16:15 Uhr K
& K (Sky
Lounge)<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
lang="DE-AT"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><b><span lang="DE-AT">Univ.-Prof. Dipl.-Ing.
Dr. Otmar
Scherzer<o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span lang="DE-AT">Dekan Univ.-Prof. Dr.
Harald Rindler<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
lang="DE-AT"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><b><span lang="DE-AT">Mittwoch, 12. November
2014, von 17:30
Uhr bis 18:30 Uhr, HS 11, 2. Stock, <o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span lang="DE-AT">Oskar-Morgenstern-Platz
1, 1090 Wien<o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span style="color:#0070C0" lang="DE-AT">Vortrag
im Rahmen
der Habilitation <o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span lang="DE-AT">Dr. Eberhard Mayerhofer
(Fakultät für
Mathematik, Universität Wien)<o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span style="mso-ansi-language:EN-US"
lang="EN-US">„The
Limits of Leverage“<o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span style="mso-ansi-language:EN-US"
lang="EN-US"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><span
style="font-size:10.5pt;mso-ansi-language:
EN-US;mso-bidi-font-weight:bold" lang="EN-US">Abstract: <o:p></o:p></span></p>
<p class="MsoNormal"><span
style="font-size:10.5pt;mso-ansi-language:
EN-US;mso-bidi-font-weight:bold" lang="EN-US">If trading incurs
proportional costs, leverage
can scale the return of an asset only up to a maximum multiple,
which is
sensitive to the asset's volatility and liquidity. In a
continuous-time model
with one safe and one risky asset, <br>
with constant investment opportunities and
proportional transaction costs, we find the family of
mean-variance efficient
portfolios over a long horizon. As leverage and volatility
increase, rising rebalancing
<br>
costs imply a declining Sharpe ratio. Beyond a critical level,
even the
expected return declines. We also derive the optimal tradeoff
between alpha and
tracking error for funds that seek to replicate multiples of
index returns,
such as leveraged ETFs.<o:p></o:p></span></p>
<p class="MsoNormal" style="tab-stops:35.4pt"><span
style="mso-ansi-language:
EN-US" lang="EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal" style="tab-stops:35.4pt"><span
class="perstitel"><b style="mso-bidi-font-weight:normal"><span
lang="DE-AT">Univ.-Prof. Mag. Dr.</span></b></span><span
class="persvorname"><b style="mso-bidi-font-weight:normal"><span
lang="DE-AT">
Walter</span></b></span><span class="perszuname"><b
style="mso-bidi-font-weight:
normal"><span lang="DE-AT"> Schachermayer</span></b></span><b><span
lang="DE-AT"><o:p></o:p></span></b></p>
<p class="MsoNormal" style="tab-stops:35.4pt"><b><span lang="DE-AT">Dekan
Univ.-Prof.
Dr. Harald Rindler<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
lang="DE-AT"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="color:black;mso-themecolor:text1" lang="DE-AT">Dienstag,
11. November 2014, von 10:15
Uhr bis 11:45 Uhr, </span><span lang="DE-AT">Seminarraum 12,
2. </span></b><b style="mso-bidi-font-weight:normal"><span
style="mso-ansi-language:
EN-US" lang="EN-US">Stock <span
style="color:black;mso-themecolor:text1"><o:p></o:p></span></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="mso-ansi-language:EN-US" lang="EN-US">Oskar-Morgenstern-Platz
1, 1090 Wien<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="color:#0070C0;mso-ansi-language:EN-US" lang="EN-US">Complex
Analysis Seminar<o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span style="mso-ansi-language:EN-US"
lang="EN-US">Ilya
Vyugin: “Linear systems with irregular singularities and
holomorphic vector
bundles”<o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span lang="DE-AT">(Details siehe Link) </span></b><span
lang="DE-AT"><a
href="http://www.univie.ac.at/complexanalysis/Activities/Seminar2014.html"><b>http://www.univie.ac.at/complexanalysis/Activities/Seminar2014.html</b></a><b>)<o:p></o:p></b></span></p>
<b><span
style="font-size:12.0pt;line-height:115%;font-family:"Times
New Roman","serif";
mso-fareast-font-family:"Times New
Roman";mso-ansi-language:DE-AT;mso-fareast-language:
DE-AT;mso-bidi-language:AR-SA" lang="DE-AT"><br
style="mso-special-character:line-break;
page-break-before:always" clear="all">
</span></b>
<p class="MsoNormal" style="margin-bottom:10.0pt;line-height:115%"><b><span
lang="DE-AT"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><b><span lang="DE-AT"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="color:black;mso-themecolor:text1" lang="DE-AT">Dienstag,
11. November 2014, von 15:00
Uhr bis 17:00 Uhr, </span><span lang="DE-AT">Seminarraum 8,
2. </span></b><b style="mso-bidi-font-weight:normal"><span
style="mso-ansi-language:
EN-GB" lang="EN-GB">Stock <o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="mso-ansi-language:EN-GB" lang="EN-GB">Oskar-Morgenstern-Platz
1, 1090 Wien<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="color:#0070C0;mso-ansi-language:EN-GB" lang="EN-GB">Geometry
and Analysis on Groups <o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span
style="color:black;mso-themecolor:text1;
mso-ansi-language:EN-US" lang="EN-US">Jean Raimbault
(Université Paul Sabatier, Toulouse
III): “On a property of geometric actions of groups”</span></b><b
style="mso-bidi-font-weight:normal"><span style="color:black;
mso-themecolor:text1;mso-ansi-language:EN-GB" lang="EN-GB"><o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="color:black;mso-themecolor:text1;mso-ansi-language:EN-GB"
lang="EN-GB">Link: </span></b><span lang="DE-AT"><a
href="http://www.mat.univie.ac.at/%7Egagt/Seminar.html"><b
style="mso-bidi-font-weight:normal"><span
style="mso-ansi-language:
EN-GB" lang="EN-GB">http://www.mat.univie.ac.at/~gagt/Seminar.html</span></b></a></span><b
style="mso-bidi-font-weight:normal"><span style="color:black;
mso-themecolor:text1;mso-ansi-language:EN-GB" lang="EN-GB"><o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="color:black;mso-themecolor:text1;mso-ansi-language:EN-GB"
lang="EN-GB">Organized by
G. Arzhantseva, Ch. </span><span
style="color:black;mso-themecolor:
text1" lang="DE-AT">Cashen <o:p></o:p></span></b></p>
<p class="MsoNormal" style="text-align:justify"><b
style="mso-bidi-font-weight:
normal"><span style="mso-ansi-language:DE"><o:p> </o:p></span></b></p>
<p class="MsoNormal" style="text-align:justify"><b
style="mso-bidi-font-weight:
normal"><span style="mso-ansi-language:DE">Dienstag, 11.
November</span><span lang="DE-AT"> 2014, von 15:15 bis 16:45
Uhr, TU Dissertantenraum, Freihaus, Turm
A, 8. </span></b><b style="mso-bidi-font-weight:normal"><span
style="mso-ansi-language:
DE">Stock, Wiedner Hauptstraße 8-10, 1040 Wien<o:p></o:p></span></b></p>
<p class="MsoNormal" style="text-align:justify"><b
style="mso-bidi-font-weight:
normal"><span style="color:#0070C0;mso-ansi-language:DE">AG
Diskrete Mathematik
Seminar<o:p></o:p></span></b></p>
<p class="MsoNormal" style="text-align:justify"><b
style="mso-bidi-font-weight:
normal"><span style="mso-ansi-language:EN-US" lang="EN-US">Mourad
Ismail
(Grenoble): „Combinatorics of<span style="mso-spacerun:yes">
</span>2 D
polynomials”<o:p></o:p></span></b></p>
<p class="MsoNormal" style="text-align:justify"><span lang="DE-AT"><a
href="http://www.dmg.tuwien.ac.at/nfn/agdm.html"><b
style="mso-bidi-font-weight:
normal"><span style="color:blue;mso-ansi-language:EN-US"
lang="EN-US">http://www.dmg.tuwien.ac.at/nfn/agdm.html</span></b></a></span><b
style="mso-bidi-font-weight:normal"><span style="color:black;
mso-themecolor:text1;mso-ansi-language:EN-US" lang="EN-US"><o:p></o:p></span></b></p>
<p class="MsoNormal" style="text-align:justify"><b
style="mso-bidi-font-weight:
normal"><span
style="color:black;mso-themecolor:text1;mso-ansi-language:
EN-US" lang="EN-US"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="color:black;mso-themecolor:text1" lang="DE-AT">Dienstag,
11.November 2014, ab 15:00
Uhr, </span><span lang="DE-AT">Seminarraum Biomathematik , 9.
Stock <span style="color:black;mso-themecolor:text1"><o:p></o:p></span></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
lang="DE-AT">Oskar-Morgenstern-Platz
1, 1090 Wien<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="color:#0070C0" lang="DE-AT">Arbeitsgemeinschaft
Biomathematik <o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="color:black;mso-themecolor:text1" lang="DE-AT">Ankica
Dzijan Markovic (Wien): TBA<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="color:black;mso-themecolor:text1" lang="DE-AT"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
lang="DE-AT">Donnerstag,
13. November 2014, von 16:00 Uhr bis 18:00 Uhr, Josephinum, <o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="mso-ansi-language:EN-US" lang="EN-US">SR (Zi. O2.101),
Währingerstr. 25, 1090 Wien<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="color:#0070C0;mso-ansi-language:EN-US" lang="EN-US">KGRC
Research Seminar</span></b><b><span
style="mso-ansi-language:EN-US" lang="EN-US"><br>
Jonathan Verner (Charles University, Prague, Czech Republic):
“Monotone metric
spaces”<o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span lang="DE-AT">(Details siehe Link: </span></b><span
lang="DE-AT"><a
href="http://www.logic.univie.ac.at/Research_seminar.html"><b>http://www.logic.univie.ac.at/Research_seminar.html</b></a><b>)
<o:p></o:p></b></span></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="color:black;mso-themecolor:text1" lang="DE-AT"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><b><span style="mso-ansi-language:DE">Donnerstag,
13.November
2014,von 16:30 Uhr bis 18:00 Uhr, Seminarraum 9,<span
style="mso-spacerun:yes"> </span>2 Stock<br>
Oskar-Morgenstern-Platz 1, 1090 Wien<o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span
style="color:#0070C0;mso-ansi-language:
EN-US" lang="EN-US">Vienna Seminar in Mathematical Finance and
Probability<br>
</span></b><b><span style="mso-ansi-language:EN-US" lang="EN-US">Johannes
Ruf
(Department of Mathematics, University College London, UK): <o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span style="mso-ansi-language:EN-US"
lang="EN-US">“Convergence
of local supermartingales and Novikov-type conditions for
processes with jumps”<o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span style="mso-ansi-language:EN-US"
lang="EN-US">Link: </span></b><span lang="DE-AT"><a
href="http://www.fam.tuwien.ac.at/vs-mfp/"><b><span
style="mso-ansi-language:EN-GB" lang="EN-GB">http://www.fam.tuwien.ac.at/vs-mfp/</span></b></a></span><span
class="MsoHyperlink"><b><span style="mso-ansi-language:EN-GB"
lang="EN-GB"><o:p></o:p></span></b></span></p>
<p class="MsoNormal"><span class="MsoHyperlink"><b><span
style="mso-ansi-language:EN-GB" lang="EN-GB"><o:p><span
style="text-decoration:none"> </span></o:p></span></b></span></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
lang="DE-AT">Donnerstag,
13. November 2014, ab 15:15 Uhr, Besprechungsraum 9, 9. Stock
<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
lang="DE-AT">Oskar-Morgenstern-Platz
1, 1090 Wien<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
style="color:#548DD4;mso-themecolor:text2;mso-themetint:153"
lang="DE-AT">Arbeitsgemeinschaft
Ergodentheorie<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
lang="DE-AT">Roland
Zweimüller (University of Vienna): “Return- and hitting-time
limits in infinite
measure systems”<o:p></o:p></span></b></p>
<p class="MsoNormal"><b style="mso-bidi-font-weight:normal"><span
lang="DE-AT">(Details
siehe Link:</span></b><span lang="DE-AT"> <a
href="http://mat.univie.ac.at/%7Ezweimueller/AG_ETHY.html"><b
style="mso-bidi-font-weight:
normal">http://mat.univie.ac.at/~zweimueller/AG_ETHY.html</b></a><span
class="MsoHyperlink"><b style="mso-bidi-font-weight:normal">)</b></span><b
style="mso-bidi-font-weight:normal"><o:p></o:p></b></span></p>
<p class="MsoNormal"><span class="MsoHyperlink"><b><span
lang="DE-AT"><o:p><span style="text-decoration:none"> </span></o:p></span></b></span></p>
<p class="MsoNormal"><b><span lang="DE-AT">Freitag, 14. November
2014, ab 18:00
Uhr, Universität Wien, Großer Festsaal, Universitätsring 1,
1010 Wien<o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span
style="color:#0070C0;mso-ansi-language:
EN-US" lang="EN-US">Erwin Schrödinger Distinguished Lecture<o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span style="mso-ansi-language:EN-US"
lang="EN-US">Dr.
Steven Chu (Nobel Prize in Physics and former U.S. Secretary
of Energy): <o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span style="mso-ansi-language:EN-US"
lang="EN-US">“The
Energy and Climate Challenges”<o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span style="mso-ansi-language:EN-US"
lang="EN-US">(Programme
siehe Link) <o:p></o:p></span></b></p>
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<pre class="moz-signature" cols="72">--
Martina Fellner
Sekretariat
Fakultät für Mathematik
Oskar-Morgenstern-Platz 1 - 10.140
1090 Wien
Tel.: 0043 (1) 4277 50602
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