We appreciate the support from the Faculty of Business, Economics and Statistics, the Faculty of Mathematics, the Wolfgang Pauli Institute and the Wiener Wissenschafts,-Forschungs- und Technologiefond WWTF.

Faculty of Business, Economics and Statistics

Faculty of Mathematics

Wolfgang Pauli Institute WPI

Wiener Wissenschafts,-Forschungs- und Technologiefond WWTF

The conference is organized as part of the WWTF grant MA14-008 'Portfolio Risk and Asset Allocation: Utilizing High-Frequency Information in High Dimensions'.

For the project website click here.