Finance & Banking

2026 Vienna-Copenhagen Conference on Financial Econometrics

The Vienna-Copenhagen Conference on Financial Econometrics 2026 aims to bring together researchers and practitioners in theoretical, methodological and empirical aspects of financial econometrics, statistics, applied mathematics, and quantitative economics. Topics include risk measurement and management, asset pricing, financial forecasting, high-frequency s…

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34Speakers
6Sponsors
50On the bill · sessions
32Companies · in total
§I

Speakers

Programmed at 2026, in alphabetical order.
Agostino Capponi
Columbia University
Anders Rahbek
University of Copenhagen
Brandon Yueyang Han
University of Maryland
Can Gao
University of St. Gallen
Christian Skov Jensen
University of Copenhagen
Eben Lazarus
University of California, Berkeley
Fabian Krüger
Karlsruhe Institute of Technology
Jeannine Polivka
University of St. Gallen
Jérémy Leymarie
Clermont School of Business
Jonas F. Frederiksen
University of Copenhagen
Lasse Heje Pedersen
Professor of Finance and Director of the Center for Big Data in Finance (BIGFI) · Copenhagen Business School
Lukas Bauer
University of Freiburg
Matthew Greenwood-Nimmo
University of Melbourne
Matthias Fengler
University of St. Gallen
Maurizio Daniele
ETH Zürich
Mehmet Caner
North Carolina State University
Michael Wolf
Professor of Econometrics and Applied Statistics · University of Zurich and ADIA Lab
Mihailo Stojnic
Columbia University
Mohammed Kaddouhah
Swansea University
Muneya Matsui
Nanzan University
Nikolaus Hautsch
University of Vienna
Rasmus Søndergaard Pedersen
University of Copenhagen & Danish Finance Institute
§II

Sponsors

The houses behind the program. Tiers as disclosed.
Department of Economics, University of Copenhagen
Department of Statistics and Operations Research, University of Vienna
LOBSTER
MDV
Oesterreichische Nationalbank
Wiener Börse
§III

Agenda

Selected from 50 sessions on the bill.
  • August 13, 2026 13:00 - 13:50

    Registration

  • August 13, 2026 13:50 - 14:00

    Opening

  • August 13, 2026 14:00 - 15:00

    Keynote Session I: The Power of the Common Task Framework

    Keynote Session I
  • August 13, 2026, 14:00 - 15:00

    Keynote Session I: The Power of the Common Task Framework

  • August 13, 2026 15:30 - 17:00

    Asset Pricing

    Parallel Sessions I
  • August 13, 2026 15:30 - 17:00

    Asset Pricing: A FOMO-based Capital Asset Pricing Model

    Asset Pricing
  • August 13, 2026 15:30 - 17:00

    Asset Pricing: Pricing News and No News with Heterogeneous Beliefs

    Asset Pricing
  • August 13, 2026 15:30 - 17:00

    Asset Pricing: The Cyclicality of Risk and Risk Premia

    Asset Pricing
  • August 13, 2026 15:30 - 17:00

    Covariance Estimation

    Parallel Sessions I
Intermission
Part the Second · For the Buyer

An audience of 32 companies, parsed from the program.

32 companies in attendance.

The numbers below are derived from the speakers, sponsors, and exhibitors on this page — cross-referenced into one ledger. They are the only thing here that 10times.com cannot tell you.

Who's in the room
0All threespeak · spons · exh
6Sponsoringsponsor only
26Companies Speakingspeaker only
Speakers by seniority

3% of the speakers carry senior titles — C-suite, Founder, VP, or Director-level.

  • Director / Head of13%
  • Other roles3397%

Of 34 on the bill · classified by free-text title

Most-represented companies
  1. 01University of Copenhagen4V
  2. 02Department of Economics, University of CopenhagenSp
  3. 03Department of Statistics and Operations Research, University of ViennaSp
  4. 04LobsterSp
  5. 05MDVSp
  6. 06Oesterreichische NationalbankSp
  7. 07University of St. Gallen3V
  8. 08Wiener BörseSp
  9. 09Columbia University2V
  10. 10LOBSTER Data Tech. & Sci. Ltd., First Fortune Trading Tech. Ltd.2V
  11. 11University of Melbourne2V
  12. 12Clermont School of Business1V
  13. 13Copenhagen Business School1V
  14. 14CUNEF Universidad1V
Sponsors by tier
unspecified6
100% of 6