Finance & Banking

Vienna-Copenhagen Conference on Financial Econometrics 2026

T

he 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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24Voices
2Underwriters
0Exhibitors
22On the bill · sessions
21Companies · in total
§I

The Voices

Programmed at Vienna-Copenhagen, in alphabetical order.
Agostino Capponi
Columbia University
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
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
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
Rasmus Søndergaard Pedersen
University of Copenhagen & Danish Finance Institute
Ruihong Huang
LOBSTER Data Tech. & Sci. Ltd., First Fortune Trading Tech. Ltd.
Shuping Shi
Professor · Macquarie University
Simon Rudkin
University of Manchester
Wanling Rudkin
University of Exeter Business School

— and 2 more, by name unsung —

§II

Underwritten By

The houses behind the program. Tiers as disclosed.
Department of Economics, University of Copenhagen
Department of Statistics and Operations Research, University of Vienna
§III

The Programme

Selected from 22 sessions on the bill.
  • August 13, 2026 14:00 - 15:00

    Keynote Session I: The Power of the Common Task Framework

  • 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: 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: Model-Estimation-Free, Dense, and High Dimensional Consistent Precision Matrix Estimators

    Covariance Estimation
  • August 13, 2026 15:30 - 17:00

    Covariance Estimation: Proxy-identification of a structural MGARCH model for asset returns

    Covariance Estimation
  • August 13, 2026 15:30 - 17:00

    Covariance Estimation: Spot Regressions with Candlesticks

    Covariance Estimation
  • August 13, 2026 15:30 - 17:00

    Forecasting: A Kernel Score Perspective on Forecast Disagreement and the Linear Pool

    Forecasting
Intermission
Part the Second · For the Buyer

An audience of 21 companies, parsed from the program.

“21 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.

№ 01Fig. 01 — Composition of the House
0All threespeak · spons · exh
2Sponsoringsponsor only
0Exhibitingexhibitor only
19Companies Speakingspeaker only
№ 02Fig. 02 — The Voices, by Seniority

4% of the speakers carry senior titles — C-suite, Founder, VP, or Director-level.

  • Director / Head of14%
  • Other roles2396%

Of 24 on the bill · classified by free-text title

№ 03Fig. 03 — The Heaviest in the Room
  1. 01Department of Economics, University of CopenhagenSp
  2. 02Department of Statistics and Operations Research, University of ViennaSp
  3. 03University of St. Gallen3V
  4. 04Columbia University2V
  5. 05LOBSTER Data Tech. & Sci. Ltd., First Fortune Trading Tech. Ltd.2V
  6. 06University of Copenhagen2V
  7. 07Copenhagen Business School1V
  8. 08Duke University1V
  9. 09ETH Zürich1V
  10. 10Karlsruhe Institute of Technology1V
  11. 11Macquarie University1V
  12. 12Nanzan University1V
  13. 13North Carolina State University1V
  14. 14Swansea University1V
№ 04Fig. 04 — By Tier
unspecified2
100% of 2