Category Archives: Quantitative Methods

VHB ProDok Kurs

 

Advanced Topics in Asset Pricing and Capital Market Research

Starting from a solid theoretical foundation, this course provides students with an understanding of important empirical methods and their application in asset pricing. It covers both the classical approaches based on Fama and MacBeth (1973) and Black, Jensen and Scholes (1972) – which are still widely used in current research – and GMM-based estimation methods. Furthermore, it shows how machine learning approaches can be meaningfully incorporated into modern asset pricing.

The course intends to enable students to plan and carry out empirical research in asset pricing on their own and prepares for an empirical PhD thesis in this area of finance.

Date:

30. May – 2. June 2022

Location:

MLP Campus
Alte Heerstraße 40
69168 Wiesloch

Language:

English

Lecturers:

Prof. Dr. Joachim Grammig

University of Tübingen

Prof. Dr. Erik Theissen

University of Mannheim

Dr. Jantje Sönksen

University of Tübingen

Registration:

Click for information on fees, payment and registration,
or email us: prodok@vhbonline.org.

Registration Deadline: 1. May 2022

 

VHB ProDok Kurs

Design Science

Abstract and Learning Objectives

Design Science Research (DSR) is a promising research paradigm that intends to generate knowledge on the design of innovative solutions to real-world problems. As such, DSR is specifically useful in contributing to the solution of societally and practically relevant challenges. At the same time, matured methodological foundations are available today, specifically supporting publishing DSR research both at conferences and top-tier journals.

This course gives an introduction to Design Science Research (DSR). It focuses on planning and conducting design science research on Ph.D. level. It is intended to provide state-of-the art methodological competences for all Ph.D. students in business whose research is not solely descriptive/explanatory, but also comprises components where artefacts are purposefully designed and evaluated.

While Design Science Research is very common in Information Systems research, purposeful artefact design and evaluation are found in many other business research fields like, e.g., General Management, Operations Management/Management Science, Accounting/Controlling, Business Education, or Marketing. Although Design Science is often conducted implicitly, the methodological discourse in the Information Systems has led to a high level of reflection and to the availability of a large number of reference publications and cases, so that examples and cases will often originate from this domain. It should however be noted that Design Science as a paradigm is applicable and is used in nearly all fields of business research. As a consequence, this class is not only part of the Information Systems ProDok curriculum, but intentionally being positioned as cross-domain class.

The goal of the course is to provide Ph.D. students with insights and capabilities that enable them to plan and conduct independent Design Science research. To achieve this goal, students will engage in a number of activities in preparation and during this four-day course, including preparatory readings, lectures, presentations, project work, and in-class discussions. The course format offers an interactive learning experience and the unique opportunity to obtain individualized feedback from leading IS researchers as well as develop preliminary research designs for their own Ph.D. projects.

Date:

02.05. bis 13.05.2022

Face to face time: Mo, Wed, Mo, Wed, Fr

Location:

DIGITAL COURSE
offline: ca. ten days for reading, preparation, decentral group work
online: two full days and three half days between May 2 – 13, 2022

Language:

English

Instructor:

Registration:

Click for information on fees, payment and registration.
or email us: prodok@vhbonline.org.

As this course is offered as an digital course, the participation fee is reduced by 160 Euro.

Registration Deadline: April 3, 2022

Fortgeschrittenenkurs quantitative Datenanalyse mit SPSS – HSU Uni Bw Hamburg

Fortgeschrittenenkurs quantitative Datenanalyse mit SPSS

Inhalt:

Ausgewählte multivariate Verfahren zur Datenanalyse bzw. zur Konstruktion von Skalen, insbesondere: Itemanalyse (vor allem Konstruktion von Likert-Skalen), Varianzanalysen, Einfache und Multiple Regressionsanalyse, Logistische Regression.

Lehrende:

Frau Dr. Elke Goltz (HSU)

Termine:

Montag,             15.11.21 – 10:00 bis 17:00 Uhr

Dienstag,           16.11.21 – 10:00 bis 15:00 Uhr

Mittwoch,          17.11.21 – 10:00 bis 15:00 Uhr

Donnerstag,      18.11.21 – 10:00 bis 13:00 Uhr

Der Montag sowie der Donnerstag sind Präsenzveranstaltungen auf dem Campus der Helmut-Schmidt-Universität / Universität der Bundeswehr Hamburg im Raum 305. Der Dienstag und der Mittwoch werden virtuell über MS Teams abgewickelt.

Die Zahl der Teilnehmenden ist auf 15 begrenzt. Es sind derzeit (Stand: 21.10.) noch Plätze frei.

Die Teilnehmenden brauchen einen eigenen PC mit installiertem SPSS 25 oder SPSS 27.

Anmeldung:

Wenn Sie sich für diesen Kurs interessieren,schicken Sie bitte eine Email an

meisterc@hsu-hh.de

 

VHB ProDok Kurs in Kooperation mit ASSIOA

Advanced Topics in Management and Organization Theory

Content and Learning Objectives:
This course is centered on broad topics related to social evaluation, from categorization to status, stigma, boundary work, moral legitimacy and inequality in organizations. The material ranges from ‘recent classics’, to papers fresh from print, to unpublished empirical cases.
Students will be asked to prepare in advance in order to present the main themes of the assigned literature and discuss empirical material with a hands on approach.

Learning objectives:

  • Exposure to advanced and emerging themes (and their established roots) in the field of management and organization
  • Understanding the broad variety of methods (inductive, deductive and abductive) used in the field in a complementary way
  • Learning different abductive methods and Dos and Don’ts in abductive theorizing

You can find more information ON REGISTRATION and the Syllabus at the following link: 

https://www.assioa.it/assioa-summer-school-2021 

The billing of the course will also be done by ASSIOA.

Registration Fee

Assioa or VHB members: 500 Euro
Non Assioa or VHB members: 560 Euro

VHB ProDok Kurs “Design Science”

Design Science

Abstract and Learning Objectives

Design Science Research (DSR) is a promising research paradigm that intends to generate knowledge on the design of innovative solutions to real-world problems. As such, DSR is specifically useful in contributing to the solution of societally and practically relevant challenges. At the same time, matured methodological foundations are available today, specifically supporting publishing DSR research both at conferences and top-tier journals.

This course gives an introduction to Design Science Research (DSR). It focuses on planning and conducting design science research on Ph.D. level. It is intended to provide state-of-the art methodological competences for all Ph.D. students in business whose research is not solely descriptive/explanatory, but also comprises components where artefacts are purposefully designed and evaluated.

While Design Science Research is very common in Information Systems research, purposeful artefact design and evaluation are found in many other business research fields like, e.g., General Management, Operations Management/Management Science, Accounting/Controlling, Business Education, or Marketing. Although Design Science is often conducted implicitly, the methodological discourse in the Information Systems has led to a high level of reflection and to the availability of a large number of reference publications and cases, so that examples and cases will often originate from this domain. It should however be noted that Design Science as a paradigm is applicable and is used in nearly all fields of business research. As a consequence, this class is not only part of the Information Systems ProDok curriculum, but intentionally being positioned as cross-domain class.

The goal of the course is to provide Ph.D. students with insights and capabilities that enable them to plan and conduct independent Design Science research. To achieve this goal, students will engage in a number of activities in preparation and during this four-day course, including preparatory readings, lectures, presentations, project work, and in-class discussions. The course format offers an interactive learning experience and the unique opportunity to obtain individualized feedback from leading IS researchers as well as develop preliminary research designs for their own Ph.D. projects.

Date:

20.9. bis 30.09.2021
face to face time: Mo, Tue, Fr, Tue, Thu

Location:

DIGITAL COURSE
offline and online

Language:

English

Lecturer:

Registration:

Click for information on fees, payment and registration.
or email us: prodok@vhbonline.org.

As this course is offered as an digital course, the participation fee is reduced by 160 Euro.

Registration Deadline: August 22, 2021

VHB ProDok-Kurs “Empirical Corporate Finance”

Empirical Corporate Finance

The course is intended as an introduction to research in empirical corporate finance and covers both corporate finance topics as well as methods with a strong emphasis on endogeneity and identification. The general objective of the course is to present some of the most influential work in corporate finance. We will put a particular emphasis on current research, which uses state-of–the–art empirical methods. This course will provide students with a toolbox and working knowledge of cross-sectional and panel data empirical methods for use in corporate finance research. The course also aims to encourage students to explore interesting research questions in corporate finance. Finally, students will learn how to think about empirical research (questions) critically.

Date of event:

September 3 – September 6, 2021

Location:

University of Münster
School of Business and Economics
Universitätsstr. 14- 16
48143 Münster

Note that part of the course or the entire course may switch to an online class in case the coronavirus situation does not allow physical classes or if travel restrictions apply.

Lecturer:

Prof. Dr. Christoph Schneider

University of Münster

 

Prof. Dr. Markus Schmid

Universität St. Gallen

Registration:

Click for information on fees, payment and registration,

or email us: prodok@vhbonline.org.

Registration Deadline: August 1, 2021

VHB ProDok-Kurs “Longitudinal Data Analysis: Event History Models”

Longitudinal Data Analysis: Event History Models

The life course of organizations as well as individuals is characterized by a succession of important events. Organizations change their strategies, their structure, their leadership etc. and might cease to exist at some point in time. Individuals move from one job to another, climb up the career ladder, or get fired. These events indicate transitions from a certain origin state, e.g. an organization before a change of the CEO, to a certain destination state, here: the same organization with a new CEO. The best empirical tool for the analysis of these transitions are techniques of event history analysis. These methods, which belong to the wider class of longitudinal data analysis, are tremendously important in management research. An impressive amount of studies in this field addresses research questions, which are related to transitions from one state to another one.

This course aims at providing students with the most relevant techniques of event history analysis. At the end of this course, students should be able to understand the theoretical concepts of event history analysis as well as to apply these methods by themselves.

Date:

September 7-10, 2021

Location:

vorausichtlich München

Language:

English

Lecturer:

Prof. Dr. Nikolaus Beck
Università della Svizzera Italiana

Registration:

Click for information on fees, payment and registration,
or email us: prodok@vhbonline.org.

Registration Deadline: 2. August 2021

VHB ProDok-Kurs Quantitative and Qualitative Content Analysis

Quantitative and Qualitative Content Analysis

This course addresses young scientists of business administration who want to use quantitative or qualitative content analysis in their research. The main objective of this course is to provide participants with methodological basics and further knowledge in content analysis. After attending the course, the participants are able to:

  • identify research questions that are suitable for qualitative and quantitative content analysis;
  • understand the methodical approach of data collection and -analysis of quantitative and qualitative content analysis as well as transfer it for individual research projects;
  • identify, analyze, and deal with core problems during the planning, implementation, analysis and paper writing phase;
  • assess the quality of content analysis based on quality characteristics.

Date:

August 30-31 and September 06-07, 2021

Location:

ONLINE COURSE

Language:

English

Lecturer:

Prof. Dr. Josip Kotlar (Politecnico di Milano School of Management, Italy)

https://www.som.polimi.it/professor/josip-kotlar/

Registration:

Click for information on fees, payment and registration,

or email us: prodok@vhbonline.org.

Registration deadline: August 1, 2021

VHB ProDok Kurs “Choice-Based Optimization”

Choice-Based Optimization

Date: 19.07.-22.07.2021
Abstract:

Demand is an important quantity in many optimization problems such as revenue management and supply chain management. Demand usually depends on “supply” (price and availability of products, f. e.), which in turn is decided on in the optimization model. Hence, demand is endogenous to the optimization problem. Choice-based optimization (CBO) merges discrete choice models with math programs. Discrete choice models (DCM) have been applied by both practitioners and researchers for more than four decades in various fields. DCM describe the choice probabilities of individuals selecting an alternative from a set of available alternatives. CBO determines (i) the availability of the alternatives and/or (ii) the attributes of the alternatives, i.e., the decision variables determine the availability of alternatives and/or the shape of the attributes. We present CBO applications to location planning, supply chain management, assortment and revenue management.

Course Content:

Students will learn how to develop and use predictive models (discrete choice models) in the software R and how to introduce such models in mathematical models for decision-making (i.e., mixed integer programs) to consider demand as an auxiliary variable. The models will be implemented in a modeling environment (GAMS). Case studies will be used for practicing purposes.

Location:

DIGITAL COURSE
The course will be held online only. The lecturers will give presentations about the theoretical contents. Active participation is compulsory.

Lecturer:

Univ.-Prof. Dr. habil. Knut Haase
Universität Hamburg
www.bwl.uni-hamburg.de/vw/personen/prof-knut-haase

Univ.-Prof. Dr. habil. Sven Müller

Otto-von-Guericke-Universität Magdeburg
https://www.om.ovgu.de/

Registration:

Click for information on fees, payment and registration,
or email us: prodok@vhbonline.org.

Registration Deadline: 20. Juni 2021