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S.I.E. RSA 2025


66a RSA - Università degli Studi di Napoli Parthenope

Napoli, 23-25 Ottobre 2025


Peter N. Posch

Faculty of Business, Economics and Social Sciences - TU Dortmund University
peter.posch@udo.edu


Saturday, 25 October - 08:30 - 09:50


FINANCIAL & PORTFOLIO MANAGEMENT
Chair: Chiara Oldani - Università della Tuscia
Room: Aula di Calcolo 2

Paper  
Do Credit Rating Agencies Respond to Emerging Risks?
By  Peter N. Posch Faculty of Business, Economics and Social Sciences - TU Dortmund University    Cathrin Reismann Faculty of Business and Economics - TU Dortmund University    
Presented by  Cathrin Reismann Faculty of Business and Economics - TU Dortmund University    
pdf



Saturday, 25 October - 10:00 - 11:20


QUANTITATIVE METHODS II
Chair: Dario Palumbo - Università Cà Foscari di Venezia
Room: Aula 7

Paper  
Evaluating Data-Driven Risk Estimation: A Practical Assessment of Volatility Forecasting under Stress Conditions
By  Peter N. Posch Faculty of Business, Economics and Social Sciences - TU Dortmund University    Patrick Spitzer Finance - TU Dortmund University    
Presented by  Patrick Spitzer Finance - TU Dortmund University    
pdf