​This book contains selected papers presented at the "International Annual Conference of the German Operations Research Society (OR2012)" which was held September 4 -7, 2012 at the Leibniz Universitat Hannover, Germany. The international conference, which also serves as the annual meeting of the German Operations Research Society (GOR), attracted more than 500 participants from more than 39 countries. Special attention at the conference was given to the three topics "Energy, Markets and Mobility." The OR2012 conference has addressed these topics from an OR perspective, treating them not...

Daniel Rosch unterscheidet Faktoren-, Arbitrage- und Gleichgewichtsmodelle und vergleicht ihre empirische Uberprufbarkeit. Er analysiert die meist eingesetzten statistischen Verfahren und zeigt, dass diese fur die Identifikation von Wertpapierrisiken untauglich sind."