Felix Dammann successfully defends his doctoral thesis
Today, April 19, 2024, Felix Dammann successfully defended his thesis titled Three Contributions on Irreversibilities in Economics and Finance . Congratulations!
From today, April 11, 2024 until April 13, 2024, a part of the IMW participates in the XXV Workshop on QUANTITATIVE FINANCE in Bologna. Felix Dammann, Jodi Dianetti, Giorgio Ferr...
The article "The Texas Shoot-Out under Knightian Uncertainty" by Gerrit Bauch and Frank Riedel has been accepted for publication in Games and Economic Behavior .
The paper "Parental networks, wage expectations, and the intergenerational educational mobility" by Anna Zaharieva has been published in the Journal of Economic Behavior & Organiza...
Announcement of Workshop 'Risk measures and uncertainty in insurance'
We are happy to announce the workshop 'Risk measures and uncertainty in insurance'. The program, the abstracts and further information can be found here .
Today, March 7, 2024, Jodi Dianetti gives a talk titled Optimal consumption and investment under relative performance criteria with Epstein-Zin utility at the Economics Departmen...
Today, March 6, 2024, Jodi Dianetti gives a talk titled Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDEs at the Mathematics Depa...
Max Nendel and Alessandro Sgarabottolo in Singapore
Max Nendel visits Nanyang Technological University's Division of Mathematical Sciences from the February 9 to 19, 2024. Alessandro Sgarabottolo stays for a longer research visit.
Gerrit Bauch successfully defends his doctoral thesis
Today, February 8, 2024, Gerrit Bauch successfully defended his thesis titled From words of approach to words of departure: Essays on noisy communication and partnership dissoluti...
Today, February 7, 2024, Giorgio Ferrari is giving a talk titled Stational Mean-field Games with Singular Controls in the De Finetti Risk Seminar at the Department of Mathemat...
The article Optimal Production Management when there is Regime Switching and Production Constraints by Abel Cadenillas, Giorgio Ferrari and Patrick Schuhmann has been accepted fo...
Today, December, 11 2023, Max Nendel gives a talk titled Convex Risk Measures Based on Optimal Transport as an invited speaker in the workshop Model Risk in Finance: Bridging Th...
The 18th BiGSEM Doctoral Workshop with sessions on different topics, a poster session and many discussions recently concluded. IMW members were part of the orga team and have pre...