Center for Mathematical Economics
Call of Abstracts: Summer School "Risk and Uncertainty in Economics, Insurance and Finance"
Veröffentlicht am 29. März 2023
Bielefeld University, the CRC 1283 and the Center for Mathematical Economics organize the Summer School "Risk and Uncertainty in Economics, Insurance and Finance" which takes place on July 03 - 07, 2023.
Abstracts can be submitted here until May 7. Click here to find the deadlines and further information.
Abstracts can be submitted here until May 7. Click here to find the deadlines and further information.
Frank Riedel gives an online talk at SIPTA
Veröffentlicht am 27. März 2023
Frank Riedel gives a talk on "Knightian Uncertainty in Finance and Economics" at the Society for Imprecise Probabilities: Theory and Applications on March 30 at 3 pm. More information can be found on the following website.
New working paper by Annika Kemper and Maren Schmeck
Veröffentlicht am 23. März 2023
The new working paper "Pricing of Electricity Swaps with Geometric Averaging" by Annika Kemper and Maren Schmeck is now available on ArXiv.
Call of Abstracts: 11th General AMaMef Conference
Veröffentlicht am 10. März 2023
New article by Felix Dammann and Giorgio Ferrari
Veröffentlicht am 9. März 2023
The paper "Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return" by Felix Dammann and Giorgio Ferrari has been accepted for publication on Finance and Stochastics.
Frank Riedel visits Oslo University
Veröffentlicht am 8. März 2023
Frank Riedel is visiting the Mathematics Department of Oslo University from Monday March 13 to Friday March 17. He will give two talks in the STAR Seminar Series. On Wednesday, March 15, he will give a talk on Approaches to Knightian Uncertainty in Finance and Economics.
On Friday, March 17, he will talk on Efficient Allocations under Ambiguous Model Uncertainty..
On Friday, March 17, he will talk on Efficient Allocations under Ambiguous Model Uncertainty..
Participation and talks of IMW members at GPSD 2023
Veröffentlicht am 7. März 2023
Jodi Dianetti, Felix Dammann, Max Nendel, Alessandro Sgarabottolo and Shihao Zhu participate at the GPSD (German Probability and Statistics Days) from March 7 - March 10 at the University of Duisburg-Essen. During this event, Alessandro Sgarabottolo helds a talk entitled "A parametric approach to the estimation of risk functionals based on Wasserstein distance", Shihao Zhu gives a talk on "Consumption decision, portfolio choice and healthcare irreversible investment".
Further information about the GPSD 2023 here
Further information about the GPSD 2023 here
New working paper by Manuel Foerster
Veröffentlicht am 7. März 2023
The new working paper "Policy-advising competition and endogenous lobbies" by Manuel Foerster and Daniel Habermacher can be found on SSRN.
Frank Riedel in London
Veröffentlicht am 6. März 2023
Frank Riedel visits the Queen Mary University in London from March 6 to 8.