Center for Mathematical Economics

Lars Müller at the 2nd Berlin PhD Conference in Economics

Center for Mathematical Economics — Wed, 8 Jul 2026 09:45:09 +0200

Lars Müller participates in the 2nd Berlin PhD Conference in Economics: Parallel Workshop in Micro Theory and Behavioral Economics, taking place at the Hertie School in Berlin from July 6 to 8, 2026.
The international conference brings together PhD students working at the frontiers of microeconomic theory and behavioral economics, fostering discussion, collaboration, and networking among early-career researchers. During the conference, Lars Müller presents his paper Calling the Price or Making the Call? Role Preferences in Texas Shootout Clauses.

Lars Müller nimmt an der 2nd Berlin PhD Conference in Economics: Parallel Workshop in Micro Theory and Behavioral Economics teil, die vom 6. bis 8. Juli 2026 an der Hertie School in Berlin stattfindet.
Die internationale Konferenz bringt Promovierende aus den Bereichen mikroökonomische Theorie und Verhaltensökonomik zusammen und fördert den wissenschaftlichen Austausch, konstruktives Feedback sowie die Vernetzung von Nachwuchsforschenden. Auf der Konferenz präsentiert Lars Müller sein Paper Calling the Price or Making the Call? Role Preferences in Texas Shootout Clauses.

New Publication by Lasse Mononen in Journal of Risk and Uncertainty

Center for Mathematical Economics — Tue, 7 Jul 2026 15:37:33 +0200

The article An Axiomatization of Separable Prospect Theory by Lasse Mononen has been published in the Journal of Risk and Uncertainty.
The paper provides the first complete axiomatization of separable prospect theory under risk, clarifies its behavioral differences from cumulative prospect theory, and identifies empirical tests that distinguish between the two models.

Der Artikel An Axiomatization of Separable Prospect Theory von Lasse Mononen ist im Journal of Risk and Uncertainty erschienen.
Das Paper liefert die erste vollständige Axiomatisierung der Separable Prospect Theory unter Risiko, verdeutlicht die verhaltensökonomischen Unterschiede zur Cumulative Prospect Theory und identifiziert empirische Tests, mit denen sich beide Modelle voneinander unterscheiden lassen.

Federico Cannerozzi, Giorgio Ferrari, Anna Pajola, Tim Schütz and Ioannis Tzouanas at the 15th AIMS Conference

Center for Mathematical Economics — Mon, 6 Jul 2026 09:00:00 +0200

Federico Cannerozzi, Giorgio Ferrari, Anna Pajola, Tim Schütz, and Ioannis Tzouanas participate in the 15th AIMS Conference, taking place in Athens, Greece, from July 6 to 10, 2026.
The conference fosters collaboration among researchers in analysis, dynamical systems, differential equations, and their applications, encouraging the exchange of ideas across mathematical disciplines. During the conference, Federico Cannerozzi presents Stationary Mean-Field Singular Control of an Ornstein–Uhlenbeck Process, Anna Pajola gives a talk on Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise, Tim Schütz discusses Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case, and Ioannis Tzouanas presents Learning Algorithm for Mean-Field Coarse Correlated Equilibrium: A Linear Programming Approach.

Federico Cannerozzi, Giorgio Ferrari, Anna Pajola, Tim Schütz und Ioannis Tzouanas nehmen an der 15th AIMS Conference teil, die vom 6. bis 10. Juli 2026 in Athen, Griechenland, stattfindet.
Die Konferenz fördert die Zusammenarbeit von Forschenden aus den Bereichen Analysis, Dynamische Systeme, Differentialgleichungen und deren Anwendungen und unterstützt den fachübergreifenden Austausch mathematischer Ideen. Auf der Konferenz präsentiert Federico Cannerozzi Stationary Mean-Field Singular Control of an Ornstein–Uhlenbeck Process, Anna Pajola hält einen Vortrag zu Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise, Tim Schütz spricht über Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case, und Ioannis Tzouanas stellt Learning Algorithm for Mean-Field Coarse Correlated Equilibrium: A Linear Programming Approach vor.

Benjamin Bitterlich, Federico Cannerozzi and Anna Pajola at the XIII Bachelier World Congress

Center for Mathematical Economics — Tue, 30 Jun 2026 12:27:53 +0200

Benjamin Bitterlich, Federico Cannerozzi, and Anna Pajola participate in the XIII Bachelier World Congress of the Bachelier Finance Society, taking place in Bologna, Italy, from June 29 to July 3, 2026.
The congress brings together academics, practitioners, and researchers in quantitative finance and provides a platform for the exchange of ideas and recent advances in financial mathematics. During the congress, Benjamin Bitterlich presents Hedging Power Purchase Agreements: A Cointegration Model, Federico Cannerozzi gives a talk on Optimal Policy Characterization for Multi-Dimensional Ergodic Singular Stochastic Control Problems, and Anna Pajola speaks about Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise.

Benjamin Bitterlich, Federico Cannerozzi und Anna Pajola nehmen am XIII Bachelier World Congress of the Bachelier Finance Society teil, der vom 29. Juni bis 3. Juli 2026 in Bologna, Italien, stattfindet.
Der Kongress bringt Wissenschaftlerinnen und Wissenschaftler, Praktikerinnen und Praktiker sowie Forschende aus dem Bereich Quantitative Finance zusammen und bietet eine Plattform für den Austausch über aktuelle Entwicklungen in der Finanzmathematik. Auf dem Kongress präsentiert Benjamin Bitterlich Hedging Power Purchase Agreements: A Cointegration Model, Federico Cannerozzi hält einen Vortrag zu Optimal Policy Characterization for Multi-Dimensional Ergodic Singular Stochastic Control Problems, und Anna Pajola spricht über Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise.

Luoyuan Gan at the 29th Annual International Conference on Real Options

Center for Mathematical Economics — Tue, 30 Jun 2026 12:24:22 +0200

Luoyuan Gan presents the paper Research Intensity, Technology Standard and Innovation Investment Under Uncertainty at the 29th Annual International Conference on Real Options, held at emlyon business school in Lyon, France, on June 27, 2026.

Luoyuan Gan präsentiert das Paper Research Intensity, Technology Standard and Innovation Investment Under Uncertainty auf der 29th Annual International Conference on Real Options, die am 27. Juni 2026 an der emlyon business school in Lyon, Frankreich, stattfindet.

New Publication by Federico Cannerozzi and Giorgio Ferrari in The Annals of Applied Probability

Center for Mathematical Economics — Mon, 29 Jun 2026 14:50:07 +0200

The article Optimal Policy Characterization for a Class of Multi-Dimensional Ergodic Singular Stochastic Control Problems by A. Calvia, Federico Cannerozzi, and Giorgio Ferrari has been accepted for publication in The Annals of Applied Probability (2026).
The paper characterizes optimal policies for a class of multi-dimensional ergodic singular stochastic control problems, establishes a novel connection with optimal stopping via Dynkin games, and applies the resulting framework to optimal inventory management problems.

Der Artikel Optimal Policy Characterization for a Class of Multi-Dimensional Ergodic Singular Stochastic Control Problems von A. Calvia, Federico Cannerozzi und Giorgio Ferrari ist zur Veröffentlichung in The Annals of Applied Probability (2026) angenommen worden.
Das Paper charakterisiert optimale Strategien für eine Klasse mehrdimensionaler ergodischer singulärer stochastischer Kontrollprobleme, stellt eine neue Verbindung zur Optimal-Stopping-Theorie über Dynkin-Spiele her und wendet den entwickelten Ansatz auf Probleme des optimalen Bestandsmanagements an.

Bingbing Li, Manuel Foerster, Jurek Preker and Frank Riedel at SING 21

Center for Mathematical Economics — Mon, 29 Jun 2026 00:00:00 +0200

Bingbing Li, Manuel Foerster, Jurek Preker, and Frank Riedel participate in the 21st European Meeting on Game Theory (SING 21), taking place at the University of Naples Federico II in Naples, Italy, from June 29 to July 1, 2026.
The annual conference brings together researchers in game theory from across Europe and beyond to discuss recent advances in the field. During the conference, Bingbing Li presents Optimal Delegation with Multiple Agents, Manuel Foerster shares his research on Job Market Signaling and Inequality in the Age of Generative AI, Jurek Preker gives a talk on Symmetric Expected Utility, and Frank Riedel discusses First-price Sealed-bid Auctions with Smoothly Ambiguity-Averse Bidders.

Bingbing Li, Manuel Foerster, Jurek Preker und Frank Riedel nehmen am 21st European Meeting on Game Theory (SING 21) teil, das vom 29. Juni bis 1. Juli 2026 an der Universität Neapel Federico II in Neapel, Italien, stattfindet.
Die jährlich stattfindende Konferenz bringt Forschende aus dem Bereich der Spieltheorie aus ganz Europa und darüber hinaus zusammen, um aktuelle Entwicklungen des Fachgebiets zu diskutieren. Auf der Konferenz präsentiert Bingbing Li Optimal Delegation with Multiple Agents, Manuel Foerster stellt seine Forschung zu Job Market Signaling and Inequality in the Age of Generative AI vor, Jurek Preker hält einen Vortrag zu Symmetric Expected Utility, und Frank Riedel spricht über First-price Sealed-bid Auctions with Smoothly Ambiguity-Averse Bidders.

Gerrit Bauch at the 2026 Conference on Mechanism and Institution Design

Center for Mathematical Economics — Mon, 22 Jun 2026 00:00:00 +0200

Gerrit Bauch participates in the 2026 Conference on Mechanism and Institution Design, taking place at the University of York, UK, from June 22 to 26, 2026.
The conference brings together researchers working on mechanism design, institution design, and related fields in economics. During the conference, Gerrit Bauch presents his research project Calling the Price or Making the Call? Role Preferences in Texas Shootout Clauses, which studies the role of individual preferences in the design of Texas Shootout clauses.

Gerrit Bauch nimmt an der 2026 Conference on Mechanism and Institution Design teil, die vom 22. bis 26. Juni 2026 an der University of York im Vereinigten Königreich stattfindet.
Die Konferenz bringt Forschende aus den Bereichen Mechanism Design, Institution Design und angrenzenden Gebieten der Wirtschaftswissenschaften zusammen. Auf der Konferenz stellt Gerrit Bauch sein Forschungsprojekt Calling the Price or Making the Call? Role Preferences in Texas Shootout Clauses vor, das die Rolle individueller Präferenzen bei der Gestaltung von Texas Shootout Clauses untersucht.

Homecoming Seminar with Nina Hollensteiner and Patrick Schuhmann

Center for Mathematical Economics — Tue, 16 Jun 2026 11:24:17 +0200

The IMW's next Homecoming Seminar: Working Experience of Former Students of Mathematical Economics takes place on June 18, 2026, at 2 p.m. in seminar room A4-132. The subsequent get-together will be held in lounge B4-108.
Former master's student Nina Hollensteiner, now working at Mecklenburgische Krankenversicherung, and former doctoral student Patrick Schuhmann from Optano have been invited to share insights into their professional careers, everyday work, and personal experiences after studying Mathematical Economics at Bielefeld University.

Das nächste Homecoming Seminar: Working Experience of Former Students of Mathematical Economics des IMW findet am 18. Juni 2026 um 14 Uhr im Seminarraum A4-132 statt. Das anschließende Get-together wird in der Lounge B4-108 veranstaltet.
Die ehemalige Masterstudentin Nina Hollensteiner, heute bei der Mecklenburgischen Krankenversicherung tätig, sowie der ehemalige Doktorand Patrick Schuhmann von Optano berichten über ihren beruflichen Werdegang, ihren Arbeitsalltag und ihre persönlichen Erfahrungen nach dem Studium der Mathematischen Wirtschaftswissenschaften an der Universität Bielefeld.

Niels Boissonnet, Papatya Duman, Dominik Karos, Lars Müller and Prince Osei at SSCW 2026

Center for Mathematical Economics — Sat, 13 Jun 2026 00:00:00 +0200

Niels Boissonnet, Papatya Duman, Dominik Karos, Lars Müller, and Prince Osei participate in the 18th Meeting of the Society for Social Choice and Welfare (SSCW 2026), which takes place at the University of Tokyo, Japan, from June 13 to 16, 2026.
The Society for Social Choice and Welfare promotes research in social choice and welfare economics and fosters exchange among researchers from a wide range of disciplines. During the conference, Niels Boissonnet gives a talk on Interpersonal Comparisons Under Consensual Dilemma, Papatya Duman presents her research on Core Extensions with Hierarchical Coalitional Rationality, Dominik Karos discusses Implementing Midpoint-Dominating Bargaining Solutions, Lars Müller presents the paper Calling the Price or Making the Call? Role Preferences in Texas Shootout Clauses, and Prince Osei shares recent research on Portfolio Selection under Ambiguity in Volatility.

Niels Boissonnet, Papatya Duman, Dominik Karos, Lars Müller und Prince Osei nehmen am 18. Meeting of the Society for Social Choice and Welfare (SSCW 2026) teil, das vom 13. bis 16. Juni 2026 an der Universität Tokio in Japan stattfindet.
Die Society for Social Choice and Welfare fördert die Forschung in den Bereichen Social Choice und Welfare Economics und unterstützt den wissenschaftlichen Austausch zwischen verschiedenen Disziplinen. Auf der Konferenz hält Niels Boissonnet einen Vortrag zu Interpersonal Comparisons Under Consensual Dilemma, Papatya Duman präsentiert ihre Forschung zu Core Extensions with Hierarchical Coalitional Rationality, Dominik Karos spricht über Implementing Midpoint-Dominating Bargaining Solutions, Lars Müller stellt sein Paper Calling the Price or Making the Call? Role Preferences in Texas Shootout Clauses vor, und Prince Osei berichtet über seine Forschung zu Portfolio Selection under Ambiguity in Volatility.

Jonathan Klinge and Maren Schmeck organize DGVFM Workshop "Wissenschaft trifft Praxis"

Center for Mathematical Economics — Wed, 10 Jun 2026 11:47:16 +0200

The third DGVFM workshop "Wissenschaft trifft Praxis" takes place at Haus Wellensiek in Bielefeld on June 11 and 12, 2026. The workshop aims to strengthen the exchange between academia and industry by bringing together researchers and practitioners from actuarial science and financial mathematics. Participants discuss current challenges from industry as well as recent scientific developments with practical relevance.
The workshop is co-organized by Jonathan Klinge and Maren Schmeck.

Der dritte DGVFM-Workshop „Wissenschaft trifft Praxis“ findet am 11. und 12. Juni 2026 im Haus Wellensiek in Bielefeld statt. Ziel des Workshops ist es, den Austausch zwischen Wissenschaft und Praxis zu stärken und Forschende sowie Praktikerinnen und Praktiker aus der Finanz- und Versicherungsmathematik zusammenzubringen. Dabei werden aktuelle Herausforderungen aus Unternehmen ebenso diskutiert wie neue wissenschaftliche Entwicklungen mit Praxisbezug.
Der Workshop wird unter anderem von Jonathan Klinge und Maren Schmeck organisiert.

Tianyu Ma and Lasse Mononen at the Foundations of Utility and Risk Conference 2026

Center for Mathematical Economics — Wed, 10 Jun 2026 00:00:00 +0200

Tianyu Ma and Lasse Mononen participate in the Foundations of Utility and Risk Conference 2026, taking place in Alicante, Spain, from June 10 to 12, 2026.
Tianyu Ma presents the paper First-price Sealed-bid Auctions with Smoothly Ambiguity-Averse Bidders, coauthored with Frank Riedel, while Lasse Mononen presents his paper The Empirical Content of Expected Utility.

Tianyu Ma und Lasse Mononen nehmen an der Foundations of Utility and Risk Conference 2026 teil, die vom 10. bis 12. Juni 2026 in Alicante, Spanien, stattfindet.
Tianyu Ma präsentiert das gemeinsam mit Frank Riedel verfasste Paper First-price Sealed-bid Auctions with Smoothly Ambiguity-Averse Bidders, während Lasse Mononen sein Paper The Empirical Content of Expected Utility vorstellt.

Federico Cannerozzi, Giorgio Ferrari, Anna Pajola and Frank Riedel at the 5th Italian Meeting on Probability and Mathematical Statistics

Center for Mathematical Economics — Mon, 8 Jun 2026 09:09:45 +0200

Federico Cannerozzi, Giorgio Ferrari, Anna Pajola, and Frank Riedel participate in the 5th Italian Meeting on Probability and Mathematical Statistics, taking place in Palermo, Italy, from June 8 to 12, 2026.
Federico Cannerozzi presents Stationary Mean-Field Singular Control of an Ornstein–Uhlenbeck Process, while Giorgio Ferrari presents Singular Mean-field Control via Singular Mean-field Games. Anna Pajola gives a talk on Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise, and Frank Riedel presents his work Relative Performance Concerns in Financial Markets under Recursive Intertemporal Preferences.
In addition, Federico Cannerozzi and Giorgio Ferrari organize the conference sessions Cooperative and Competitive Mean-Field Models I and II.

Federico Cannerozzi, Frank Riedel, Giorgio Ferrari und Anna Pajola nehmen am 5th Italian Meeting on Probability and Mathematical Statistics teil, das vom 8. bis 12. Juni 2026 in Palermo stattfindet.
Federico Cannerozzi präsentiert seine Arbeit Stationary Mean-Field Singular Control of an Ornstein–Uhlenbeck Process, während Giorgio Ferrari das Paper Singular Mean-field Control via Singular Mean-field Games vorstellt. Anna Pajola hält einen Vortrag mit dem Titel Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise, und Frank Riedel präsentiert seine Arbeit Relative Performance Concerns in Financial Markets under Recursive Intertemporal Preferences.
Darüber hinaus organisieren Federico Cannerozzi und Giorgio Ferrari die Sessions Cooperative and Competitive Mean-Field Models I und II.

New Publication by Giorgio Ferrari in SIAM Journal on Control and Optimization

Center for Mathematical Economics — Mon, 8 Jun 2026 08:19:22 +0200

The article On the Singular Control of a Diffusion and its Running Supremum or Infimum by Giorgio Ferrari and N. Rodosthenous is to appear in the SIAM Journal on Control and Optimization (2026).
The paper develops a general framework for singular stochastic control problems whose objectives depend on the running maximum or minimum of a diffusion process and applies the theory to an optimal dividend problem with path-dependent preferences.

Der Artikel On the Singular Control of a Diffusion and its Running Supremum or Infimum von Giorgio Ferrari und N. Rodosthenous erscheint im SIAM Journal on Control and Optimization (2026).
Das Paper entwickelt einen allgemeinen Ansatz für singuläre stochastische Kontrollprobleme, deren Zielfunktion vom laufenden Maximum oder Minimum eines Diffusionsprozesses abhängt, und wendet die Theorie auf ein Optimierungsproblem für Dividendenzahlungen mit pfadabhängigen Präferenzen an.

New Publication by Giorgio Ferrari in SIAM Journal on Control and Optimization

Center for Mathematical Economics — Mon, 8 Jun 2026 08:15:31 +0200

The article Entropy Regularization in Mean-Field Games of Optimal Stopping by J. Dianetti, R. Dumitrescu, Giorgio Ferrari, and R. Xu is to appear in the SIAM Journal on Control and Optimization (2026).
The paper introduces an entropy-regularized framework for mean-field games of optimal stopping, establishes the existence and stability of equilibria, and provides convergence results for learning algorithms based on fictitious play.

Der Artikel Entropy Regularization in Mean-Field Games of Optimal Stopping von J. Dianetti, R. Dumitrescu, Giorgio Ferrari und R. Xu erscheint im SIAM Journal on Control and Optimization (2026).
Das Paper führt einen entropieregularisierten Ansatz für Mean-Field-Spiele mit optimalem Stopp ein, zeigt die Existenz und Stabilität von Gleichgewichten und liefert Konvergenzergebnisse für lernbasierte Algorithmen auf Basis von Fictitious Play.

New Publication by Giorgio Ferrari in Mathematical Finance

Center for Mathematical Economics — Mon, 8 Jun 2026 08:13:54 +0200

The article Regulation in a Mean-Field Investment Game with Climate Damage by R. Aid, S. Federico, Giorgio Ferrari, and N. Rodosthenous is to appear in the journal Mathematical Finance (2026).
The paper develops a mean-field model of firms facing climate-related damages and studies how taxes and phase-out policies affect investment decisions and equilibrium outcomes in carbon-intensive production.

Der Artikel Regulation in a Mean-Field Investment Game with Climate Damage von R. Aid, S. Federico, Giorgio Ferrari und N. Rodosthenous erscheint im Journal Mathematical Finance (2026).
Das Paper entwickelt ein Mean-Field-Modell von Unternehmen, die klimabedingten Schäden ausgesetzt sind, und untersucht, wie Steuern und Ausstiegsstrategien für CO₂-intensive Produktion Investitionsentscheidungen und Gleichgewichtsergebnisse beeinflussen.

New Publication by Frank Riedel in Economic Theory

Center for Mathematical Economics — Wed, 3 Jun 2026 13:47:16 +0200

The article Berge equilibria – an algebraic approach by Frank Riedel (IMW) and Maria-Laura Torrente (University of Genova) has been published in the journal Economic Theory.
The paper develops an algebraic framework for the analysis of Berge equilibria in finite games, providing methods to determine their existence and compute them using tools from computational algebra and algebraic geometry.

Der Artikel Berge equilibria – an algebraic approach von Frank Riedel (IMW) und Maria-Laura Torrente (Universität Genua) ist im Journal Economic Theory erschienen.
Das Paper entwickelt einen algebraischen Ansatz zur Analyse von Berge-Gleichgewichten in endlichen Spielen und stellt Methoden bereit, um deren Existenz zu bestimmen und sie mithilfe der computergestützten Algebra und algebraischen Geometrie zu berechnen.

Giorgio Ferrari as Plenary Speaker at the Byrne 2026 Conference

Center for Mathematical Economics — Tue, 2 Jun 2026 00:00:00 +0200

Giorgio Ferrari is a plenary speaker at the Byrne 2026 Conference in Stochastic Analysis in Finance and Insurance, which takes place at the University of Michigan from June 2 to 4, 2026.
He presents the paper Singular Mean-field Control via Singular Mean-field Games.

Giorgio Ferrari ist Plenarredner auf der Byrne 2026 Conference in Stochastic Analysis in Finance and Insurance, die vom 2. bis 4. Juni 2026 an der University of Michigan stattfindet.
Er präsentiert das Paper Singular Mean-field Control via Singular Mean-field Games.

Robert Fiedler and Justus Kreft visit the National University of Singapore

Center for Mathematical Economics — Mon, 1 Jun 2026 00:00:00 +0200

Robert Fiedler and Justus Kreft are currently visiting the National University of Singapore (NUS) and are hosted by the Institute for Mathematical Sciences (IMS).
During their stay, they are participating in the Quantitative Finance Summer School (June 2–5, 2026), the Quantitative Finance Workshop (June 8–9, 2026), and the Quantitative Finance Conference (June 10–12, 2026).

Robert Fiedler und Justus Kreft sind derzeit zu Gast an der National University of Singapore (NUS) und werden dort vom Institute for Mathematical Sciences (IMS) beherbergt.
Während ihres Aufenthalts nehmen sie an der Quantitative Finance Summer School (2.–5. Juni 2026), dem Quantitative Finance Workshop (8.–9. Juni 2026) sowie der Quantitative Finance Conference (10.–12. Juni 2026) teil.

Frank Riedel as Keynote Speaker at D-TEA 2026

Center for Mathematical Economics — Mon, 1 Jun 2026 00:00:00 +0200

Frank Riedel is a keynote speaker at the D-TEA 2026: Decision, Theory, Experiments, and Applications conference, which takes place at the Paris School of Economics (PSE) from June 1 to 3, 2026.
He presents his work Knightian Uncertainty under Identifiability: Uncertainty Sharing, Insurance, and Portfolio Choice.

Frank Riedel ist Keynote Speaker auf der D-TEA 2026: Decision, Theory, Experiments, and Applications Konferenz, die vom 1. bis 3. Juni 2026 an der Paris School of Economics (PSE) stattfindet.
Er präsentiert seine Arbeit Knightian Uncertainty under Identifiability: Uncertainty Sharing, Insurance, and Portfolio Choice.

Papatya Duman and Dominik Karos at the 29th CTN Conference

Center for Mathematical Economics — Thu, 21 May 2026 00:00:00 +0200

Papatya Duman and Dominik Karos participated in the 29th CTN Conference at the Università degli Studi di Padova, which took place from May 21 to 22, 2026.
The Coalition Theory Network (CTN) is an association of ten leading scientific institutions, including the IMW, dedicated to advancing and promoting research in network theory and coalition formation.
At this year’s annual conference, Dominik represented the IMW as a member of the CTN Scientific Board, while Papatya presented her research on Core Extensions with Hierarchical Coalitional Rationality.

Papatya Duman und Dominik Karos nahmen an der 29th CTN Conference an der Università degli Studi di Padova teil, die vom 21. bis 22. Mai 2026 stattfand.
Das Coalition Theory Network (CTN) ist ein Zusammenschluss von zehn führenden wissenschaftlichen Institutionen, darunter das IMW, mit dem Ziel, Forschung im Bereich der Netzwerktheorie und Koalitionsbildung zu fördern und weiterzuentwickeln.
Auf der diesjährigen Konferenz vertrat Dominik das IMW als Mitglied des CTN Scientific Board, während Papatya ihre Forschung zum Thema Core Extensions with Hierarchical Coalitional Rationality präsentierte.

Tianyu Ma visits the Hausdorff Research Institute for Mathematics

Center for Mathematical Economics — Mon, 18 May 2026 00:00:00 +0200

Tianyu Ma is visiting the Hausdorff Research Institute for Mathematics (HIM) at the University of Bonn as part of the Trimester Program "Advances in Mechanism Design", which takes place from May 18 to July 31, 2026.
The program, organized by Anna Bogomolnaia, Florian Brandl, Laura Doval, Andreas Kleiner, Benny Moldovanu, and Philipp Strack, brings together researchers working on mechanism design and related fields. During his stay, Tianyu attends the seminar series, the reading group, and the summer school "Recent Developments in Mechanism Design".

Tianyu Ma ist zu Gast am Hausdorff Research Institute for Mathematics (HIM) der Universität Bonn und nimmt dort am Trimesterprogramm „Advances in Mechanism Design“ teil, das vom 18. Mai bis 31. Juli 2026 stattfindet.
Das Programm, das von Anna Bogomolnaia, Florian Brandl, Laura Doval, Andreas Kleiner, Benny Moldovanu und Philipp Strack organisiert wird, bringt Forschende aus dem Bereich des Mechanism Design und angrenzenden Forschungsgebieten zusammen. Während seines Aufenthalts nimmt Tianyu an der Seminarreihe, der Reading Group sowie der Summer School „Recent Developments in Mechanism Design“ teil.

Meet and Greet with Giorgio Ferrari

Center for Mathematical Economics — Mon, 18 May 2026 00:00:00 +0200

The IMW invites students to a Meet and Greet Professor event with Giorgio Ferrari, Professor of Mathematical Finance, on May 18, 2026, from 2 p.m. to 4 p.m. in lounge B4-108.
Over coffee and cake, participants have the opportunity to meet Giorgio, learn more about his research in mathematical finance, and discuss study and career opportunities in an informal setting.

Das IMW lädt Studierende zu einem Meet and Greet Professor mit Giorgio Ferrari, Professor für Mathematische Finanzwirtschaft, am 18. Mai 2026 von 14 bis 16 Uhr in die Lounge B4-108 ein.
Bei Kaffee und Kuchen haben die Teilnehmenden die Gelegenheit, Giorgio kennenzulernen, mehr über seine Forschung im Bereich der Mathematischen Finanzwirtschaft zu erfahren und in informeller Atmosphäre über Studium und Karrierewege ins Gespräch zu kommen.

Annika Kemper Hoepfner wins 2025 IJTAF Best Paper Award

Center for Mathematical Economics — Wed, 13 May 2026 00:00:00 +0200

World Scientific has announced that René Aïd, Annika Kemper Hoepfner, and Nizar Touzi are the recipients of the 2025 IJTAF Best Paper Award for their paper A Principal-Agent Model for Optimal Incentives in Renewable Investments.
At the time the paper was written, Annika was a doctoral researcher at the IMW. Congratulations!

World Scientific hat bekannt gegeben, dass René Aïd, Annika Kemper Hoepfner und Nizar Touzi den 2025 IJTAF Best Paper Award für ihr Paper A Principal-Agent Model for Optimal Incentives in Renewable Investments erhalten haben.
Annika war zum Zeitpunkt der Entstehung des Papers Doktorandin am IMW. Herzlichen Glückwunsch!

Luoyuan Gan at Optimization Days 2026

Center for Mathematical Economics — Mon, 11 May 2026 14:21:21 +0200

Luoyuan Gan gives a presentation titled Optimal R&D and Investment Under Minimum Technology Standards today at the Optimization Days 2026 (jopt2026) at HEC Montréal, Canada.

Luoyuan Gan hält heute auf den Optimization Days 2026 (jopt2026) an der HEC Montréal einen Vortrag mit dem Titel Optimal R&D and Investment Under Minimum Technology Standards.