Müller, Lukas: Worst-Case Portfolio Optimization: Stress Scenarios, Crash-/Default-Risk and Ambiguity
Disputation, 20. Mai 2022, um 14:00 Uhr
Neues aus der Arbeitsgruppe
Schnürch, Simon: Mortality Modeling: Machine Learning and Mortality Shocks
Disputation, 13. Mai 2022, um 8:00 Uhr in Hörsaal 48-210
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Disputation, 13. April 2022, um 14:30 Uhr
Laudagé, Christian: Good Deal Bounds for Option Pricesunder VaR and ES Constraints, MAI and SUBMA Risk Measures
Disputation, 28. März 2022, um 9:30 Uhr
Oktoviany, Prilly: Price modeling and portfolio optimization in commodity markets
Disputation, 17. Dezember 2021, um 16:00 Uhr