Vorträge im Wintersemester 17/18

Die Vorträge im Wintersemester 17/18 finden in der Regel mittwochs von 18:00 - 20:00  im Raum S06 S00 A21 (Wegbeschreibung) auf dem Campus Essen statt. 

 

Termine und Vortragende:

29.11.2017: Prof. Dr. Ralf Korn, TU Kaiserslautern

Save for the Bad Times or Consume as Long as You Have? - Worst-Case Portfolio Optimization and Applications

Abstract:

Rare events and their consequences are hard - if not impossible - to estimate. The worst-case approach deals with this problem via distuinguishing between randomness and uncertainty. As a consequence, portfolio optimization problems are split into optimization and indifference tasks. Thus, we obtain a completely new portfolio optimization approach

In this talk, we give a survey on the worst-case approach, highlight a surprising application in optimal life-time consumption and present new aspects of the method.

 

20.12.2017: Prof. Stefan Trück, Macquarie University, Sydney

24.01.2018: Prof. Peter Tankov, ENSAE ParisTech, Palaiseau

Details wie Themen und Abstracts zu den Vorträgen werden im Vorlauf hier bekannt gegeben.