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Tutorials on Risk Measures, Robust Preferences, and Robust Portfolio Choice
(12 - 14 Nov 2009)

Jointly organized with Risk Management Institute, NUS

 

Organizing Committee · Visitors and Participants · Overview · Activities · Funding for Young Scientists

 

Venue: IMS Auditorium

 

 Thursday, 12 Nov 2009

09:45am - 10:00am

Registration

10:00am - 10:50am

Robust preferences and robust portfolio choice I (PDF) (PDF 1, PDF 2 , PDF 3, PDF 4)
Hans Föllmer, Humboldt Universität zu Berlin, Germany

10:50am - 11:00am

--- Coffee Break ---

11:00am - 12:00nn

Robust preferences and robust portfolio choice II (PDF) (PDF 1, PDF 2 , PDF 3, PDF 4)
Hans Föllmer, Humboldt Universität zu Berlin, Germany

12:00nn - 02:00pm

--- Lunch Break ---

02:00pm - 02:50pm

Robust preferences and robust portfolio choice III (PDF) (PDF 1, PDF 2 , PDF 3, PDF 4)
Hans Föllmer, Humboldt Universität zu Berlin, Germany

02:50pm - 03:00pm

--- Coffee Break ---

03:00pm - 04:00pm

Robust preferences and robust portfolio choice IV (PDF) (PDF 1, PDF 2 , PDF 3, PDF 4))
Hans Föllmer, Humboldt Universität zu Berlin, Germany

Friday, 13 Nov 2009

09:45am - 10:00am

Registration

10:00am - 10:50am

Robust preferences and robust portfolio choice V (PDF) (PDF 1, PDF 2 , PDF 3, PDF 4)
Hans Föllmer, Humboldt Universität zu Berlin, Germany

10:50am - 11:00am

--- Group Photo & Coffee Break ---

11:00am - 12:00nn

Robust preferences and robust portfolio choice VI  (PDF) (PDF 1, PDF 2 , PDF 3, PDF 4)
Hans Föllmer, Humboldt Universität zu Berlin, Germany

12:00nn - 02:00pm

--- Lunch Break ---

02:00pm - 02:50pm

Robust preferences and robust portfolio choice I
Alexander Schied, Mannheim University, Germany

02:50pm - 03:00pm

--- Coffee Break ---

03:00pm - 04:00pm

Robust preferences and robust portfolio choice II
Alexander Schied, Mannheim University, Germany

Saturday, 14 Nov 2009

09:45am - 10:00am

Registration

10:00am - 10:50am

Robust preferences and robust portfolio choice III
Alexander Schied, Mannheim University, Germany

10:50am - 11:00am

--- Coffee Break ---

11:00am - 12:00nn

Robust preferences and robust portfolio choic IV
Alexander Schied, Mannheim University, Germany

12:00nn - 01:00pm

--- Lunch Break ---

01:00pm - 01:50pm

Robust preferences and robust portfolio choice V
Alexander Schied, Mannheim University, Germany

01:50pm - 02:00pm

--- Coffee Break ---

02:00pm - 03:00pm

Robust preferences and robust portfolio choice VI
Alexander Schied, Mannheim University, Germany




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