QFAS Workshop

Presentation - Anne Balter
2023-03-07 11:00 - 12:30 (Europe/Amsterdam) | RTZ 502, Professor Cobbenhagenlaan 113, Tilburg, 5037 DB, Netherlands
Speaker: Anne Baltar
Title: Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice and Asset Pricing
Co-authors: Pascal Maenhout from INSEAD and Hao Xing from Boston University
Paper: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4259774

Presentation - Frank de Jong
2023-02-14 11:00 - 12:30 | RTZ 502, Professor Cobbenhagenlaan 113, Tilburg, 5037 DB, Netherlands
Speaker: Frank de Jong
Title: Hedging Inflation

Presentation - Christoph Hambel
2023-02-07 11:00 - 12:30 | Online
Speaker: Christoph Hambel
Title: Pricing carbon under uncertainty: accuracy of simple rules
Co-authors: Ton van den Bremer and Rick van der Ploeg

Presentation - Bart Dees
2022-11-15 11:30 - 13:00 | Noord Brabant
Speaker: Bart Dees
Title: Stated product choice of heterogeneous agents largely consistent with standard models

Presentation - Nikolaus Schweizer
2022-11-01 11:30 - 13:00 | Noord Brabant
Speaker: Nikolaus Schweizer
Title: Solving Maxmin Optimization Problems via Population Games
Co-authors: Anne Balter and Hans Schumacher

Presentation - Jun He An
2022-10-18 10:30 - 13:00 | Noord Brabant
Speaker: Jun He An
Title: The Effect of Taxation on Optimal Consumption and Portfolio Decisions Over the Life-cycle

Presentation - Henk Keffert
2022-09-20 11:30 - 13:00 | Noord Brabant
Speaker: Henk Keffert
Title: Robo-Advising: Optimal Investment with Mismeasured and Unstable Risk Preferences

Presentations - Lieske Coumans and Jorgo Goossens
2022-06-21 11:30 - 13:00 | Noord Brabant
Coumans: Robust Hedging of Terminal Wealth under Interest Rate Risk with the Constraint Approach
Goossens: COVID-19 Crisis: Do Extreme Events Affect Preferences and Trading Behavior? (with Marike Knoef)

Presentation - Michael Vo
2022-06-14 11:30 - 13:00 | Noord Brabant
Vo: Overreaction in the Cross-Section of Stock Option Market;

Presentation - Tomas Jankauskas
2022-05-10 11:30 - 13:00 | Noord Brabant
The Term Structure of Corporate Bond Risk Premia

Presentations - Julia Ackermann and Anne Balter
2022-04-26 11:30 - 13:00 | Noord Brabant
Ackermann: Optimal trade execution in stochastic order book models (with Thomas Kruse and Mikhail Urusov)
Balter: Robust Decisions for Heterogeneous Agents via Certainty Equivalents (with Nikolaus Schweizer)

Presentations - Emily van Erk and Henk Keffert
2022-04-12 11:30 - 13:00 | Noord Brabant
van Erk: Tailoring the pension contributions and investment strategy to home ownership;
Keffert: Personalized Robo-Advising: Enhancing Investment Through Client Interaction

Presentations - Christoph Hambel and Mathias Plovst
2022-03-29 11:30 - 13:00 | Noord Brabant
Hambel: When Should Retirees Tap Their Home Equity?
Plovst: Pricing Macro Longevity Risk in Pension Schemes

Presentations - Nikolaus Schweizer and Ruonan Fu
2022-03-22 11:30 - 13:00 | Noord Brabant
Schweizer: Contingent Capital with Stock Price Triggers in Interbank Networks;
Fu: Quantifying Ambiguity in the Stock Market Using Option Data

Presentations - Jorgo Goossens and Lieske Coumans
2022-03-08 11:30 - 13:00 | Noord Brabant
Goosens: Regret and Asset Pricing
Coumans: Robust Hedging of Terminal Wealth under Interest Rate Risk and Inflation Risk (with Anne Balter and Frank de Jong)
