Presentations – Emily van Erk and Henk Keffert
van Erk: Tailoring the pension contributions and investment strategy to home ownership; Keffert: Personalized Robo-Advising: Enhancing Investment Through Client Interaction
van Erk: Tailoring the pension contributions and investment strategy to home ownership; Keffert: Personalized Robo-Advising: Enhancing Investment Through Client Interaction
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)
The Term Structure of Corporate Bond Risk Premia
Vo: Overreaction in the Cross-Section of Stock Option Market;
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)
Robo-Advising: Optimal Investment with Mismeasured and Unstable Risk Preferences
The Effect of Taxation on Optimal Consumption and Portfolio Decisions Over the Life-cycle
Solving Maxmin Optimization Problems via Population Games
Stated product choice of heterogeneous agents largely consistent with standard models
Pricing carbon under uncertainty: accuracy of simple rules
Hedging Inflation
Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice and Asset Pricing