Presentations – Jorgo Goossens and Lieske Coumans
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)
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Presentations – Nikolaus Schweizer and Ruonan Fu
Schweizer: Contingent Capital with Stock Price Triggers in Interbank Networks; Fu: Quantifying Ambiguity in the Stock Market Using Option Data
Presentations – Christoph Hambel and Mathias Plovst
Hambel: When Should Retirees Tap Their Home Equity? Plovst: Pricing Macro Longevity Risk in Pension Schemes
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
Presentations – Julia Ackermann and Anne Balter
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)
Presentation – Tomas Jankauskas
The Term Structure of Corporate Bond Risk Premia
Presentation – Michael Vo
Vo: Overreaction in the Cross-Section of Stock Option Market;
Presentations – Lieske Coumans and Jorgo Goossens
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)