Conference Presentations

2018:

  • November 4-7, 2018, INFORMS Annual Meeting, Phoenix, AZ, “Systemic Risk in a Multilayered Network”.
  • July 16-20, 2018, Bachelier Finance Society World Congress, Dublin, Ireland, “Dynamic Clearing and Contagion in Financial Networks”.
  • July 9-13, 2018, SIAM Annual Meeting, Portland, OR, “Dynamic Contagion in an Eisenberg-Noe Clearing Network”.
  • May 30-31, 2018, Third Bar-Ilan Conference on Financial Mathematics, Ramat Gan, Israel, “Systemic Risk in a Multi-Layered Financial Network”. General Prize.
  • March 12-16, 2018, Meeting on Dynamic Multivariate Programming, Vienna, Austria, “Dynamic Modeling of Systemic Risk”.
  • March 12-16, 2018, Meeting on Dynamic Multivariate Programming, Vienna, Austria, “Time Consistency for Scalarizations of Set-Valued Risk Measures”.
  • January 10-13, 2018, Joint Mathematics Meeting, San Diego, CA, “A Time Dynamic Eisenberg-Noe Financial Contagion Model”.

2017:

2016:

2015:

  • November 1-4, 2015, INFORMS Annual Meeting, Philadelphia, PA, “Systemic Risk Measures”.
  • October 2-4, 2015, AMS Sectional Meeting, Chicago, IL, “Multiportfolio Time Consistency of Multivariate Dynamic Risk Measures and Equivalent Formulations”.
  • January 9-13, 2015, Joint Mathematics Meeting, San Antonio, TX, “Computation of Dynamic Multivariate Risk Measurse and a Relation to a Set-Valued Bellman’s Principle”.

2014:

2013:

  • November 29-30, 2013, Workshop Hannover-Oldenburg, Leibniz Universitat Hannover, Germany, “Set-valued Risk Measures and Their Application to Systemic and Liquidity Risk”.
  • November 1-2, 2013, Princeton-Humboldt Conference, Princeton University, “Risk Measure Scalarization and Time Consistency in Illiquid Markets”.

2012: