Conference Presentations

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: