Videos

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Cascading Risks and Sensitivity in Economic Networks Thumbnail

Cascading Risks and Sensitivity in Economic Networks

Presenter
  • Andreea Minca
February 7, 2024
IMSI
Asset pricing under climate scenario uncertainty and model ambiguity Thumbnail

Asset pricing under climate scenario uncertainty and model ambiguity

Presenter
  • Peter Tankov
February 7, 2024
IMSI
Market fragmentation and strategic avoidance of price impact Thumbnail

Market fragmentation and strategic avoidance of price impact

Presenter
  • Darrell Duffie
April 1, 2022
IMSI
Optimal brokerage contracts in Almgren-Chriss model Thumbnail

Optimal brokerage contracts in Almgren-Chriss model

Presenter
  • Sergey Nadotchiy
April 1, 2022
IMSI
Robo-Advising Thumbnail

Robo-Advising

Presenter
  • Alberto Rossi
April 1, 2022
IMSI
Goal-Based Portfolio Investing Thumbnail

Goal-Based Portfolio Investing

Presenter
  • Agostino Capponi
April 1, 2022
IMSI
Wasserstein distributionally robust decision problems Thumbnail

Wasserstein distributionally robust decision problems

Presenter
  • Jan Obloj
March 31, 2022
IMSI
The Growth-Optimal Portfolio in Fund Models Thumbnail

The Growth-Optimal Portfolio in Fund Models

Presenter
  • Johannes Ruf
March 31, 2022
IMSI