Robo-Advising

Alberto Rossi
April 1, 2022

Market fragmentation and strategic avoidance of price impact

Darrell Duffie
April 1, 2022

Predictable Forward Performance Processes: Infrequent Evaluation and Robo-Advising Applications

Moris Strub
April 1, 2022

Optimal brokerage contracts in Almgren-Chriss model

Sergey Nadotchiy
April 1, 2022

A Malliavin calculus approach to volatility modelling

Elisa Alòs
March 31, 2022

Wasserstein distributionally robust decision problems

Jan Obloj
March 31, 2022

The Growth-Optimal Portfolio in Fund Models

Johannes Ruf
March 31, 2022

Mean Field Game and Mean Field Control Q-Learning

Jean-Pierre Fouque
March 30, 2022

“Optimization” for Natural Catastrophe (Re)insurance Underwriting – Practice and Theory

Morton Lane
March 30, 2022