- Prof. Dr. Ralf Korn (TU Kaiserslautern und Berater Fraunhofer ITWM)
- Prof. Dr. Frank Riedel (Bielefeld University and Center for Mathematical Economics)
12:00 – 13:00: Session I – Risk Measures and Portfolio Optimization
Christian Laudagé (Fraunhofer ITWM): Application of Multi-Asset Risk Measures
14:00 – 15:15: Keynote Ralf Korn (TU Kaiserslautern):
Recent Results in Worst-Case Portfolio Optimization
The event is organized by the University of Trier (Research Group Quantitative Finance and Risk Analysis).
In the research group"Quantitative Finance and Risk Analysis" of the University of Trier, researchers from the fields of business administration, mathematics and economics are working on the development of new models for the representation and quantification of uncertainty and risk, thus making a contribution to shaping the financial markets of tomorrow. The socio-economic background of the actors from different countries is of particular relevance.
The complete program can be found here on the website of the University of Trier.