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Center for Mathematical Economics

New Paper in “Review of Economic Dynamics”

Veröffentlicht am 18. April 2018
The Paper General Equilibrium Effects of Immigration in Germany: Search and Matching Approach by Anna Zaharieva and Zainab Iftikhar is accepted for publication in the Review of Economic Dynamics.
Gesendet von MHector in Forschung

Anna Zaharieva gives a talk at the University of Düsseldorf (April 24)

Veröffentlicht am 18. April 2018
Anna Zaharieva gives a talk in the DICE Research Seminar at the University of Düsseldorf on the 24 of April, paper title Social Networks, Promotions and the Glass-Ceiling Effect, joint work with Michael Neugart from the University of Darmstadt.
Gesendet von MHector in Forschung

Miryana Grigorova gives a talk at the BSDE Conference in Shanghai (April 23-27)

Veröffentlicht am 6. April 2018
Miryana Grigorova will give a talk on Doubly Reflected BSDEs and non-linear Dynkin games at the Fourth Young Researchers Meeting on BSDEs, Nonlinear Expectations and Mathematical Finance, taking place from April 23-27, 2018 in Shanghai.
Gesendet von MHector in Forschung

Miryana Grigorova visiting the School of Mathematics, Shandong University (April 16-21)

Veröffentlicht am 6. April 2018
Miryana Grigorova will be visiting the School of Mathematics, Shandong University, Jinan, by invitation from Prof. Shige Peng. The visit will take place from April 16 to April 21.
Gesendet von MHector in Forschung

New paper in “Advances in Applied Probability”

Veröffentlicht am 5. April 2018
The paper On an Optimal Extraction Problem with Regime Switching by Giorgio Ferrari and Shuzhen Yang has been accepted for publication in Advances in Applied Probability.
Gesendet von MHector in Forschung

Herbert Dawid speaks at the ISCEF 2018 in Paris (April 12–14)

Veröffentlicht am 4. April 2018
Herbert Dawid will give an invited plenary talk on Manager Remuneration, Share Buybacks and Firm Performance at the Fifth International Symposium in Computational Economics and Finance from April 12-14, 2018 in Paris.
Gesendet von MHector in Forschung

Frank Riedel gives a talk at the Paris Bachelier Seminar (April 6)

Veröffentlicht am 3. April 2018
Frank Riedel gives a talk on Viability and Arbitrage under Knightian Uncertainty at the Paris Bachelier Seminar on April 6, 2018.
Gesendet von MHector in Forschung

New paper in “Operations Research”

Veröffentlicht am 28. März 2018
The paper Fear of the market or fear of the competitor? Ambiguity in a real options game by Tobias Hellmann und Jacco Thijssen has been accepted for publication in Operations Research.
Gesendet von MHector in Forschung

New paper in “Games and Economic Behavior”

Veröffentlicht am 28. März 2018
The paper Preemptive Investment under Uncertainty by Jan-Henrik Steg has been accepted for publication in Games and Economic Behavior.
Gesendet von MHector in Forschung

Giorgio Ferrari and Maren Schmeck give seminars at the Department of Mathematics of the University of Padova (March 29)

Veröffentlicht am 26. März 2018
On March 29 Giorgio Ferrari and Maren Schmeck give seminars at the Department of Mathematics of the University of Padova.
Giorgio Ferrari presents An Optimal Dividend Problem with Capital Injections over a Finite Horizon. Maren Schmeck presents Optimal Reinsurance under Regime Switching in a Brownian Risk Model.
Gesendet von MHector in Lehre

Frank Riedel gives a talk at Université Paris-Dauphine (March 29)

Veröffentlicht am 23. März 2018
Frank Riedel gives a talk on Equilibrium under Knightian Price Uncertainty at Université Paris-Dauphine on March 29, 2018.
Gesendet von MHector in Forschung

Workshop on "Social Networks, Referrals and Neighborhood Effects in Frictional Labour Markets" (April 16)

Veröffentlicht am 23. März 2018
Anna Zaharieva (Bielefeld University), Michael Neugart (Univeristy of Darmstadt) and Michele Battisti (CESifo, Munich) are organising a workshop Social Networks, Referrals and Neighborhood Effects in Frictional Labour Markets on the 16th of April at the ZIF. The key-note speaker will be Prof. Roberto Fernandez from the MIT. The program is available at: ZiF Website
Gesendet von MHector in Forschung

Walter Trockel gives a talk at the Workshop in Honor of Professor Carmen Herrero at University of Alicante (April 8–11)

Veröffentlicht am 7. März 2018
From April 8 to 11 Walter Trockel will be visiting the University of Alicante. He will give an invited talk at the Workshop in Honor of Professor Carmen Herrero at the occasion of her 70th birthday.

Carmen Herrero had been a co-founder of the Alicante -Bielefeld cooperation in research and doctoral education known as AliBi . She also had proposed the acronym Q.E.D. ( Quantitative Economics Doctorate) for the second European doctoral program in Economic Theory that had developed via extension from AliBi.

Carmen Herrero is the recipient of the 2017 King Jaume I Prize in Economics.
Gesendet von MHector in Forschung

Maren Schmeck visiting the Department of Mathematics of the University of Padova

Veröffentlicht am 5. März 2018
In March 2018, Maren Schmeck is visiting the Department of Mathematics of the University of Padova. Her visiting stay has been financed through the research price "YOUNG INVESTIGATOR TRAINING PROGRAM" associated to the Conference "Energy Finance Italia 3".
Gesendet von MHector in Forschung

Giorgio Ferrari holds a visiting professorship at the University of Padova

Veröffentlicht am 5. März 2018
In March 2018, Giorgio Ferrari holds a visiting professorship at the Department of Mathematics of the University of Padova. His visiting stay has been financed through the program "Visiting Scientists 2018" of the University of Padova.
Gesendet von MHector in Forschung

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