© Bielefeld University

Center for Mathematical Economics

Center for Mathematical Economics

New IMW Homepage online

Veröffentlicht am 24. September 2020
Starting from 24th of September 2020, the old homepage of the IMW was exchanged for the new one. It now runs on the new content management system (Roxen17) and fits into the corporate design of the University. If you encounter any wrong links or have suggestions for adjustments, please write an email to our IT support
Gesendet von GBauch in Allgemein

IMW now on Twitter

Veröffentlicht am 22. September 2020
The IMW is now active on Twitter: https://mobile.twitter.com/BielefeldImw/. In order to increase our perception on Twitter you can help us by retweeting our posts.
Gesendet von GBauch in Allgemein

New Paper by Giorgio Ferrari

Veröffentlicht am 17. September 2020
The paper "Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information" - a joint project of Giorgio Ferrari with Lubomir Banas and Tsiry Randrianasolo from the Faculty of Mathematics - has been accepted for publication on SIAM Journal on Control and Optimization.
Gesendet von GBauch in Forschung

Working Paper of Max Nendel accepted for Publication

Veröffentlicht am 14. September 2020
The IMW Working Paper "Markov chains under nonlinear expectation" by Max Nendel has been accepted for publication in Mathematical Finance.
Gesendet von GBauch in Forschung

Max Nendel held a contributed talk at Bernoulli-IMS One WOrld Symposium 2020

Veröffentlicht am 14. September 2020
Max Nendel has participated in the Bernoulli-IMS One World Symposium 2020 (online) from 24.08-28.08. In this context he held a contributed talk. Link to the event: https://www.worldsymposium2020.org/
Gesendet von RDoleske in Forschung

New Paper by Frank Riedel

Veröffentlicht am 10. September 2020
The paper "Optimal consumption and portfolio choice with ambiguous interest rates and volatility“ has been published online by Economic Theory. We establish the surprising result that a long term investor who faces sufficiently large Knightian uncertainty about interest rates optimally invests all wealth in risky assets, and stays away from the (deceptively safe) bond market. Link: https://rdcu.be/b6ZUI
Gesendet von GBauch in Forschung

Calendar

« September 2020 »
MoDiMiDoFrSaSo
 
1
2
3
4
5
6
7
8
9
11
12
13
15
16
18
19
20
21
23
25
26
27
28
29
30
    
       
Heute