Systemic risk: from network theory to machine learning

Paolo Barucca
April 4, 2022

Climate risk analysis for financial stability assessment

Tobias Adrian
April 4, 2022

Goal-Based Portfolio Investing

Agostino Capponi
April 1, 2022

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