Fair Systemic Risk Measures and Systemic Optimal Risk Transfer Equilibria

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High Dimensional Markovian Trading of a Single Stock

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Fully-dynamic risk measures: time-consistency, horizon risk, and relations with BSDEs and BSVIEs

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Entropy as performance measure: long-run risk sensitive stochastic control in discrete time

Marcin Pitera
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Identifiability in inverse reinforcement learning

Samuel Cohen
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Learning from defaults

Stephane Crepey
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Uncertainty from the Small to the Large

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Robust Mean-Variance Approximations

Simone Cerreia-Vioglio
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Meaning and Discontinuity

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