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The Chair of Financial Econometrics & Asset Management will give a talk at CMS 2017 in Bergamo, Italy

24 May 2017 | By:
CMS 2017 Bergamo Prof. Paterlini  and Team

Prof. Sandra Paterlini and her excellent research team present their current research at the CMS in Bergamo

Prof. Sandra Paterlini, Dr Margherita Giuzio and Philipp Johannes Kremer were invited to give a talk at the Conference on Computational Management Science Pricing, Risk and Optimization in Management Science, CMS 2017 from May 29th - June 1st 2017 in Bergamo, Italy. The titles of their talks are:

  • Effects of Diversification and Capital Buffers on the EU Sovereign-Bank Network, Margherita Giuzio (The views and opinions expressed in the papers do not represent Bundesbank’s or Federal Reserve Bank’s system views and opinions).

  • Modelling Multidimensional Extremal Dependence for Operational Risk, Sandra Paterlini

  • Sparse Portfolio Construction via the ordered L1 Norm, Philipp Johannes Kremer

The aim of this conference is to provide a forum for theoreticians and practitioners from academia and industry to exchange knowledge, ideas and results in a broad range of topics relevant to the theory and practice of computational methods in management science.

For further information

http://dinamico2.unibg.it/cms2017/

http://dinamico2.unibg.it/cms2017/Schedule1.html

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