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Tuesday, June 26 2012

Risk Uncertainty and Decision Conference

By arthur charpentier on Tuesday, June 26 2012, 15:37 - talks and seminars

Marc Henry will present our paper Local Utility and Multivariate Risk Aversion (writen with Alfred Galichon, still available online on http://papers.ssrn.com/) at the Risk Uncertainty and Decision Conference in Evanston, IL, at Northwestern University.

I will try to upload the slides soon...

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Friday, May 25 2012

Talk on multivariate comonotonicity and risk measures, JDS in Brussels

By arthur charpentier on Friday, May 25 2012, 09:03 - talks and seminars

Today is the last day of the Journées de Statistique, in Brussels, http://jds2012.ulb.ac.be/. Alfred gave a survey on "Multivariate comonotonicity, stochastic orders and risk measures" in plenary session, this morning (as invited speaker). I have uploaded the slides.

Galichon jds
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Thursday, May 3 2012

Local utility and multivariate risk aversion

By arthur charpentier on Thursday, May 3 2012, 10:28 - talks and seminars

Marc will give a talk today at the European Center for Advanced Research in Economics and Statistics (ECARES) today, at ULB in Brussels, based on some joint work with also Alfred (the paper can be found online on http://papers.ssrn.com/).

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Friday, November 25 2011

Multivariate comonotonicity and multivariate dispersion orderings

By arthur charpentier on Friday, November 25 2011, 10:21 - talks and seminars

Marc will give a talk at the Kyoto Symposium in 京都市 on November 29th, on "Multivariate comonotonicity and multivariate dispersion orderings" based on some joint work with also Alfred (the paper can be found online on http://papers.ssrn.com/).

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Thursday, October 16 2008

Workshop "Dynamic and Multivariate Risk measures"

By arthur charpentier on Thursday, October 16 2008, 06:14 - talks and seminars

Exposé dans le cadre du groupe de travail "Dynamic and multivariate risk measures, organisé par Rose-Anna Dana (Univ. Paris Dauphine) et Alfred Galichon (Ecole Polytechnique). La conférence a lieu du jeudi 16 au vendredi 17, à l'Institut Henri Poincare.

Les orateurs sont Imen Bentahar, Arthur Charpentier, Rama Cont, Nicole El Karoui, Paul Embrechts, Damir Filipovic, Jean-Charles Rochet, Ludger Ruschendorf, Marco Scarsini, et Walter Schachermayer, et le programme est en ligne.