Workshop "Dynamic and Multivariate Risk measures"

Paris, October 16-17, 2008

From: Thursday, Oct 16, 2pm.
To: Friday, Oct 17, 6pm.

Location: Institut Henri Poincare, Paris.

Organizing committee: Rose-Anne Dana (Paris-Dauphine), Alfred Galichon (Polytechnique).

Confirmed invited speakers (alphabetical order): Imen Bentahar, Arthur Charpentier, Rama Cont, Nicole El Karoui, Paul Embrechts, Damir Filipovic, Jean-Charles Rochet, Ludger Ruschendorf, Marco Scarsini, Walter Schachermayer.

Program: program.

Abstracts and papers: abstracts and papers.

Slides: Workshop slides.

This event is sponsered by  the Fondation du Risque, chaire Dauphine-ENSAE-Groupama, "Les particuliers face au risque" and the ANR  project "Croyances", chaire X-Dauphine-EDF-Calyon "Finance et Développement Durable". 

To help us with the organization, please let us know if you plan on attending the event: maximilien (dot) nayaradou (at) dauphine (dot) fr.