Program

Wednesday March 17, 2021

09:00 AM Opening Remarks

09:15 AM Prof. Simon Blackburn - John M. Keynes and Treatise on Probability

09:50 AM Prof. Ross Emmett - Frank H. Knight and Risk, Uncertainty and Profit

10:25 AM Prof. Paul Embrechts - Dependence Uncertainty and Risk

11:10 AM Prof. Itzhak Gilboa - What Were You Thinking? Decision Theory as Coherence Test

Thursday March 18, 2021

09:00 AM Prof. Shige Peng - Robustness of G-Expectation under Knightian Uncertainty

09:45 AM Prof. Marcel Nutz - Entropic Optimal Transport

10:30 AM Prof. Francesca Biagini - Reduced-form Setting under Model Uncertainty with Non-linear Affine Intensities

11:15 AM Prof. Frank Riedel - Frank Knight, the Economics of Uncertainty, and 21st Century Finance.

Friday March 19, 2021

09:00 AM Prof. Fabio Maccheroni & Prof. Massimo Marinacci - Making Decisions under Model Misspecification & Star-shaped Risk Measures

10:00 AM Prof. Lars Hansen - Uncertainty Spillovers for Markets and Policy

10:45 AM Prof. Sara Biagini - Robust Portfolio Choice with Sticky Wages

11:30 AM Closing Discussion - Roles of Statistics and Data Sciences in Economics