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BBS Summer Term 2026

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The PhD Research Seminar in Mathematics for Economics and Business ("Brown Bag Seminar") takes place on Fridays from 9 to 11:30 am.


The seminar is a forum where PhD students and postdocs present their research projects; work in progress is fully ok. Moreover, some more senior faculty members talk about their work.
Typically, each presentation is followed by a short discussion.
 

Schedule:
9:00-9:40 Talk
9:40-09:50 Discussion
9:50-10:00 Q&A

10:30-11:10 Talk
11:10-11:20 Discussion
11:20-11:30 Q&A

Next talk:
Friday, April 10, 2026 / 09:00-11:00
Room: D4.0.127
  • Theresa Traxler 
    Portfolio Insurance under Price Impact: An Optimal Stopping Approach
    -> Abstract
    [Discussant: Lorenz Matz]
  • Luna Rigby
    If Not Now, Then When? Model Risk in the Optimal Exercise of American Options
    -> Abstract
    [Discussant: Diego Peña Monge]

Summer Term 2026

  • Fri, March 13 / 09:00-11:00 / D4.0.127 

    • Nurtai Meimanjan
      Empirical Process Theory for Sample Average Approximation of Set-Valued Systemic Risk Measures
      [Discussant: Alonso Zuñiga Irigoin]

    • Mustafa Çolak
      Dynamic mean-variance problem: recovering time-consistency
      > Abstract
      [Discussant: Erik Schauer]

  • Fri, April 10 / 09:00-11:00 / D4.0.127

    • Theresa Traxler 
      Portfolio Insurance under Price Impact: An Optimal Stopping Approach
      -> Abstract
      [Discussant: Lorenz Matz]

    • Luna Rigby
      If Not Now, Then When? Model Risk in the Optimal Exercise of American Options
      -> Abstract
      [Discussant: Diego Peña Monge]