| Lambda Value-at-Risk under ambiguity and risk sharing Alexander Schied Department of Statistics and Actuarial Science, University of Waterloo |
| Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets Andrey Itkin Finance and Risk Engineering, Tandon School of Engineering |
| Some general results on risk budgeting portfolios Pierpaolo Uberti Statistics and Quantitavive Methods, University of Milano-Bicocca |
| Coherent estimation of risk measures Igor Cialenco Applied Mathematics, Illinois Institute of Technology |
| Mean-CVaR portfolio optimization under ESG disagreement Davide Lauria Department of Management, University Bergamo |
| Portfolio optimization in a market with hidden Gaussian drift and expert opinions Ralf Wunderlich Institute of Mathematics, Brandenburg University of Technology Cottbus-Sentenberg, Germany |
| A time-stepping deep gradient flow method for option pricing in (rough) diffusion models Antonis Papapantoleon Delft Institute of Applied Mathematics, Delft University of Technology |
| ABIDES-MARL: A Multi-Agent Reinforcement Learning Environment for Endogenous Price Formation and Execution in a Limit Order Book Jean-Loup Dupret Mathematics, ETH Zürich |
| Corruption via Mean Field Games Kirill Golubnichiy Mathematics and Statistics, Texas Tech University |
| Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management: Dynamic skew-t copula approach Kakeru Ito Lead Portfolio Manager, Goldman Sachs Asset Management |
| Differential Beliefs in Financial Markets Under Information Constraints: A Modeling Perspective Karen Grigorian Department of Statistics and Applied Probability, UC Santa Barbara |