Workshop on Mathematical Finance – Milano 2011
April 8, 2011
Program
10.00 – 10.45 Fabio Maccheroni, Bocconi University, Italy: “Ambiguity and Robust Statistics”
11.00-11.30 Gregor Svindland, Ecole Polytechnique Fédérale de Lausanne, Switzerland: “Generalised subgradients and equilibria for law-invariant convex risk measures on 
.”
11.30-12.00 Strong Winslow, University of California Santa Barbara, USA: “Arbitrage in Market Models with a Stochastic Number of Assets ” lunch 13.30 – 14.00 Sara Biagini, University of Pisa, Italy: “Admissible strategies in semimartingale portfolio optimization”
14.00- 14.30 Claudia Ravanelli, Ecole Polytechnique Fédérale de Lausanne, Switzerland: “Pareto Optimal Allocations for Law Invariant Robust Utilities”
15.00 – 15.30 Marco Maggis, University of Milano, Italy: TBA
15.30 – 16.00 Flavia Giammarino, London School of Economics, England: “Indifference Pricing with Uncertainty Averse Preferences”
Location: Department of Mathematics University of Milano Via Saldini, 50 – Milano
Workshop.doc