PSE Seminar : Time: 16:00 pm - 17:15 pm Date: 9th of february Room : 3001 Julien MONARDO (University of Bristol) - "t.b.a." Abstract : Organizer : Laurent DAVEZIES (Pôle économie du CREST) Sponsors: CREST
Actuariat et Risque Contemporains Time : 11h00 - 12h00 Date :12/02/2026 Lieu : Salle 3001 Pierre-Olivier GOFFARD (Unistra Strasbourg) "Modélisation des indemnisations cumulées dans un portefeuille d’assurance paramétrique pluviométrique" Abstract: Cette étude traite de la gestion des risques associés aux contrats d’assurance paramétrique, pour lesquels l’indemnisation est conditionnée au franchissement d’un seuil quantifiable. Le […]
Macro seminar Time : 12h15 - 13h30 Date : 16 th February 2026 Salle 3001 Andres EROSA (Universidad Carlos III de Madrid) "t.b.a." Abstract: Organizer :
Quantitative Sustainable Economics and Finance Time: 10.00 am Date:22th of February 2026 Room 3001 Danial Ali AKBARI (University of Oslo)"t.b.a." Abstract : Organizers: Patricia Crifo, Emmanuel Gobet, Peter Tankov, Gauthier Vermandel, and Olivier David Zerbib Sponsors: CREST-CMAP
Quantitative Sustainable Economics and Finance Time: 10.00 am Date:22th of February 2026 Room 3001 Alexander ARANJDELOVIC (Vienna University of Economics and Business) "t.b.a." Abstract : T.B.A Organizers: Patricia Crifo, Emmanuel Gobet, Peter Tankov, Gauthier Vermandel, and Olivier David Zerbib Sponsors: CREST-CMAP
Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: February, 24th Room : 3001 Ethan ILZETZKI "t.b.a." Abstract : Organizers: Benoît SCHMUTZ (Pôle économie du CREST) Clément MALGOUYRES (Pôle économie du CREST) Sponsors: CREST
Finance-Insurance Time: 10.00 am Date:05th of March 2026 Room 3001 Nathan LASSANCE (UCL- Louvain) "The Distribution of Out-of-Sample Performance of Estimated Portfolios" Abstract : We derive a parsimonious stochastic representation for the joint distribution of the out-of-sample mean and variance of a large class of portfolio rules that combines the sample mean-variance optimal portfolio with […]
Finance-Insurance Time: 11.00 am Date:05th of March 2026 Room 3001 Dario PALUMBO (Université de Venise) "Multivariate Score-Driven Models for Strictly Positive Variables" Abstract :The paper presents a novel approach for the joint modelling of strictly positive time series. A new score-driven specification based on the multivariate GB2 (MGB2) distribution is introduced. The structure of the […]
Macro seminar Time : 12h15 - 13h30 Date : 09th March 2026 Salle 3001 Stephen HANSEN (University College London) "t.b.a." Abstract: Organizer :
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 9th March Place: 3001 Aymeric DIEULEVEUT (Ecole Polytechnique) - TBA Abstract: Organizers: Anna KORBA (CREST), Vincent DIVOL (CREST) , Jaouad MOURTADA (CREST) Sponsors: CREST-CMAP
Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: March, 10th Room : 3001 Claus Thustrup Kreiner "t.b.a." Abstract : Organizers: Benoît SCHMUTZ (Pôle économie du CREST) Clément MALGOUYRES (Pôle économie du CREST) Sponsors: CREST
Séminaire Microéconomie : Tous les mercredis Heure : 12h15 - 13h30 Date : 11/03/2026 Salle : 3001 Tommy ANDERSON (Lund U) - "TBA" CV : TBA Organisateurs : Julien COMBE (Pôle d'Economie du CREST) Yves Le YAOUANQ (Pôle d'Economie du CREST) Matias NUNEZ (Pôle d'Economie du CREST) Commanditaires : CREST