Mathematics of Behavioral Economics and Knightian Uncertainty in Financial Markets

Bielefeld, May 14–May 18, 2018

The workshop follows up on the 2015 ZiF Research Group on Robust Finance. The goal is to discuss the latest research in areas such as:

  • Knightian uncertainty in financial markets
  • asymmetric information: contracts and games
  • utility optimization and equilibrium under non-standard preferences
  • ambiguity in games
  • behavioral contract theory
  • other-regarding preferences

The workshop takes place at Bielefeld University’s Center for Interdisciplinary Research (ZiF).

Funding by the Center for Interdisciplinary Research and the Collaborative Research Center 1283 (SFB 1283) Taming Uncertainty is gratefully acknowledged.

 

Program Chairs

  • Ulrich Horst (Berlin)
  • Frank Riedel (Bielefeld)

 

Local Organizers

  • Frank Riedel
  • Oliver Claas
  • Robin Kemminer
  • Patrick Schuhmann
  • Leonie Wecker

 

Confirmed Participants

  • Peter Bank (Berlin)
  • Patrick Beißner (Berlin)
  • Guillaume Carlier (Paris)
  • José Heleno Faro (São Paulo)
  • Giorgio Ferrari (Bielefeld)
  • Enrico De Giorgi (St. Gallen)
  • Simon Grant (Acton)
  • Xin Guo (Berkeley)
  • Vicky Henderson (Warwick/Oxford)
  • Christian Kellner (Southampton)
  • Michael Kupper (Konstanz)
  • Ali Lazrak (Vancouver)
  • Fabio Maccheroni (Milan)
  • Sujoy Mukerji (London)
  • Jan Obłój (Oxford)
  • H. Mete Soner (Zurich)
  • Yangwei Song (Berlin)
  • Jean-Marc Tallon (Paris)
  • Jacco Thijssen (York)
  • Georg Weizsäcker (Berlin)
  • Jan Werner (Minneapolis)
  • Chao Zhou (Singapore)
  • Xunyu Zhou (New York)
  • Michael Zierhut (Berlin)
  • Alexander Zimper (Hatfield)

 

Practical Information

Bielefeld is located in the north-west of Germany. It is served by the international airports in Düsseldorf (DUS) and Hannover (HAJ). For long-distance travel, Frankfurt airport (FRA) and Amsterdam airport (AMS) should be considered as well. Bielefeld is well connected with these airports as well as all major places within Germany and some neighboring countries by high-speed trains.