Session: Portfolio Strategies
Hour Authors Title Discussant Session
09:25-09:50 Veronica Mammetti, Giacomo Morelli Portfolio Optimization with Higher Moments-to-Expected Regret of Drawdown Stavros Zenios Portfolio Strategies
09:50-10:15 Stavros Zenios, Giovanni Pagliardi, Somayye Lotfi Hedging political risk under ambiguity Martin Branda Portfolio Strategies
10:15-10:40 David Neděla, Tomáš Tichý Systemic Risk Detection Using Entropy Approach in Portfolio Selection Strategy Loretta Mastroeni Portfolio Strategies
10:40-11:05 Martin Branda, Monika Kalatová Penalty Method for Cardinality Constrained Optimization Problems with an Application in Portfolio Theory Portfolio Strategies
Session: Coffee Break
Hour Authors Title Discussant Session
11:05-11:30 Coffee Break Coffee Break
Session: Keynote Speaker
Hour Authors Title Discussant Session
11:30-12:45 Carol Alexander, University of Sussex Regulating Crypto Keynote Speaker
Session: Closing Remarks
Hour Authors Title Discussant Session
12:45-13:00 Rita Laura D'Ecclesia, Chair EWGCFM Closing Remarks Closing Remarks
Session: Lunch
Hour Authors Title Discussant Session
13:00-14:00 Lunch Lunch