Dual representation of choice and aspirational preferences (with D. B. Brown and M. Sim)
- Risk, Uncertainty, and Decision 2010 (RUD) conference, Paris, June 20-July 2, 2010.
- FUR XIV International Conference, University of Newcastle, June 15-18, 2010.
- 5th Annual CARISMA Conference 2010: The Interface Of Behavioural Finance and Quantitative Finance (invited speaker), London, February 2-3, 2010.
- Workshop on Risk Measures and Robust Optimization in Finance, National University of Singapore, November 16-20, 2009.
- ESE Conferences Behavioural Economics, Erasmus School of Economics, Rotterdam, November 4, 2009.
Portfolio Selection with Narrow Framing: Probability Weighting Matters (with S. Legg)
- 15th International Conference on Computing in Economics and Finance, Sidney, Australia, July, 2009
Loss Aversion with a State-dependent Reference Point (with T. Post)
- North American Winter Meeting of the Econometric Society, San Francisco, USA, January 4, 2009)
Computational Aspects of Prospect Theory with Asset Pricing Applications (with J. Mayer and T. Hens)
- Society for Nonlinear Dynamics and Econometrics Annual Conference, Paris, France, March 15, 2007.
- A Behavioral Foundation of Reward-Risk Portfolio Selection and the Asset Allocation Puzzle (with J. Mayer and T. Hens)
- European Finance Association 2006, Zurich, Switzerland, August 22, 2006.
- BSI Gamma Foundation Conference on Behavioural Finance, Frankfurt, Germany, March 15, 2006.
Beta Regimes for the Yield Curve (with F. Audrino)
- IV International Summer School in Risk Management and Control, Rome, Italy, June 11, 2007.
- Swiss Society of Economics and Statistics Annual Meeting, St. Gallen, Switzerland, March 23, 2007 (awarded with the Young Economist Award of the Swiss Society of Economics and Statistics).
- Econometric Society European Meeting 2006, Vienna, Austria, August 28, 2006
- International Workshop “Risk Management: From Basel II to Basel III,” Monte Verità, Ascona, Switzerland, March 2, 2006.RiskDay 2005, ETH Zurich, Zurich, Switzerland, October 21, 2005.
Evolutionary Portfolio Selection with Liquidity Shocks
- Annual Conference of the Society for the Advancement of Economic Theory, Kos, Greece, June 21, 2007.
- 11th International Conference on Computing in Economics and Finance, George Washington University, Washington D.C., USA, June 24, 2005.
Second Order Stochastic Dominance, Reward-Risk Portfolio Selection and the CAPM (with T. Post)
- 14th European Workshop on General Equilibrium Theory, Zurich, Switzerland, May 21, 2005.
- International Conference on Risk Management and Quantitative Methods in Finance, University of Florida, Gainesville, USA, April 6-8, 2005.
Existence of CAPM Equilibria with Prospect Theory Preferences (with H. Levy and T. Hens)
- NHH Workshop, Norwegian School of Economics and Business Administration, Bergen, Norway, November 4, 2005.
- 13th European Workshop on General Equilibrium Theory, Venice, Italy, June 19, 2004.2004 Financial Management Association European Conference, Zurich, Switzerland, June 4, 2004.
- Meeting of the French Finance Association, Paris, December 19, 2003.
Reward-Risk Portfolio Selection and Stochastic Dominance
- Third World Congress Bachelier Finance Society, Chicago, USA, July 21-24, 2004.
- III Workshop on Risk Measurement and Control, Rome, Italy, Keynote Lecture, June 9, 2004.
- Workshop Risk Measures in the 21st Century, Università Bocconi, Milano, Italy, April 23, 2004.
- erc/METU International Conference in Economics, Ankara, Turkey, September 8, 2003 (awarded with the Young Economist Award of the Central Bank of the Republic of Turkey).
An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios (with J. Burkhard)
- II Workshop on Risk Measurement and Control, Rome, Italy, Keynote Lecture, June 11, 2004.
- 2nd World Congress, Bachelier Finance Society, Crete, June 13, 2002.RiskDay, ETH, Zurich, October 19, 2001.