Professor Wolfgang Härdle
- Topic: Tail event driven portfolio management
- Time: 10:30am - 11:15am
Professor Härdle is the director of the Ladislaus von Bortkiewicz Chair of Statistics at the Department of Economics and Business Administration at Humboldt-University Berlin. He is also the director of the "Collaborative Research Center 649: Economic Risk".
His research interests are:
- smoothing methods,
- discrete choice models,
- statistical modelling of financial markets and
- computer-aided statistics.