Student Association Award for the Best Master’s Tutorial

Dr. Andrea Mazzoran won this year’s Student Association Award for the Best Master’s Tutorial on Portfolio Management.

Congratulations!

The award ceremony will take place on June 26th, 2026 at 6 p.m. at the Peterhofkeller, Niemensstraße 10.

AI*teaching 2026

The project “Use of Artificial Intelligence in Python Programming” by Prof. Dr. Eva Lütkebohmert‑Holtz and Marcus Rockel is being funded as part of the AI*teaching 2026 ideas competition.

Dates for exams and post-exam reviews summer term 2026

Latest Publications

Fast Bayesian calibration of option pricing models based on sequential Monte Carlo methods and deep learning, Journal of Financial Econometrics, forthcoming (R. Brignone, L. Gonzato, S. Knaust, E. Lütkebohmert).

Robust Bernoulli mixture models for credit portfolio risk, Mathematical Finance, forthcoming (J. Ansari, E. Lütkebohmert).

Measuring Name Concentrations through Deep Learning, International Review of Financial Analysis 107: 104598, 2025 (E. Lütkebohmert, J. Sester).

Name Concentration Risk in Multilateral Development Banks’ Portfolios: Measurement and Capital Adequacy Implications, Global Finance Journal 67: 101154, 2025 (E. Lütkebohmert, J. Sester and H. Shen).