Prof. Dr. Ulrich Horst

Organisational Affiliations

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01/2025 - 12/2028	CRC/TRR 190/3: Optimal dynamic contracting, enforcement and ambiguity (SP B02)
10/2024 - 03/2029	RTG 2544/2: Stochastic Analysis in Interaction
10/2024 - 06/2028	CRC/TRR 388/1: "Microstructural foundations of rough volatility models" (SP B02)
10/2024 - 06/2028	CRC/TRR 388: Mean field games, rough analysis and optimal trading (SP B04)
10/2024 - 06/2028	CRC/TRR 388/1: Rough analysis in stochastic control (SP B05)
10/2022 - 03/2026	Sachmittel- u. Betreuungskostenzuschuss Forschungsstipendium Takashi Sato
01/2021 - 12/2024	CRC/TRR 190/2: Optimal dynamic contracting, enforcement and ambiguity (SP B02)
04/2020 - 09/2024	IRTG 2544/1: Stochastic Analysis in Interaction
04/2020 - 03/2029	IRTG 2544: Stochastic Analysis in Interaction
05/2019 - 07/2019	XXVIII. European Workshop on Economic Theory
10/2018 - 09/2020	Humboldt Reseachr Fellowship for Postdoctoral Researchers
02/2018 - 01/2020	Optimierung in Finanzmärkten
01/2017 - 12/2020	CRC/TRR 190/1: Optimal Dynamic Contracting (SP B02)
06/2015 - 08/2015	Sponsoring 11. Doktorandentreffen Stochastik 2015 Berlin
04/2012 - 05/2014	FZ: Optimal Order Placement (E12)
04/2012 - 03/2014	Optimierung in Finanzmärkten
05/2009 - 05/2012	High-Frequency Market Monitoring and Forecasting
04/2009 - 12/2012	AvH - Horst
03/2009 - 02/2011	Measuring Portfolio Performance
01/2009 - 12/2016	CRC 649/2: Securitization and Equilibrium Risk Transfer (TP A 11)