Estimation of the Global Minimum Variance Portfolio in High Dimensions, Stastics under one umbrella (DAGStat 2013), Freiburg University, Freiburg 18-22 March 2013.
On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory, Statistische Woche 2012, Vienna University of Technology, Vienna 18-21 September 2012.
A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function, Nachwuchsworkshop of DStatG, University of Leipzig, Leipzig 19-23 September 2011.
Killed Markov Decision Processes, International Conference “Problems of Decision Making under Uncertainties”, Ivan Franko National University of Lviv, Lviv 17-21 May 2010.
