Workshop: Reflections on modern Asset- and Risk management
We are pleased to announce a two-day workshop in honor of the 65th birthday of Rudi Zagst, celebrating his contributions to quantitative finance over the past twenty-five years that he served at TUM.
Throughout his career, Rudi and his collaborators have made fundamental contributions to the theory and application of quantitative finance, with a particular focus on optimal investment strategies. His research has inspired a broad community of scholars, students, practitioners, and collaborators around the world.
The workshop will take place at the picturesque Wissenschaftszentrum Schloss Reisensburg from November 19 to November 20, 2026 and will bring together colleagues, former students, academic partners, and representatives from the financial industry to reflect on Rudi’s scientific achievements and the far-reaching impact of his work.
Day 1: Scientific Contributions and Research Collaborations
The first day will feature presentations by Rudi’s long-standing research collaborators, colleagues and friends. These talks will highlight major developments in various fields of quantitative finance and provide insights into the many fruitful collaborations that have emerged over the course of his academic career.
Confirmed speakers: Ernst Eberlein (University of Freiburg), Reinhold Hafner (finccam GmbH), Stephan Höcht (Assenagon Asset Management S.A.), Rüdiger Kiesel (University of Duisburg-Essen), Ralf Korn (Rheinland-Pfälzische Technische Universität Kaiserslautern-Landau), Jan-Frederik Mai (XAIA Investment GmbH), Markus Rudolph (WHU - Otto Beisheim School of Management), David Saunders (University of Waterloo), Lorenz Schneider (EMLYON Business School), Gerhard Stahl (Talanx AG), Anatoliy Swishchuk (University of Calgary)
Day 2: Industry Partnerships and International Networks
The second day will focus on the successful transfer of mathematical research into financial practice. Speakers will discuss the establishment of a highly productive collaboration with the financial industry, as well as the extensive international network of universities and research institutions that Rudi has built and nurtured over the years.
Confirmed speakers: tba
Registration
We warmly invite colleagues, friends, and members of the broader quantitative finance community to join us for this special occasion at Schloss Reisensburg.
Participation is free of charge after registration by email, including your name, email address, and university/company, to: bettina.haas@tum.de
Organizers:
Bettina Haas, Christoph Knochenhauer, Aleksey Min, Gerhard Scheuenstuhl, Matthias Scherer, Ralf Werner