Session MB-12: Portfolio optimization in stream Applications: Finance
Monday, 10:30-12:30Room: B100/8009
| Session chair(s): |
|
| 599. An Optimization Study of Diversification Return Portfolios |
Houduo Qi
[R] - Hong Kong | accepted | ||
| 505. Coherent risk measurement and return analysis on non-reflexive Banach space |
Hedvig Gal
[R] - Hungary | accepted | ||
| 291. Adaptive minimum variance portfolio selection by linear shrinkage and expansion |
Xiang Zhao
[R] - United Kingdom | accepted | ||
| Selin Ahipasaoglu
[R] - United Kingdom | ||||
| Houduo Qi
[R] - Hong Kong | ||||