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Program for stream Applications: Finance
Monday
Monday, 10:30-12:30
MB-12: Portfolio optimization
Stream: Applications: Finance
Room: B100/8009
Chair(s):
Houduo Qi
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An Optimization Study of Diversification Return Portfolios
Houduo Qi -
Coherent risk measurement and return analysis on non-reflexive Banach space
Hedvig Gal -
Adaptive minimum variance portfolio selection by linear shrinkage and expansion
Xiang Zhao, Selin Ahipasaoglu, Houduo Qi