Program for stream Applications: Finance

MB-12: Portfolio optimization
Stream: Applications: Finance
Room: B100/8009
Chair(s): Houduo Qi

• 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