Gordan Zitkovic, University of Texas
Stability of Utility-Maximization in Incomplete Markets
Dec 5, 2006
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Marcel Rindisbacher, University of Toronto
Dynamic Asset Allocation: A Portfolio Decomposition Formula and Applications
Nov 28, 2006
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Francis X. Diebold, University of Pennsylvania
Roughing it up: Disentangling Continuous and Jump Components in Measuring, Modeling and Forecasting Asset Return Volatility
Nov 14, 2006
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Jia-shun Jin, Purdue University
Inferences on the Proportion of Non-Null Effects in Large-Scale Multiple Comparisons
Nov 9, 2006
Location
E219 - Engineering Quadrangle
Dilip Madan, University of Maryland
Sato Processes and the Valuation of Structured Products
Nov 7, 2006
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Robert L. Smith, University of Michigan
A Fictitious Play Approach to Complex Systems Optimization
Oct 24, 2006
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Jonathan Eckstein, Rutgers University
Two Optimization Problems Arising from Polling and Nonhomogeneous Poisson Processes
Oct 18, 2006
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Olivier Scaillet, University of Geneva
Tikhonov Regularisation for Functional Minimum Distance Estimators
Oct 10, 2006
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Conference on Dynamic Risk Measures and Robust Control in Finance
Oct 6, 2006
Location
103 - Bendheim Center for Finance
Conferences
Stanislav Uryasev, University of Florida
Generalized Deviations Are Counterparts to Risk Measures
Sep 26, 2006
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia