Tony Cai, The Wharton School, University of Pennsylvania
Optimality in Large-Scale Multiple Testing
Dec 10, 2007
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Stefan Weber, Cornell University
Optimal Portfolio Choice with Limited Downside Risk
Dec 4, 2007
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Yingying Li, University of Chicago
Are Volatility Estimators Robust with Respect to Modeling Assumptions?
Nov 27, 2007
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Arlie Petters, Duke University
Violation of the Magnification Theorem in Gravitational Lensing
Nov 20, 2007
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Prof. A. Cherny, Moscow State University and Bloomberg
On the martingale property of time-homegeneous diffusions
Nov 20, 2007
Location
103 - Bendheim Center for Finance
Probability Seminar
Prof. A. Cherny, Moscow State University and Bloomberg
Range options
Nov 13, 2007
Location
103 - Bendheim Center for Finance
Probability Seminar
Valdo Durrleman, Ecole Polytechnique, Paris
Reliable Methods for Rare Event Estimation
Nov 8, 2007
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Stathis Tompaidis, University of Texas at Austin
Asset Selection and Under- Diversification with Financial Constraints and Income: Implications for Household Portfolio Studies
Oct 23, 2007
Location
E219 - Engineering Quadrangle
ORFE Department Colloquia
Lectures on Capital Immobility and its Implications for Asset Pricing
Darrell Duffie, Stanford University
Oct 19, 2007
Location
103 - Bendheim Center for Finance
Conferences