Forrest Zhang
Asset Allocation with Gross Exposure Constraints for Vast Portfolios
Dec 12, 2008
Location
213 - Sherrerd Hall
Steve Chick, INSEAD (France)
Economic Analysis of Simulation Selection Options
Dec 11, 2008
Location
101 - Sherrerd Hall
ORFE Department Colloquia
Yue Niu
Nonparametric estimation of genewise variance for microarray data
Dec 4, 2008
Location
213 - Sherrerd Hall
Richard Davis, Columbia University
The Extremogram: A Correlogram for Extreme Events
Dec 2, 2008
Location
101 - Sherrerd Hall
ORFE Department Colloquia
Raghu Sengupta, IIT Kanpur
Use of Asymmetric Loss Function and the Concept of Sequential Sampling in a Multiple Linear Regression Setup
Nov 25, 2008
Location
101 - Sherrerd Hall
ORFE Department Colloquia
Prof. Stephane Crepey, Evry University
Up and Down Credit Risk
Nov 24, 2008
Location
106 - Bendheim Center for Finance
Probability Seminar
Yang Feng
Network exploration via the adaptive LASSO and SCAD penalties
Nov 21, 2008
Location
213 - Sherrerd Hall
Huyen Pham, University Paris VII and IUF
Optimal portfolio/consumption choice in a liquidity risk model with random trading times
Nov 19, 2008
Location
106 - Bendheim Center for Finance
Probability Seminar
Noureddine El Karoui, UC Berkeley
High-dimensionality effects in the Markowitz problem: risk underestimation
Nov 18, 2008
Location
101 Sherrerd Hall
ORFE Department Colloquia
Huyen Pham, University Paris VII and IUF
Backward SDEs with constrained jumps and quasi-variational inequalities: applications to impulse controls
Nov 17, 2008
Location
106 - Bendheim Center for Finance
Probability Seminar