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Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Statistics Seminars: Optimal Mean-Variance Portfolio Selection

Presented by Goran Peskir, University of Manchester

17 November 2014 14:00 in CM221

I will present a dynamic formulation of the mean-variance portfolio
selection problem and discuss possible ways of solving it.

Joint work with J. L. Pedersen (Copenhagen)

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