Jan 28
CBA 6.420
12:30-1:30 p.m. |
Ehud Ronn |
Using Equity Options to Obtain Forward-Looking Equity
Betas - with an Application to the Commodity Markets |
Risk Seminar |
Feb 4
CBA 6.420
12:30-1:30 p.m. |
Thaleia Zariphopoulou |
Qualitative properties of optimal portfolios in
log-normal markets |
Risk Seminar |
Feb 13
CBA 6.420
12:30-1:30 p.m. |
Carlos Carvalho |
Decoupled Shrinkage and Selection in Linear Models |
Risk Seminar |
Feb 18
CBA 6.420
12:30-1:30 p.m. |
Stathis Tompaidis |
An iterative method for solving stochastic optimization
problems and its application to solving dynamic
stochastic control problems |
Risk Seminar |
Feb 25
CBA 6.420
12:30-1:30 p.m. |
Canan Ulu |
Learning from Dynamic Assortments: A Nonparametric
Bayesian Model |
Risk Seminar |
Mar 4
CBA 6.420
12:30-1:30 p.m. |
Rafael Mendoza-Arriaga |
Time-change Modeling for Finance and the
Nonautonomous Cauchy Problem |
Risk Seminar |
March 18
CBA 6.420
12:30-1:30 p.m. |
Ying He |
On the Axiomatization of the Satiation and Habit
Utility Models |
Risk Seminar |