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Thursday, July 27, 2017
Phelim Boyle presented “Short Positions and Negative Correlations”
Phelim presented “Short Positions and Negative Correlations” at the University of Waterloo Faculty of Mathematics 50th Birthday Celebration
Thursday, July 6, 2017
Chengguo Weng presented “Improved Global Minimum Variance Portfolio via Tail Eigenvalues Amplification”
Chengguo Weng visited the following Chinese universities and gave a seminar on “Improved Global Minimum Variance Portfolio via Tail Eigenvalues Amplification”
- June 24, 2017. School of Mathematics, Zhejiang University, Hangzhou
- June 27, 2017. China Institute for Actuarial Science, Central University of Finance and Economics, Beijing.
- July 6, 2017. School of Mathematics and Statistics, Northeast Normal University, Changchun.
Monday, July 3, 2017
David Saunders presented “Optimal Investment Strategies for Participating Contracts using the Martingale Method"
David Saunders presented “Optimal Investment Strategies for Participating Contracts using the Martingale Method" at the 21st International Congress on Insurance: Mathematics and Economics, Vienna