Chengguo Weng presented “Improved Global Minimum Variance Portfolio via Tail Eigenvalues Amplification”

Thursday, July 6, 2017

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.