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XVII Workshop on Quantitative Finance -- Session on PORTFOLIO SELECTION (Sala Stemmi)
Parallel Sessions
28 January 2016 - 28 January 2016
Aims and Research Directions
List of Participants
Invited Speakers
Timetable
Documents
Timetable
Weeks:
[
Thu 28 Jan - Thu 28 Jan
]
Date
Time
Speaker
Room
Thu 28 Jan
11:00- 13:00
Bruni, Renato - Cesarone, Francesco - Scozzari, Andrea - Tardella, Fabio
"PORTFOLIO SELECTION: On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection"
Sala Stemmi
11:00- 13:00
Angelini, Flavio - Herzel, Stefano - Nicolosi, Marco
"PORTFOLIO SELECTION: Optimal Asset Allocation In Money Management Under Mean-Reverting Returns"
Sala Stemmi
11:00- 13:00
Deguest, Romain - Meucci, Attilio - Santangelo, Alberto
"PORTFOLIO SELECTION: Risk budgeting and diversifi cation based on optimized uncorrelated factors"
Sala Stemmi
11:00- 13:00
Becchetti, Leonardo - Ciciretti, Rocco - Dalò, Ambrogio
"PORTFOLIO SELECTION: Fishing the Corporate Social Responsibility Risk Factors"
Sala Stemmi
