XVII Workshop on Quantitative Finance -- Session on OPTIMIZATION (Aula Bianchi)

Parallel Sessions

28 January 2016 - 28 January 2016

Current List of Participants (See Documents)

[table view]

René Aid

Communication: OPTIMIZATION: Explicit investment rules with time-to-build and uncertainty

Giorgia Callegaro

Communication: OPTIMIZATION: Optimal Investment in Markets with Over and UnderReaction

Huy N. Chau

Communication: OPTIMIZATION: Optimal investment with intermediate consumption under no unbounded profits with bounded risk

Andrea Cosso

Communication: OPTIMIZATION: Optimal investment with intermediate consumption under no unbounded profits with bounded risk

Salvatore Federico

Università di Genova
Communication: OPTIMIZATION: Explicit investment rules with time-to-build and uncertainty

Claudio Fontanari

Università degli studi di Trento
Communication: OPTIMIZATION: Optimal investment with intermediate consumption under no unbounded profits with bounded risk

Mhamed Gaigi

Communication: OPTIMIZATION: Optimal Investment in Markets with Over and UnderReaction

Paolo Guasoni

Dipartimento di Matematica, Università di Pisa
Communication: OPTIMIZATION: Disentangling Overlapping Shocks in Portfolio Choice

Oleksii Mostovyl

Communication: OPTIMIZATION: Optimal investment with intermediate consumption under no unbounded profits with bounded risk

Huyên Xuan Pham

University Paris 7 Diderot and Institut Universitaire de France
Communication: OPTIMIZATION: Explicit investment rules with time-to-build and uncertainty

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