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]

Simone Scotti

Université de Paris (Paris Diderot)
Communication: OPTIMIZATION: Optimal Investment in Markets with Over and UnderReaction

Carlo Sgarra

Politecnico di Milano
Communication: OPTIMIZATION: Optimal Investment in Markets with Over and UnderReaction

Antonella Tolomeo

Communication: OPTIMIZATION: Disentangling Overlapping Shocks in Portfolio Choice

Bertrand Villeneuve

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

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