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XVII Workshop on Quantitative Finance -- Session on OPTIMIZATION (Aula Bianchi)
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
15:00- 17:00
Guasoni, Paolo - Tolomeo, Antonella
"OPTIMIZATION: Disentangling Overlapping Shocks in Portfolio Choice"
Aula Bianchi Scienze
15:00- 17:00
Aid, René - Federico, Salvatore - Pham, Huyên Xuan - Villeneuve, Bertrand
"OPTIMIZATION: Explicit investment rules with time-to-build and uncertainty"
Aula Bianchi Scienze
15:00- 17:00
Chau, Huy N. - Cosso, Andrea - Fontanari, Claudio - Mostovyl, Oleksii
"OPTIMIZATION: Optimal investment with intermediate consumption under no unbounded profits with bounded risk"
Aula Bianchi Scienze
15:00- 17:00
Callegaro, Giorgia - Gaigi, Mhamed - Scotti, Simone - Sgarra, Carlo
"OPTIMIZATION: Optimal Investment in Markets with Over and UnderReaction"
Aula Bianchi Scienze
