Workshop in Capital Markets: Goran Peskir

21 May 2015, h 11:00

“Optimal Mean-Variance Portfolio Selection” by Goran Peskir (University of Manchester), joint work with J. L. Pedersen (Copenhagen)

Abstract

I will present a dynamic formulation of the mean-variance portfolio selection problem and discuss possible ways of solving it.

http://carloalberto.org/events/seminars/capital-markets/