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SUMMARY:High-Dimensionality Effects in the Markowitz Problem and other Qua
 dratic Programs with Linear Equality Constraints: Risk Underestimation 
DTSTART:20091124T141500
DTSTAMP:20260407T061144Z
UID:94a687cf518e9479e23650238c4dccf5c36a02dd723e33543b15578b
CATEGORIES:Conferences - Seminars
DESCRIPTION:Prof. Noureddine El Karoui\, University of California\, Berkel
 ey\n
LOCATION:Room MA A1 10 - Building MA - 1st Floor
STATUS:CONFIRMED
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