BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Memento EPFL//
BEGIN:VEVENT
SUMMARY:Duality Methods in Portfolio Optimization under transaction costs
DTSTART:20160112T120000
DTEND:20160112T130000
DTSTAMP:20260407T064229Z
UID:11949345df7178d2809f060a0763439f0486af0379f982be079f2fdd
CATEGORIES:Conferences - Seminars
DESCRIPTION:Walter SCHACHERMAYER (University of Vienna)\nWe review several
  recent results mainly obtained with Christoph Czichowsky for portfolio op
 timization under proportional transaction costs. Under appropriate conditi
 ons we show the existence of a shadow price process. Special emphasis will
  be put on financial models based on fractional Brownian motion.
LOCATION:UNIL\, Extranef\, room 126 https://planete.unil.ch/plan/?local=EX
 T-126
STATUS:CONFIRMED
END:VEVENT
END:VCALENDAR