High-Dimensionality Effects in the Markowitz Problem and other Quadratic Programs with Linear Equality Constraints: Risk Underestimation

Event details
Date | 24.11.2009 |
Hour | 14:15 |
Speaker | Prof. Noureddine El Karoui, University of California, Berkeley |
Location |
Room MA A1 10 - Building MA - 1st Floor
|
Category | Conferences - Seminars |
Links
Practical information
- General public
- Free
Contact
- Maroussia Schaffner