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