Juan Carlos Martinez-Ovando, Video: Predictive Portfolio Optimization under Expected-Shortfall Including Estimation Error

Juan Carlos Martinez-Ovando, Video: Predictive Portfolio Optimization under Expected-Shortfall Including Estimation Error

Juan Carlos Martinez-Ovando, Predictive Portfolio Optimization under Expected-Shortfall Including Estimation Error, Bayesian Nonparametric Inference: Dependence Structures and their Applications, BIRS, BIRS talk, 17w5060, math, mathematics, video

Banff International Research Station

Banff International Research Station

presentation

mpeg4

140M

http://www.birs.ca/events/2017/5-day-workshops/17w5060/videos

http://www.birs.ca/events/2017/5-day-workshops/17w5060/videos/watch/201712081200-Martinez-Ovando.html