Juan Carlos Martinez-ovando

  1. Title:
    Predictive Portfolio Optimization under Expected-Shortfall Including Estimation Error
    Speaker:
    Juan Carlos Martinez-ovando

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

  2. Title:
    Bayesian nonparametric inference in asset allocation
    Speaker:
    Juan Carlos Martinez-ovando

    Link:
    http://www.birs.ca/events/2015/5-day-workshops/15w5021/videos/watch/201510291440-Martinez-Ovando.html