Fields- Industrial-Academic Workshop on Optimization in Finance and Risk Management
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Title: Current Trends in Portfolio Optimization
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Title: Optimal Hedging in an Incomplete Market
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Title: Moments Based Fitting of Kumaraswamy PDF for Estimating VaR in Portfolio Optimization
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Title: Overview of IBM CPLEX and Its Use in Finance
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Title: Integrating Real and Implied Probability Measures in Asset Liability Management
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Title: Credit Risk, Multi-Factor Models, and Optimization
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Title: Stochastic Correlation in Financial Markets
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Title: “Bag of Models” Approach for Risk Management: Predicting the Bustout Behavior
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Title: Dynamic Factor Modeling via Robust Subspace Tracking
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Title: Portfolio Optimization with Non-Normal Returns
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Title: Large Scale Portfolio Selection with Spectral Risk Measures
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Title: Explicit Solutions of Optimal Consumption, Investment and Insurance Problem when There is Regime Switching
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Title: Multi-Mitigation Strategies for Designing Reliable Supply Chain Networks under Disruption Risks
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Title: On Component Commonality for Assemble-to-Order Systems
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Title: Worst-Case Copulas and Mass Transportation in Counterparty Credit Risk Management
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Title: Random Matrix Application to Volatility Cross-Correlations
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Title: A Portfolio Construction Toolkit
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Title: Capital and Business Mix Optimization
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