Fields- Industrial-Academic Workshop on Optimization in Finance and Risk Management

  1. Title:
    Current Trends in Portfolio Optimization

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  2. Title:
    Optimal Hedging in an Incomplete Market

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  3. Title:
    Moments Based Fitting of Kumaraswamy PDF for Estimating VaR in Portfolio Optimization

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  4. Title:
    Overview of IBM CPLEX and Its Use in Finance

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  5. Title:
    Integrating Real and Implied Probability Measures in Asset Liability Management

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  6. Title:
    Credit Risk, Multi-Factor Models, and Optimization

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  7. Title:
    Stochastic Correlation in Financial Markets

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  8. Title:
    “Bag of Models” Approach for Risk Management: Predicting the Bustout Behavior

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  9. Title:
    Dynamic Factor Modeling via Robust Subspace Tracking

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  10. Title:
    Portfolio Optimization with Non-Normal Returns

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  11. Title:
    Large Scale Portfolio Selection with Spectral Risk Measures

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  12. Title:
    Explicit Solutions of Optimal Consumption, Investment and Insurance Problem when There is Regime Switching

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  13. Title:
    Multi-Mitigation Strategies for Designing Reliable Supply Chain Networks under Disruption Risks

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  14. Title:
    On Component Commonality for Assemble-to-Order Systems

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  15. Title:
    Worst-Case Copulas and Mass Transportation in Counterparty Credit Risk Management

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  16. Title:
    Random Matrix Application to Volatility Cross-Correlations

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  17. Title:
    A Portfolio Construction Toolkit

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  18. Title:
    Capital and Business Mix Optimization

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