[Forum SIS] Seminar

[Simone Padoan]

Dear All,
We are glad to announce the following talk

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DEC - Statistics Seminar - Università Bocconi,

Thursday, May 15th, 2014, 

Room 3-E4-SR03, Via Rontgen 1 - 3rd floor

Time: 12:30pm

(The complete DEC seminars schedule is available at             
                 http://www.unibocconi.eu/statseminar)
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Speaker 

Goran Peskir (The University of Manchester)

Title

"Optimal Mean-Variance Portfolio Selection"

Abstract

 I will present a dynamic formulation of the mean-variance portfolio 
selection problem and discuss possible ways of solving it. 

Joint work with J. L. Pedersen (Copenhagen)



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Dr. Simone Padoan, PhD.
Assistant Professor

Department of Decision Sciences
Bocconi University of Milan
via Roentgen, 1 20136 Milano - Italy
tel. +39 02 5836 5368
Email: simone.padoan a unibocconi.it
Webpage: http://faculty.unibocconi.it/simonepadoan
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