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Robust portfolio selection problems

Semidefinite Programming and Applications October 07, 2002 - October 11, 2002

October 07, 2002 (02:00 PM PDT - 03:00 PM PDT)
Speaker(s): Garud Iyengar
Location: MSRI: Simons Auditorium
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
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241-1460-Robust portfolio selection problems-Garud Nonavinakere Iyengar

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241-1460-Robust portfolio selection problems-Garud Nonavinakere Iyengar

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