Beginning2010-11-01 16:00:00
Ending2010-11-01 17:00:00
Event titleSome Remarks on Optimal Arbitrage
SpeakerProf. Yuan-Chung Sheu
PlaceR631, 3rd General Building, NTHU
DescriptionClick here to read
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Stochastic portfolio theory is a mathematical framework for constructing portfolios, analyzing the behavior of portfolios, and understanding the structure of equity markets. It is important for both academics and practitioners, and there is still too much we do not know in this novel area. In this talk we will report recent work of Fernholz and Karatzas on optimal arbitrage and some open problems will be discussed.

Tea Time: 3:30PM R707
Last Update Time2010-10-21 10:52:24
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