Taming Grey Swans: On Risk Minimization of Sector Indices through CVaR Optimization
Översikt
Evenemanget har passerat
Datum:
Startar 13 juni 2023, 11:00Slutar 13 juni 2023, 12:00Plats:
MV:L15, Chalmers tvärgata 3Språk:
Engelska
Taming Grey Swans: On Risk Minimization of Sector Indices through CVaR Optimization