Taming Grey Swans: On Risk Minimization of Sector Indices through CVaR Optimization
Overview
The event has passed
- Date:Starts 13 June 2023, 11:00Ends 13 June 2023, 12:00
- Location:MV:L15, Chalmers tvärgata 3
- Language:English
Taming Grey Swans: On Risk Minimization of Sector Indices through CVaR Optimization