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, 12:00Location:
MV:L15, Chalmers tvärgata 3Language:
English
Taming Grey Swans: On Risk Minimization of Sector Indices through CVaR Optimization