29.05.2018; Vortrag
Brown Bag Seminar 2018Raghu Nandan Sengupta (Indian Institute of Technology Kanpur, INDIA): Robust portfolio optimization considering using chance constraints in VaR and CVaR models
Redner
Raghu Nandan Sengupta (Indian Institute of Technology Kanpur, INDIA)
Zeit
11:10
-
12:40
Uhr
Ort
TUD Falkenbrunnen 001
Adresse
Falkenbrunnen
Würzburger Straße 35
01187 Dresden
Würzburger Straße 35
01187 Dresden
Robust portfolio optimization considering using chance constraints in VaR and CVaR models