May 29, 2018; Talk
Brown Bag Seminar 2018Raghu Nandan Sengupta (Indian Institute of Technology Kanpur, INDIA): Robust portfolio optimization considering using chance constraints in VaR and CVaR models
Speaker(s)
Raghu Nandan Sengupta (Indian Institute of Technology Kanpur, INDIA)
Start and end time
11:10 AM
-
12:40 PM
Location
TUD Falkenbrunnen 001
Address
Falkenbrunnen
Würzburger Straße 35
01187 Dresden
Würzburger Straße 35
01187 Dresden
Robust portfolio optimization considering using chance constraints in VaR and CVaR models