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SEMINARS & WORKSHOPS

Black-Litterman Asset Allocation and Mean-Variance Portfolio Optimization when Means and Covariances of Asset Returns are Unkown
Time:2019-05-09     Click:

Speaker: Prof. Tze Leung Lai, Department of Statistics, Stanford University
Venue:  Rm. 714, SE Building
Time: 15:00-16:30, Dec. 5, 2013