V.F. Neuhaus Centennial Professor
Department of Mathematics, College of Natural Sciences
Department of Information, Risk, and Operations Management
Red McCombs School of Business |
The University of Texas at Austin
Presentations>2007
SPDE and portfolio choice
(114k PDF), CCCP, Princeton
Optimal asset allocation under forward performance criteria
(525k PDF), Oberwolfach
Investment performance measurement, risk tolerance and optimal portfolio choice
(340k PDF), Palo Alto
Portfolio choice: theoretical foundations, practice and new directions
Minicourse, Lunteren
SPDE and portfolio choice
(163k PDF), Vienna