Mathematical Sciences Research Centre Seminar Series

Mathematical Sciences Research Seminar - Some challenges in portfolio optimization

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Seminars

As part of the School of Science and Technology Mathematical Sciences Research Centre Seminar Series, Dr Bogdan Grechuk, University of Leicester, presents: Some challenges in portfolio optimization.

  • From: Wednesday 11 October 2017, 1 pm
  • To: Wednesday 11 October 2017, 2 pm
  • Location: NHB 169, New Hall Block, Nottingham Trent University, Clifton Campus, Clifton Lane, Nottingham, NG11 8NS

Past event

Event details

As part of the School of Science and Technology Mathematical Sciences Research Centre Seminar Series, Dr Bogdan Grechuk, University of Leicester, presents: Some challenges in portfolio optimization.

Abstract

Portfolio optimization is the process of finding the proportions of various financial instruments to form a portfolio, which is better than any other feasible portfolio according to some criterion/criteria. The main challenges in portfolio optimization are (i) it is unclear which criteria to use; (ii) not only future rates of returns of financial instruments are unknown, but their distributions are unknown as well; (iii) for a group of individuals with different investment preferences, optimal group portfolio is not the sum of individual portfolios. In this talk, some new approaches for addressing these challenges will be discussed.

All welcome.

This seminar is hosted by Dr David Chappell.

For any enquiries please contact Dr David Chappell.

Location details

Room/Building:

NHB 169, New Hall Block

Address:

Nottingham Trent University
Clifton Campus
Clifton Lane
Nottingham
NG11 8NS

Past event

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