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Optimal Portfolio: Modelling and Challenges
On behalf of the Department of Mathematics and Statistics, you are cordially invited to a seminar talk by our colleague, Dr. Tahir Choulli, Visiting Associate Professor.
The two pillars of portfolio analysis founded by Markowitz and Merton (the 1990 and 1997 Nobel Laureates in Economics, respectively) will be discussed. For both contexts, the connection between the existence of these portfolios and some financial/economics concepts will be explained. The mathematical/statistical structures that these financial notions induce will be given as well. These structures allow us to better control and quantify the impact of any extra uncertainty on the market model. The talk has two main aims to convey in details. The first goal lies in understanding how some mathematical and statistical tools are tailor-made for some financial concepts/conditions. The second aim consists of singling out the mathematical challenges when bringing up this topic of optimal portfolio to the cutting-edge development.
For further details, kindly contact email@example.com.