Events

Morton Topfer Chair Lecture: Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions

We cordially invite you to attend the Morton Topfer Chair Lecture on Tuesday, March 31, 2015 at 4:30 PM in LC 400. Dr. Andrew Papanicolaou, lecturer from the School of Mathematics and...

Event Archives

Morton Topfer Chair Lecture - Dr. Lorne Switzer

Download the powerpoint file used in this lecture here. The Finance and Risk Engineering Department...

The Conventional Past, Behavioral Present, And Algorithmic Future of Risk And Finance

Tuesday, March 12, 2013 Time: 4:40PM Location: RH519 FRE Social begins at 4PM in RH 519 (...

When Harry Met Kelly

Abstract Everyone knows that modern portfolio theory was born when economics graduate student Harry...

When Harry Met Kelly

Date:  Tuesday, December 4, 2012 Aaron Brown, risk manager at AQR Capital Management and the...

Antifragile Things That Gain from Disorder

On behalf of the Finance and Risk Engineering Department, we would like to invite you to attend a...

Flight-to-Quality and Correlation between Currency and Stock Returns

Bio Jin-Wan Cho,  Professor of Finance, Korea University Business School B.S., Seoul National...