Seminars & Colloquia Calendar

Download as iCal file

Special Seminar

On stochastic portfolio theory

Location:  Hill 705
Date & time: Monday, 26 January 2015 at 1:40PM - 1:41PM

Mykhaylo Shkolnikov, Princeton University (POSTPONED!): The talk will give an overview of stochastic portfolio theorywhich is a recently emerged field of mathematical finance. The main goalof this field is a detailed study of portfolio performance in equitymarkets. Such study leads to novel mathematical questions on stochastic analysis, interacting particle systems, concentration ofmeasure and nonlinear partial differential equations among others.

Thetalk will be based on joint works with Amir Dembo, Tomoyuki Ichiba,Ioannis Karatzas, Soumik Pal, Srinivasa Varadhan and Ofer Zeitouni.

Special Note to All Travelers

Directions: map and driving directions. If you need information on public transportation, you may want to check the New Jersey Transit page.

Unfortunately, cancellations do occur from time to time. Feel free to call our department: 848-445-6969 before embarking on your journey. Thank you.