Established in 2005 under support of MŠMT ČR (project 1M0572)

Lectures and Presetations

Portfolio Selection Problems.

Lecturer:
Šmíd Martin
From:
Oct. 3 2006 2:00PM
To:
Oct. 3 2006 3:00PM
Place:
ÚTIA AV ČR, místnost č. 474
Description:
At the seminar, the single-stage portfolio selection problem will be formulated. We will discuss the implications given that all the investors decide according to its solution. Further, we will present multi-stage and continuous-time generalizations of the problem. Finally, we will briefly mention several recent attempts trying to deal with drawbacks of the standard portfolio choice theory.
 
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