Oct. 3 2006 2:00PM

Oct. 3 2006 3:00PM

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.

Pravidelný seminář Rozhodování a řízení za neurčitosti. (Kontaktní osoba: Miroslav Kárný)