Lecture Series in Financial
Mathematics
Lecture 1
Mean-Variance Portfolio Optimization Theory: An Overview
Date: June 24, 2008 (Tuesday)
Time: 10:00 - 11:00am
Lecture 2*
The Markowitz Enigma: Mean-Variance Portfolio
Optimization when Means and Variances are Unknown
Date: June 26, 2008 (Thursday)
Time: 11:00am – 12:00noon
by
Statistics Department,
C.V. Starr Visiting Professor at HKU
All
lectures will be given in Room 517, Meng Wah Complex, HKU
The lectures are intended for students and researchers who
are interested
in financial mathematics. Each lecture will be followed by an informal tea
section, in which audiences are free to chat with the speaker.
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All are
welcome |
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