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




Professor Tze Leung Lai

Statistics Department, Stanford University, USA

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.



All are welcome