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November 2025
Fri 21
November 21 @ 2:00 pm - 3:00 pm CST

Multivariate affine GARCH in portfolio optimization. Analytical solutions and applications

via Zoom

Speaker: Prof. Marcos Escobar-Anel, Dept. of Statistics & Actuarial Sciences, University of Western Ontario, London Abstract: Abstract: This paper develops an optimal portfolio allocation formula for multi-assets where the covariance […]

Fri 28
November 28 @ 2:00 pm - 3:00 pm CST

No Seminar – Thanksgiving Break

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