Session: Th-A-B2
Portfolio Optimisation with Transaction Costs
Time
11:30 - 13:30 on
Thursday, 19th of July 2018
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11:30
David Hobson (University of Warwick), Alex Sing-lam Tse (University of Cambridge), Yeqi Zhu (Credit Suisse)
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12:00
Ngoc Huy Chau (Alfred Renyi Institute of Mathematics), Miklós Rásonyi (MTA Alfred Renyi Institute of Mathematics)
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12:30
Christoph Belak (University of Trier), Sören Christensen (University of Hamburg), Frank Seifried (University of Trier)
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13:00
Oleksii Mostovyi (University of Connecticut), Mihai Sirbu (University of Texas at Austin)