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Invitations to Mathematics - Linfeng Zhang

Linfeng Zhang
November 29, 2023
4:10 pm - 5:40 pm
Cockins Hall 240

Title: Introduction to Capital Allocation 

Speaker: Linfeng Zhang

Abstract: Capital allocation is an essential task in risk management. In this lecture, I will give an introduction to concepts including risk measures and dependence structures and how various risk aggregation and capital allocation principles are built upon them.  

Note: This is part of the Invitations to Mathematics lecture series given each year in Autumn Semester. Pre-candidacy PhD students can sign up for this lecture series by registering for one or two credit hours of Math 6193 with Professor Nimish Shah.

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