November 29, 2023
4:10PM
-
5:40PM
Cockins Hall 240
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2023-11-29 16:10:00
2023-11-29 17:40:00
Invitations to Mathematics - Linfeng Zhang
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.
Cockins Hall 240
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2023-11-29 16:10:00
2023-11-29 17:40:00
Invitations to Mathematics - Linfeng Zhang
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.
Cockins Hall 240
America/New_York
public
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.
