Portfolio Management
A
Working Group in Financial Mathematics Statistics and Econometrics
Group Leaders: Tao Pang (NC State University) and Mingxin Xu (UNC Charlotte)
Announcements
Meeting
Time: Tuesdays 1:00 - 2:30pm (and sometimes on Thursday 1:30-2:30) Location: NISS building, 2nd floor conference room |
Meeting Activities
Date | Topics & Readings | Notes |
Sept 27, Sept 29, Oct 4 2005 | Articles:
|
The presentations were given by Mingxin Xu |
Oct 11and Oct 13 2005 |
|
The presentation will be given by Aytac Ilhan (pdf file) |
Oct 18 2005 |
|
The presentation will be given by Tao Pang (pdf file) |
Oct 25 2005 |
|
The presentation will be given by Tao Pang (pdf file) |
Nov 8 ,15 2005 |
|
The presentation will be given by Jesus Rodriguez (pdf file) |
Dec 1 2005 |
|
By Adrian Banner (pdf file) |
Group Members
Name | Email Address | Affiliation |
Bertille Antoine | [email protected] | University of North Carolina at Chapell Hill |
Jose Enrique Figueroa-Lopez | [email protected] | Purdue University |
Jean Pierre Fouque | [email protected] | North Carolina State University |
Fotios Harmantzis | [email protected] | Stevens Institute of Technology |
John Hyde |
Duke University |
|
Aytac Ilhan |
University of Oxford |
|
Randy Miller |
Bank of America |
|
Sungsoo Na |
North Carolina State University |
|
Tao Pang |
North Carolina State University |
|
Denis Pelletier |
North Carolina State University |
|
Moustapha Pemy |
North Carolina State University |
|
Jesus Rodriguez |
North Carolina State University |
|
Ronnie Sircar |
Princeton University |
|
Sasha Stoikov |
New york university |
|
Mingxin Xu |
University of North Carolina at Charlotte |
If you are interested in participating a working group, please send e-mail to [email protected] giving your full contact information and stating which working group(s). You will be sent instructions by e-mail about how to participate.
Send your comments
about this site to Moustapha Pemy ([email protected])