News
10.10.2019
The latest issue (Vol. 23, No. 1/2) of the Multinational Finance Journal is available online
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25.09.2019
The Ben Graham Centre for Value Investing at the Ivey Business School is proud to announce the 7th Annual International MBA Stock Picking Competition made possible by our key sponsors Burgundy Asset Management and Robotti & Company Advisors, as well as Bristol Gate Capital Partners Inc., Foyston, Gordon & Payne Inc., Stacey Muirhead Capital Management and Peters MacGregor Capital Management.
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17.09.2019
Forthcoming Articles at Multinational Finance Journal
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Plenary Talks

KEYNOTE SPEAKER



Mike G. Tsionas - Lancaster University Management School, UK

Date: Saturday, April 20, 2019
Time: 1:30 - 2:30 p.m.
Venue: Room ELPIDA (Civitel Akali Hotel)

Talk Title:

Alternative Approaches to Portfolio Optimization in Finance

Abstract:

In this keynote address, the speaker presents certain new approaches to portfolio optimization in finance. Special emphasis will be based on regression as well as multi-objective formulations. Multi-objective optimization is an active research area in both applied mathematics, finance, and optimal portfolio selection. First, the speaker will describe in non-technical terms the regression and multi-objective portfolio optimization and, second, he will explore certain new approaches to both techniques using a suitable likelihood function / posterior distribution to estimate the Pareto front. The new approaches rely on Bayesian analysis using Markov Chain Monte Carlo (MCMC) techniques. The presentation will be non-technical in nature, to the extent possible, and its purpose is to introduce Bayesian regression, MCMC and estimation of Pareto fronts in applied finance for experts and a general audience alike.


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