Manuscript submission for the 27th Annual MFS Conference is now open!!
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The latest issue (Vol. 22, No. 1/2) of the Multinational Finance Journal is available online
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26th Annual MFS Conference - The final version of the program with the sessions, paper presentations and booklet is now available online
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Plenary Talks


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


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.