Operations Research and Management of Financial Assets
Gina Mourtzinou, Dynamic Ideas LLC
Tue Jan 29, 12-01:30pm, E40-106
No enrollment limit, no advance sign up
Participants welcome at individual sessions (series)
In this talk Ms. Mourtzinou will draw upon stochastic modeling and optimization techniques to address key problems in the management of financial assets. In particular, she will discuss a number modeling issues arising in (1) portfolio management in the presence of taxation, and (2) asset allocation with non-traditional utility functions. In both cases, she will discuss solution approaches and present performance results from different clients.
Contact: Murat Seyhan, E40-194, x3-0985, mseyhan@mit.edu
Sponsor: Operations Research Center
Latest update: 19-Dec-2001
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