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Submitted by admin on Fri, 06/29/2007 - 5:27pm.

Portfolio optimization under downside risk measures

Submitted by jlongwor on Fri, 03/19/2010 - 4:05pm.
Mar 25 2010 - 12:00pm
Mar 25 2010 - 12:50pm
Speaker: 

Tony Ware & Gordana Dmitrasinovich-Vidovic

Location: 
MS 325

We give an overview of our work on portfolio optimization with respect to various downside risk measures, including Value at Risk, Capital at Risk, and Conditional Capital at Risk (or Expected Shortfall).

Portfolio optimization under downside risk measures

Submitted by jlongwor on Fri, 03/19/2010 - 4:05pm.
Mar 25 2010 - 12:00pm
Mar 25 2010 - 12:50pm
Speaker: 

Tony Ware & Gordana Dmitrasinovich-Vidovic

Location: 
MS 325

We give an overview of our work on portfolio optimization with respect to various downside risk measures, including Value at Risk, Capital at Risk, and Conditional Capital at Risk (or Expected Shortfall).

Variable Lebesgue spaces: Harmonic analysis and PDEs

Submitted by ppaterso on Wed, 03/17/2010 - 9:17am.
Mar 25 2010 - 2:00pm
Mar 25 2010 - 3:00pm
Speaker: 

David V. Cruz-Uribe,
Trinity College, CT

Location: 
MS431

The variable Lebesgue spaces are a generalization of the
Lebesgue spaces in which the exponent is allowed to vary over the domain.
Intuitively, given a function p : \Omega --> [1,\infty), the space
L^p(\Omega) consists of all measurable functions f such that

\int_\Omega |f(x)|^{p(x)} dx < \infty.

Arm yourself with knowledge

Submitted by jlongwor on Tue, 03/16/2010 - 2:57pm.
Apr 1 2010 - 11:30am
Apr 1 2010 - 12:30pm
Speaker: 

Constable Kathy Maacdonald, Calgary Police Services Crime Prevention Unit

Location: 
BIO 587

This presentation will provide a comprehensive view of online threats and will focus on practical prevention and educational tips for the beginner through to the technical user.

The locality of finding a path in a graph

Submitted by ppaterso on Fri, 03/12/2010 - 1:49pm.
Mar 19 2010 - 1:00pm
Mar 19 2010 - 2:00pm
Speaker: 

Stephane Durocher, University of Manitoba

Location: 
MS 427

We examine theoretical bounds on the locality of finding a path
between two given nodes in a graph.