22 Maggio, 2012 12:00 oclock
Shadow Prices in Portfolio Optimization with Transaction Costs
Johannes Muhle-Karbe, ETH Zurich
Aula Consiglio - settimo piano
Abstract
The Bachelier Finance Society, and the Dipartimento di Matematica - Politecnico di Milano, in cooperation with Springer, are proud to announce the Nicola Bruti Liberati Prize 2011 winner
Johannes Muhle-Karbe
ETH Zurich
On May 22 12 a.m. the prize winner will deliver a lecture on
Shadow Prices in Portfolio Optimization
with Transaction Costs