Title	Robust Portfolio Optimisation Under Heavy Tailed Returns
Creator	Hauser, Raphael
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2012-05-26
Extent	51 minutes
Subject	Mathematics; Operations research, mathematical programming; Calculus of variations and optimal control; optimization; Control/optimization/operation research
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: University of Oxford
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2014-08-06
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivs 2.5 Canada
DOI	10.14288/1.0228125
URI	http://hdl.handle.net/2429/48645
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/2.5/ca/
Aggregated Source Repository	DSpace

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