Sharpe Ratio in High Dimensions: Cases of Maximum Out of Sample, Constrained Maximum, and Optimal Portfolio Choice
Date: 03/16/2020 (Mon)
Time: 11:30am- 1:00pm
Location: Seminar will be held on-site: Social Sciences 111
Organizer: Andrew Patton
Meeting Schedule: (Not currently open for scheduling. Please contact the seminar organizer listed above.)
All meetings will be held in the same location as the seminar unless otherwise noted.
11:30am - Seminar Presentation (11:30am to 1:00pm)