Name: 2018 Joint Statistical Meetings
Start: 2018-07-28T07:00:00+00:00
End: 2018-08-02
Location: Vancouver Convention Centre

Legend:
CC = Vancouver Convention Centre F = Fairmont Waterfront Vancouver
* = applied session ! = JSM meeting theme

Keyword Search Criteria: portfolio optimization returned 3 record(s)

Sunday, 07/29/2018

Estimation of Dynamic Conditional Correlation Matrices by a Nonlinear Common Factor Model
Craig Rolling, Saint Louis University; Yongli Zhang, Independent Researcher; Yuhong Yang, University of Minnesota
4:05 PM

Tuesday, 07/31/2018

Heterogeneous Tail Generalized COMFORT Modeling via Cholesky Decomposition
Pawel Polak, Columbia University
2:35 PM

Wednesday, 08/01/2018

High-Dimensional Markowitz Portfolio Optimization Problem: Empirical Comparison of Covariance Matrix Estimators
Johan Lim, Seoul National University; Young-Geun Choi, Fred Hutchinson Cancer Research Center; Sujung Choi, Soongsil University
2:05 PM

JSM 2018 Online Program