JSM Activity #415This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions. To View the Program: You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time. |
|
The views expressed here are those of the individual authors and not necessarily those of the ASA or its board, officers, or staff. Back to main JSM 2003 Program page |
Legend: = Applied Session,
= Theme Session,
= Presenter Hotels: H = Hilton San Francisco, R = Reniassance Parc Hotel 55, N = Nikko San Francisco |
||
415 | Wed, 8/6/03, 2:00 PM - 3:50 PM | H-Mason Room A/B |
Modeling Financial Data I - Contributed - Papers | ||
Business & Economics Statistics Section, IMS | ||
Chair(s): George Vachadze, Student | ||
2:05 PM | Modeling the Random Demand Curve for Stock: Interacting Particle Representation Approach — Yoonjung Lee, University of Wisconsin, Madison | |
2:20 PM | Robust Modeling for Financial Portfolio Selection — Simona Costanzo, London School of Economics | |
2:35 PM | Performance of Portfolios Optimized with Estimation Error — Andrew F. Siegel, University of Washington; Artemiza Woodgate, University of Washington | |
2:50 PM | The Role of Derivatives in Firms' Financing Opportunities and Growth — Hong V. Nguyen, University of Scranton; Michael Mensah, University of Scranton; Huldah Ryan, Iona College | |
3:05 PM | The Statistics of Portfolio Sharpe Ratio for Fund of Hedge Funds — Youngju Lee, Allianz Hedge Fund Partners; Bernard Lee, Allianz Hedge Fund Partners | |
3:20 PM | Extensions of Recursions for Mixture Distribution Function and Related Quantities — Min Deng, College of Maryville, St Louis | |
3:35 PM | Floor Discussion | |
JSM 2003
For information, contact meetings@amstat.org
or phone (703) 684-1221. If you have questions about the Continuing Education program,
please contact the Education Department. |