Solving the High-dimensional Markowitz Optimization Problem: When Sparse Regression Meets Random Matrix Theory

Mengmeng Ao

2016-10-12(Wednesday)12:30-14:00

N302, Econ Building

English

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<p class="MsoNormal"><span style="font-size: small;"><span lang="EN-US" style="background-image: initial; background-attachment: initial; background-size: initial; background-origin: initial; background-clip: initial; background-position: initial; background-repeat: initial;">Assistant Professor at Wang Yanan Institute for Studies in Economics (WISE) and Department of Finance, School of Economics, Xiamen University</span></span></p> <p class="MsoNormal"><span style="font-size: small;">Prof. Mengmeng Ao's&nbsp;personal&nbsp;website:&nbsp;</span></p> <p class="MsoNormal"><a href="http://www.wise.xmu.edu.cn/people/faculty/08638092_bbe9_41c1_8db5_8ba6d5e43f87.html"><span style="font-size: small;"><span style="color: rgb(0, 0, 255);"><u><strong>www.wise.xmu.edu.cn/people/faculty/08638092_bbe9_41c1_8db5_8ba6d5e43f87.html</strong></u></span></span></a></p>

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