报告题目: Robotic-advising: A dynamic mean variance approach

报告人：Min Dai, National University of Singapore （Professor of Mathematics, Director of the Center for Quantitative Finance, Deputy Director of the Risk Management Institute at the National University of Singapore）

报告包容：In this talk, we will present a dynamic mean-variance portfolio choice model that yields an investment policy consistent with the advice of financial advisors. Moroever, this model allows us to easily identify risk preference of investors and thus can be used for robotic advising. Analytical optimal policies are available even in some incomplete markets, and we also link the dynamic mean-variance criterion to CRRA (constant relative risk aversion) preferences.

报告时间：2017年11月20日（星期一），下午4:00

报告地点：瘦西湖校区38号楼103报告厅

主办单位：数学科学学院

欢迎老师和同学参加！