LECTURE AUDIO AND SLIDES

Portfolio Selection under Model Uncertainty: A Penalized Moment-Based Optimization Approach
Jonathan Li
University of Toronto

This web presentation contains the audio and slides of a lecture given at the Fields Institute on October 3, 2011 as part of the Industry-Academic Workshop on Optimization in Finance and Risk Management.

Listen to audio presentation:

• Ogg Vorbis format (downloadable too; right-click to download)

• MP3 format (downloadable too; right-click to download)

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You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

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