Conference at Columbia University
Stochastic portfolio theory is now firmly placed as one of the most exciting areas in modern mathematical economics and finance. Models and ideas from the field have branched out in several directions in mathematical finance and beyond, such as particle systems, queueing theory, stochastic analysis, and optimal transport, to name a few. The objective of this conference is to display a coherent vision of achievements and challenges in these various directions to researchers who are either working in portfolio theory and related areas or are curious about the developments.
Abstracts of talks for the invited speakers
Information for graduate students and young researchers
We have limited travel support for students and young researchers. If you would like to apply for support mention it on the registration form on the right. You will need to e-mail us an abstract for a ten minute presentation and a short letter from an academic advisor or mentor. Please send the e-mail to firstname.lastname@example.org by April 15, 2015. Students whose abstracts are selected for a presentation will receive a higher level of support than the rest.
Abstracts of talks for the student/participant speakers