教育部人文社科重点研究基地中央财经大学中国精算研究院学术活动
精算论坛讲座第141期-Jun Cai (6月13日)
报告题目：
Risk measures with applications in optimal investment portfolioselections for safety-first investors
报告时间：2018年6月13日(周三)上午10:00—11:00
报告人：
Professor Jun Cai
Department ofStatistics and Actuarial Science, University of Waterloo, Canada
摘要：
In this talk, we review the new riskmeasures recently developed for controlling downside risks and present theapplications of the new risk measures in optimal investment portfolioselections for safety-first investors. We use the real data from the New YorkStock Exchange (NYSE) to show that the new risk measures can effectivelycontrol downside risks of investment portfolios and perform betterthan the classical risk measures such as TVaR in a volatile market. Thistalk is based on joint works with Tiantian Mao and MaochaoXu.
报告地点：中央财经大学学术会堂南楼506（精算院会议室）
欢迎各位老师和同学积极参加！
