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Monthly Archives: June 2007

Conferences

Allocation optimale mean-VaR

20/06/2007 Arthur Charpentier Leave a comment

Cette semaine, je ferais un exposé aux XXXVIVe Journées de statistiques à Angers sur l’allocation optimale sous contrainte de VaR, et je serais chairman de la session Risk Management.

Slides angers-sfds from Arthur Charpentier
portefeuilleVaR
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Freakonometrics

Some sort of unpretentious (academic) blog, by a surreptitious economist and born-again mathematician. A blog activist, and an actuary, too. Always curious. Because academics are probably more than the sum of our publication lists, grants and conference talks...

Used to live in Paris and Rennes (France), Leuven (Belgium), Hong-Kong (China). Now professor and researcher in Montréal (Canada). ENSAE ParisTech & KU Leuven Alumni

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