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Stochastic Portfolio Theory and Related topics

“Stochastic Portfolio Theory and Related topics” will be held on May 8th, Friday and May 9th, Saturday 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.

Invited speakers
◦Robert Fernholz
◦Ricardo Fernholz
◦David Hobson
◦Tomoyuki Ichiba
◦Matt Lorig
◦Kostas Kardaras
◦Johannes Muhle-Karbe
◦Julien Reygner
◦Johannes Ruf
◦Mykhaylo Shkolnikov

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