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Fri Oct 16 2026 at 11:30 am to 01:00 pm UTC-04:00

Portfolio Optimization: Continuous Models (Stock Markets)

  • Mathematics Hall, 203 · New York
  • From USD 0.00
Columbia MA Statistics Department Publisher / Host Columbia MA Statistics Department
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Portfolio Optimization: Continuous Models (Stock Markets)
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Join us for a workshop with Jan Vecer on Portfolio Optimization through Information Theory: Continuous Models (Stock Markets)
About this Event

Jan Vecer is a faculty member at Charles University in Prague and a Visiting Professor at the Frankfurt School of Finance & Management. He received his Ph.D. in mathematical finance from Carnegie Mellon University in 2000 and served on the faculty of Columbia University from 2001 to 2010. His research and publications span quantitative finance, portfolio choice, derivative pricing, and the connections between financial markets, statistics, and information theory. Alongside his academic work, he has developed market-making bots for prediction and energy markets. He is the author of the forthcoming book Principles of Portfolio Choice: An Information-Theoretic, Likelihood-Based Perspective (Chapman & Hall/CRC).

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Mathematics Hall, 203, 2990 Broadway, New York, United States

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