Mateus Waga

Speaker

• Robust Portfolio Optimization Meets Arbitrage Pricing Theory

  FA259 — New models and applications of data-driven optimization
  26 Jul 2024 08:30 — Parallel Session

Co-author

• Solving multistage equilibrium problems: the Krusell-Smith model

  FB109 — Advances in multi-stage stochastic programming
  26 Jul 2024 14:00 — Parallel Session