LECTURE SLIDES

September 19, 2014

Risk Management of Portfolios by CVaR Optimization
Thomas F. Coleman
University of Waterloo

This web presentation contains the slides of a lecture given at the Fields Institute on October 4, 2011 as part of the Fields Industrial Optimization Seminar.

You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

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