Topics

The list of the topics to be covered during the workshop includes, but not limited to:

■ Modeling and optimization in finance and risk management
■ Large-scale financial optimization
■ Optimization algorithms and software
■ Stochastic optimization
■ Robust optimization
■ Multi-objective optimization
■ Portfolio selection and management
■ Modeling different types of risk
■ Optimizing risks in risk management
■ Asset and liability management
■ Asset pricing and index funds
■ Capital budgeting and allocation