| 09:25-09:50 |
Veronica Mammetti, Giacomo Morelli |
Portfolio Optimization with Higher Moments-to-Expected Regret of Drawdown |
Stavros Zenios |
Portfolio Strategies |
| 09:50-10:15 |
Stavros Zenios, Giovanni Pagliardi, Somayye Lotfi |
Hedging political risk under ambiguity |
Martin Branda |
Portfolio Strategies |
| 10:15-10:40 |
David Neděla, Tomáš Tichý |
Systemic Risk Detection Using Entropy Approach in Portfolio Selection Strategy |
Loretta Mastroeni |
Portfolio Strategies |
| 10:40-11:05 |
Martin Branda, Monika Kalatová |
Penalty Method for Cardinality Constrained Optimization Problems with an Application in Portfolio Theory |
|
Portfolio Strategies |