Peter Forsyth
University of Waterloo
Industrial, Lunchbox Lecture
PIMS/Shell Lunchbox Lecture: Long Term Asset Allocation for the Patient Investor
Many studies have shown that the most important factor in investment success is asset allocation, as opposed to stock picking. At its most basic level, this amounts to the choice of how much to allocate to bonds and stocks.In this talk, I will...
Scientific, Seminar
Hedging Under Jump Diffusion with Transaction Costs