Methods of Optimal Portfolio Construction with Target Returns and Downside Risk Aversion
Funder: EPSRC Case Award with OptiriskDuration: October 2010 - September 2013
People
| Name | Telephone | Office | ||
|---|---|---|---|---|
|
Professor Xiaohui Liu Professor - Computing (Principal investigator)
T: +44 (0)1895 265989
E: xiaohui.liu@brunel.ac.uk |
+44 (0)1895 265989 | xiaohui.liu@brunel.ac.uk | Wilfred Brown Building 218 |