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25 июня (понедельник)


10.00 - 11.30 - Лекция No. 1 - "Introduction to Risk and Risk Measures" (T. Rockafellar)


11.30 - 12.00 - Кофе-брейк


12.00 - 13.30 - Лекция No. 2 - "Spectral Risk Measures" (T. Rockafellar)


14.30 - 16.00 - Лекция No. 3 - "Pros and Cons of Tail Risk Measures" (S. Uryasev)


16.00 - 16.30 - Кофе-брейк


16.30 - 18.00 - Лекция No. 4 - "Recent Developments in Portfolio Optimization" (S. Uryasev)


26 июня (вторник)


10.00 - 11.30 - Лекция No. 5 - "Introducing Paradigm of Fundamental Risk Quadrangle"

(T. Rockafellar)


11.30 - 12.00 - Кофе-брейк


12.00 - 13.30 - Лекция No. 6 - "Fundamental Risk Quadrangle Application to Market Analysis"

(T. Rockafellar)


14.30 - 16.00 - Лекция No. 7 - "Hedging Strategies as Partial Cases of Portfolio Optimization"

(S. Uryasev)


16.00 - 16.30 - Кофе-брейк


16.30 - 18.00 - Лекция No. 8 - "Selected Case Studies on Risk Measures Application" (S. Uryasev)


27 июня (среда)


10.00 - 11.30 - Лекция No. 9 - "Fundamental Risk Quadrangle: New Research Streamlines"

(T. Rockafellar)


11.40 - 13.00 - Лекция No. 10 - Questions and Answers Session (T. Rockafellar; S. Uryasev)