100 St. George St.
Toronto, Ontario M5S 3G3
Canada
University of Toronto - Department of Statistics
Active portfolio management, Stochastic Portfolio Theory, Portfolio Optimization, Stochastic Control, Growth Optimal Portfolio, Functionally Generated Portfolios
Active Portfolio Management, Convex Analysis, Stochastic Portfolio Theory, Growth Optimal Portfolio, Hidden Markov Models, Partial information, Machine Learning
Real Options, Irreversible Investment, Technical Uncertainty, Learning