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
Real Options, Irreversible Investment, Technical Uncertainty, Learning
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real option, investment under uncertainty, technical uncertainty, irreversibility, Markov chains.
Active Portfolio Management, Convex Analysis, Stochastic Portfolio Theory, Growth Optimal Portfolio, Hidden Markov Models, Partial information, Machine Learning
