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“随机微分方程前沿国际研讨会”第55期: On the Optimal Portfolio Choice Problem with Partial Information and Related Mean Field Games with Relative Performance Criteria
- 来源：
- 学校官网
- 收录时间：
- 2026-06-02 03:01:55
- 时间：
- 2026-06-12 19:30:00
- 地点：
- 报告人：
- Thaleia Zariphopoulou
- 学校：
- 山东大学
- 关键词：
- stochastic differential equations, portfolio choice, partial information, mean field games, relative performance, quantitative finance
- 简介：
- This talk focuses on the optimal portfolio choice problem under partial information and its connection to mean field games with relative performance criteria.
- -/- 113
报告介绍：
“随机微分方程前沿国际研讨会”第55期: On the Optimal Portfolio Choice Problem with Partial Information and Related Mean Field Games with Relative Performance Criteria
报告人介绍：
Thaleia Zariphopoulou holds the Presidential Chair of Mathematics and the V.F. Neuhaus Professorship of Finance at the University of Texas at Austin. Previously, she was the Laun Professor at the University of Wisconsin, Madison and from 2009-2012, the first holder of the statutory Oxford-Man Chair in Quantitative Finance at the Mathematical Institute, University of Oxford. She is an associate faculty member of the Oxford-Man Institute of Quantitative Finance. Her research interests include valuation in incomplete markets, portfolio choice, mean field games, robo-advising, forward utilities and information acquisition.
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