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学术预告

“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

发布:山东大学融媒体中心 日期:2026年06月01日 点击数:

一、主讲人

Thaleia Zariphopoulou,美国德克萨斯大学奥斯汀分校教授

二、讲座时间

2026年6月12日(星期五)19:30-20:30

三、主办单位

山东大学数学交叉科学研究中心

《概率、不确定性与定量风险(英文)》编辑部

四、主讲人简介

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.

五、参会方式

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【供稿单位:科技期刊社     作者:李艺    责任编辑:蒋晓涵 胡昊楠】