Event Calendar for Frank H. T. Rhodes Hall

January 15 - 21, 2017

Tuesday, January 17, 2017

ORIE Colloquium: Antoine Desir (Columbia) - A Markovian Approach to Choice Modeling and Assortment Optimization

ORIE Colloquium: Antoine Desir (Columbia) - A... 1/17/2017 4:15pm

Seminar / College of Engineering, Operations Research and Information Engineering

Which set of products should be offered to arriving consumers to maximize expected revenue? This is a core revenue management problem known as assortment...

Frank H. T. Rhodes Hall, 253  

Wednesday, January 18, 2017

ORIE Colloquium: Likuan Qin (Northwestern) - The Recovery Theorem and Long-Term Factorization of the Pricing Kernel

ORIE Colloquium: Likuan Qin (Northwestern) -... 1/18/2017 4:15pm

Seminar / College of Engineering, Operations Research and Information Engineering

Ross (2015) proposed a recovery theorem which uses prices of contingent claims to recover market’s expectations about underlying asset returns. His work...

Frank H. T. Rhodes Hall, 253