{"id":156,"date":"2013-10-21T18:03:31","date_gmt":"2013-10-21T18:03:31","guid":{"rendered":"http:\/\/pages.charlotte.edu\/probability-seminar\/?p=156"},"modified":"2013-10-21T18:03:31","modified_gmt":"2013-10-21T18:03:31","slug":"wednesday-oct-16-2013-at-200pm-in-fretwell-379-math-conference-room","status":"publish","type":"post","link":"https:\/\/pages.charlotte.edu\/probability-seminar\/blog\/2013\/10\/21\/wednesday-oct-16-2013-at-200pm-in-fretwell-379-math-conference-room\/","title":{"rendered":"Wednesday, Oct. 16, 2013 at 2:00PM in Fretwell 379 (Math Conference Room)"},"content":{"rendered":"<div>\n<p><a href=\"http:\/\/math2.uncc.edu\/~mgrabcha\/\">Michael Grabchak<\/a>, UNC Charlotte<\/p>\n<p><i>Title: A Short Tutorial on Multivariate Stable Distributions<br \/>\n<\/i><\/p>\n<\/div>\n<p>Abstract:\u00a0 Eugene Fama was awarded the Nobel prize in economics this year.\u00a0 He (along with Benoit Mandelbrot) pioneered the use of stable distributions in financial applications.\u00a0 I will define stable distributions and give some of their properties.\u00a0 I will then discuss a simple procedure for portfolio selection when all financial assets follow a multivariate stable distribution.\u00a0 This talk covers classical material and is particularly aimed at graduate students.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Michael Grabchak, UNC Charlotte Title: A Short Tutorial on Multivariate Stable Distributions Abstract:\u00a0 Eugene Fama was awarded the Nobel prize in economics this year.\u00a0 He (along with Benoit Mandelbrot) pioneered the use of stable distributions in financial applications.\u00a0 I will define stable distributions and give some of their properties.\u00a0 I will then discuss a simple [&hellip;]<\/p>\n","protected":false},"author":16,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[7],"tags":[],"class_list":["post-156","post","type-post","status-publish","format-standard","hentry","category-probability_seminar"],"_links":{"self":[{"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/posts\/156","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/users\/16"}],"replies":[{"embeddable":true,"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/comments?post=156"}],"version-history":[{"count":1,"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/posts\/156\/revisions"}],"predecessor-version":[{"id":157,"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/posts\/156\/revisions\/157"}],"wp:attachment":[{"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/media?parent=156"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/categories?post=156"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/tags?post=156"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}