Random Portfolios and Their Use
|Date||8th November 2006|
|Time||1:00pm - 2:00pm|
|Venue||ICMA Centre, Room G03/04|
Prior to that he spent 4 years at Citigroup in London in the Equity Research and Equity departments where he worked on quantitative models for trading and risk measurement. Before entering finance Patrick was a lead developer of S-PLUS in its early days. He has a PhD in Statistics from the University of Washington in Seattle.