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Mathematical Finance Colloquium: Distribution-Based Optimal Asset Selling Under Ruin

Name: Mathematical Finance Colloquium: Distribution-Based Optimal Asset Selling Under Ruin
Start: 2026-03-30T14:00:00-07:00
Location: Kaprielian Hall (KAP)

Mon, 30 Mar 2026 at 14:00

Kaprielian Hall (KAP)

3620 South Vermont Avenue, 90089

Exposition Park Maps

Free entry

Indoor

About

Distribution-based optimal asset selling under ruin is explored in this Mathematics Finance Colloquium by Sixian Jin. Using the distribution-builder framework, the talk lets researchers express preferences over terminal wealth without a utility function and discusses implications for risk of ruin and asset-liquidation strategies.

VibeFormal Intellectual Professional

AudienceStudents Professionals Adults

Tagsmathematical-finance asset-selling ruin distribution-builder colloquium finance

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