“Sharp Sensitivity Bounds for Markowitz Portfolio Optimization”
📣 HAPPENING ON FRIDAY, March 6, 2026. 4:00 PM, at the Judith R. Duavit-Vasquez and Class of 1984 Lecture Room (UPSE 105) 🎓 UPSE-PCED Friday Seminar, the first seminar in the series this March, featuring researchers from the Bangko Sentral ng Pilipinas Research Academy. 🧠📚💡Abstract: We derive sharp bounds on the sensitivity of Markowitz-optimal portfolio […]