In partnership with the "Simion Stoilow" Institute of Mathematics of the Romanian Academy
June 27 - 30, 2013
Alba Iulia, Romania
Website
Tuesday, 20 December 2011
Sunday, 4 December 2011
Wednesday, 23 November 2011
Thursday, 10 November 2011
Monday, 17 October 2011
Probability, Control and Finance
A conference in honor of the 60th birthday of Ioannis Karatzas
June 4-8, 2012.
Columbia University
New York, New York, USA
Website
June 4-8, 2012.
Columbia University
New York, New York, USA
Website
Wednesday, 5 October 2011
Monday, 3 October 2011
Thursday, 1 September 2011
Saturday, 2 July 2011
Variational Inequalities, Obstacle and Free Boundary Problems in Mathematical Finance
September 2 to December 13, 2011
Fall 2011 graduate course
Rutgers, The State University of New Jersey, New Brunswick/Piscataway, NJ
Website
Fall 2011 graduate course
Rutgers, The State University of New Jersey, New Brunswick/Piscataway, NJ
Website
Friday, 1 July 2011
Sunday, 26 June 2011
Tuesday, 14 June 2011
Friday, 20 May 2011
Monday, 16 May 2011
Saturday, 23 April 2011
Thursday, 14 April 2011
Monday, 4 April 2011
Saturday, 26 March 2011
Friday, 4 March 2011
Tuesday, 22 February 2011
Rutgers Mathematical Finance and Partial Differential Equations Conference 2011
The Heldrich Hotel
Neighboring the campus of Rutgers University, New Brunswick, New Jersey
Friday, November 4, 2011
Website
Neighboring the campus of Rutgers University, New Brunswick, New Jersey
Friday, November 4, 2011
Website
Monday, 24 January 2011
Sunday, 23 January 2011
Tuesday, 4 January 2011
Month-End Recap, Dec 2010
As usual, this is not investment advice and should not be construed as such.
I am currently 90% invested, as follows:
62% Agricultural commodities
10% Other commodities
12% Emerging market equities
06% Miscellaneous equities
10% Cash
My largest position continues to be in soybeans, followed by sugar.
Although my net exposure hasn't changed from last month, I've redone my allocations somewhat. Most tangibly, I've continued to sell EM equities into weakness, while adding to my exposure in grains and softs. Both switches worked out well. Looking ahead, I hope not to make any major portfolio changes for at least a few months.
As for performance: December was a very good month to end what was a very good year for my portfolio. I ended the year at my high-water mark, which is always gratifying. Even more gratifying is the fact that I handily beat pretty much every benchmark imaginable -- MSCI World, S&P 500, GSCI, CRB, Gold, Oil, RJA, Barc Agg Bond, CSHFI, you name it -- without taking on any leverage or illiquidity. Here's hoping 2011 brings more of the same!
I am currently 90% invested, as follows:
62% Agricultural commodities
10% Other commodities
12% Emerging market equities
06% Miscellaneous equities
10% Cash
My largest position continues to be in soybeans, followed by sugar.
Although my net exposure hasn't changed from last month, I've redone my allocations somewhat. Most tangibly, I've continued to sell EM equities into weakness, while adding to my exposure in grains and softs. Both switches worked out well. Looking ahead, I hope not to make any major portfolio changes for at least a few months.
As for performance: December was a very good month to end what was a very good year for my portfolio. I ended the year at my high-water mark, which is always gratifying. Even more gratifying is the fact that I handily beat pretty much every benchmark imaginable -- MSCI World, S&P 500, GSCI, CRB, Gold, Oil, RJA, Barc Agg Bond, CSHFI, you name it -- without taking on any leverage or illiquidity. Here's hoping 2011 brings more of the same!
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