Weekly Calendar of Seminars, Talks, and Events
Department of Mathematics & Statistics
Jump to Colloquium Announcement.
Bowling Green State University
April 15 - 21, 2002
Monday, April 15, 2002
Tuesday, April 16, 2002
9:30 AM Undergraduate Committee Meeting 400 MSc
10:30 AM Advisory Committee Meeting
12:00 PM Analysis Seminar 447 MSc
Dr. Neal L. CAROTHERS, BGSU
ABSTRACT: A classical theorem, due to Minkowski,
states that each point in a compact, convex subset
of a finite dimensional normed space can be written
as a convex combination of the extreme points of
the convex set. That is, each point is a "weighted
average" of the extreme points. We will discuss a
generalization, due to Choquet, which replaces this
discrete weighted average by an integral average
(with respect to some probability measure). This
is relatively high end stuff with 766 as prerequisite.
3:30 PM Department Meeting (Tenure/Tenure-Track)
Wednesday, April 17, 2002
2:30 PM Lukacs Lecture 459 MSc
Professor Hung T. Nguyen, Visiting Dist. Lukacs Prof.
New Mexico State University & Bowling Green St Univ.
"Probabilistic Reasoning and Computational Information"
3:30 PM Algebra Seminar 459 MSc
Thursday, April 18, 2002
11:30 AM Buildings (Groups and Geometries) Seminar
Friday, April 19, 2002
2:30 PM Probability/Statistics Group Meeting
3:30 PM COLLOQUIUM 459 MSc
Dr. Victor T. NORTON, Jr., BGSU
"The Geometry of Risk and Reward: An Application of
Euclidean Linear Algebra"
ABSTRACT: We adopt a geometric view of Markowitz's and
Sharpe's mean-variance theory of portfolio choice. Our model
posits that expected reward is a linear function of risk. This
axiom is generally true after singular value reduction of data.
The Sharpe-optimal long portfolio leads to an investment
strategy that appears to have considerable merit.