jonli.net

Jonathan Yumeng Li

Telfer School of Management, University of Ottawa. MASc - McMaster University. Email : Jonathan.li at telfer dot uottawa dot ca. I am interested in the interplay between (mostly convex) optimization theory and risk theory, which provides the basis for understanding the structure of risk-averse solutions and improving the efficiency of finding the solutions. Topics related to this include (distributionally) robust optimization, convex risk measures, and preference robust optimization. V237(1), 41-75, 2016.

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Jonathan Yumeng Li | jonli.net Reviews

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Telfer School of Management, University of Ottawa. MASc - McMaster University. Email : Jonathan.li at telfer dot uottawa dot ca. I am interested in the interplay between (mostly convex) optimization theory and risk theory, which provides the basis for understanding the structure of risk-averse solutions and improving the efficiency of finding the solutions. Topics related to this include (distributionally) robust optimization, convex risk measures, and preference robust optimization. V237(1), 41-75, 2016.

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1 navigation

2 untitled

3 jonathan yu meng li

4 assistant professor

5 university of toronto

6 about my research

7 technically speaking

8 working papers

9 publications

10 management science

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Jonathan Yumeng Li | jonli.net Reviews

https://jonli.net

Telfer School of Management, University of Ottawa. MASc - McMaster University. Email : Jonathan.li at telfer dot uottawa dot ca. I am interested in the interplay between (mostly convex) optimization theory and risk theory, which provides the basis for understanding the structure of risk-averse solutions and improving the efficiency of finding the solutions. Topics related to this include (distributionally) robust optimization, convex risk measures, and preference robust optimization. V237(1), 41-75, 2016.

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Jul 2, 2016, 9:54 PM. Jonathan Li edited Home. Jun 3, 2015, 7:22 PM. Jonathan Li edited Home. Feb 4, 2015, 2:33 PM. Jonathan Li edited Home. Jan 30, 2015, 3:49 PM. Jonathan Li edited Home. Jan 30, 2015, 3:41 PM. Jonathan Li edited Home. Jan 30, 2015, 3:38 PM. Jonathan Li edited Home. Jan 30, 2015, 3:35 PM. Jonathan Li edited Home. May 31, 2014, 6:41 PM. Jonathan Li edited Home. May 31, 2014, 6:41 PM. Jonathan Li edited Home. May 13, 2014, 6:33 AM. Jonathan Li edited Home. Aug 27, 2013, 8:56 AM.

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optimization-in-finance.ca

Organizers | Industrial-Academic Workshop on Optimization in Finance and Risk Management

http://www.optimization-in-finance.ca/organizers

Industrial-Academic Workshop on Optimization in Finance and Risk Management. October 5-6, 2015, Fields Institute, Toronto. Thomas R. Hurd. Jonathan Y. Li. Global Risk Management, Scotiabank. Risk Analytics, IBM. Treasury and Balance Sheet Management, TD Bank Group. Industrial-Academic Workshop on Optimization in Finance and Risk Management. Designed by Oleksandr Romanko.

optimization-in-finance.ca

Organizers | Industrial-Academic Workshop on Optimization in Finance and Risk Management

http://www.optimization-in-finance.ca/organizers-2013

Industrial-Academic Workshop on Optimization in Finance and Risk Management. October 5-6, 2015, Fields Institute, Toronto. Risk Analytics, IBM. Jonathan Y. Li. Thomas R. Hurd. Industrial-Academic Workshop on Optimization in Finance and Risk Management. Designed by Oleksandr Romanko.

optimization-in-finance.ca

Workshop 2013 | Industrial-Academic Workshop on Optimization in Finance and Risk Management

http://www.optimization-in-finance.ca/workshop-2013

Industrial-Academic Workshop on Optimization in Finance and Risk Management. October 5-6, 2015, Fields Institute, Toronto. The workshop was hosted by Fields Institute. And co-hosted by Center for Financial Engineering. At University of Toronto. The workshop was organized with support from IBM Business Analytics. Fields Industrial Optimization Seminar Series. And Canadian Operational Research Society. The workshop web-page at Fields Institute can be found here. Monday-Tuesday, September 23-24, 2013.

optimization-in-finance.ca

Optimization in Finance | Industrial-Academic Workshop on Optimization in Finance and Risk Management

http://www.optimization-in-finance.ca/optimization-in-finance

Industrial-Academic Workshop on Optimization in Finance and Risk Management. October 5-6, 2015, Fields Institute, Toronto. December 5, 2012. The workshop was hosted by Fields Institute. And co-hosted by Department of Mechanical and Industrial Engineering. At University of Toronto. The workshop was organized with support from IBM Analytics. And Canadian Operational Research Society. The workshop web-page at Fields Institute can be found here. The slides and audio of all talks can be found here.

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jonli.net

Jonathan Yumeng Li

Telfer School of Management, University of Ottawa. MASc - McMaster University. Email : Jonathan.li at telfer dot uottawa dot ca. I am interested in the interplay between (mostly convex) optimization theory and risk theory, which provides the basis for understanding the structure of risk-averse solutions and improving the efficiency of finding the solutions. Topics related to this include (distributionally) robust optimization, convex risk measures, and preference robust optimization. V237(1), 41-75, 2016.

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