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LMBP-ISM joint workshop

24–25 Oct 2025
Laboratoire de Mathématiques Blaise Pascal
Europe/Paris timezone

Contacts

Session

Session: Insurance and Risk

24 Oct 2025, 16:15
Amphi Hennequin (Laboratoire de Mathématiques Blaise Pascal )

Amphi Hennequin

Laboratoire de Mathématiques Blaise Pascal

3, place Vasarely 63178 Aubière cedex

Conveners

Session: Insurance and Risk: TBA

  • Gareth Peters (University of California Santa Barbara)

Presentation materials

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  1. 23. Assessing Portfolio Diversification via Two-Sample Graph Kernel Inference.
    Ragnar Levi Gudmundarson (Herriot WATT), Gareth W. Peters (University of California Santa Barbara)
    24/10/2025, 16:15

    In this work we seek to enhance the frameworks practitioners in asset management and wealth management may adopt to assess how different screening rules may influence the diversification benefits of portfolios. The problem arises naturally in the area of Environmental, Social, and Governance (ESG) based investing practices as practitioners need to select subsets of the total available assets...

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