BEGIN:VCALENDAR VERSION:2.0 PRODID:-//Drupal iCal API//EN X-WR-CALNAME:Events items teaser X-WR-TIMEZONE:America/Toronto BEGIN:VTIMEZONE TZID:America/Toronto X-LIC-LOCATION:America/Toronto BEGIN:DAYLIGHT TZNAME:EDT TZOFFSETFROM:-0500 TZOFFSETTO:-0400 DTSTART:20220313T070000 END:DAYLIGHT BEGIN:STANDARD TZNAME:EST TZOFFSETFROM:-0400 TZOFFSETTO:-0500 DTSTART:20221106T060000 END:STANDARD END:VTIMEZONE BEGIN:VEVENT UID:683bb7f900e96 DTSTART;TZID=America/Toronto:20221108T120000 SEQUENCE:0 TRANSP:TRANSPARENT DTEND;TZID=America/Toronto:20221108T130000 URL:/computer-science/events/phd-seminar-scientific-com putation-quantitative-finance-optimal-asset-allocation-during-high-inflati on SUMMARY:PhD Seminar • Scientific Computation | Quantitative Finance •\n Optimal Asset Allocation during High Inflation CLASS:PUBLIC DESCRIPTION:Summary \n\nPLEASE NOTE: THIS PHD SEMINAR WILL TAKE PLACE ONLIN E.\n\nCHENDI NI\, PHD CANDIDATE\n_David R. Cheriton School of Computer Sci ence_\n\nSUPERVISORS: Professors Yuying Li\, Peter Forsyth\n DTSTAMP:20250601T021625Z END:VEVENT END:VCALENDAR