Chantal Labbe, Ph.D.

2004 University of Waterloo, Waterloo, ON, Canada 
Finance, Statistics
"Chantal Labbe"


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Andrew Heunis grad student 2004 University of Waterloo
 (Contributions to the theory of constrained portfolio optimization.)
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Labbé C, Sendov HS, Sendova KP. (2011) The Gerber-Shiu function and the generalized Cramér-Lundberg model Applied Mathematics and Computation. 218: 3035-3056
Labbé C, Heunis AJ. (2009) Conjugate duality in problems of constrained utility maximization Stochastics An International Journal of Probability and Stochastic Processes. 81: 545-565
Labbé C, Heunis AJ. (2007) Convex duality in constrained mean-variance portfolio optimization Advances in Applied Probability. 39: 77-104
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