Ting Wong, University of Toronto

Research

capital distribution displacement interpolation divergence information geometry optimal rebalancing optimal transport robust and model-independence finance statistical manifold

Latest funding

Portfolio theory, optimal transport and information geometry
NSERC · 2019 · Principal investigator
$138,000

All 1 grants and awards

Portfolio theory, optimal transport and information geometry

Principal investigatorNSERC2019Discovery Grants Program - Individual

Principal investigators: Wong, Ting Kam Leonard

Keywords: optimal transport; stochastic portfolio theory; information geometry; optimal rebalancing; robust and model-independence finance; universal portfolio; displacement interpolation; capital distribution; divergence; statistical manifold

$138,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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Mention their NSERC grant from 2019

Subject: Prospective PhD student: capital distribution Dear Professor Wong, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on capital distribution connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your NSERC-funded project "Portfolio theory, optimal transport and information geometry" (2019), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]