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Archive for April 12th, 2017

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New Events

Financial/Actuarial Mathematics

Crashes & Bubbles: A Heterogeneous Agent Model with Transaction Costs & Learning

N Investors trade in a single risky asset over a finite time horizon. Trades are executed at prices observed by all investors. While no...

Financial/Actuarial Mathematics

The risk tolerance process and the sensitivity of optimal investment and consumption

In this talk, we investigate the sensitivity of optimal trading strategies and consumption streams with respect to the current level of...

Ongoing Attractions and Exhibits