CF Weekly Workshop - Optimal contracts in incomplete markets with maturity-independent utilities by Ezequiel Antar
May 22, 2012
from 05:00 PM to 06:00 PM
|Where||Sidgwick Hall, Newnham College|
|Contact Name||Sheryl Anderson|
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Optimal contracts in incomplete markets with maturity-independent utilities
In this presentation we look at different problems in incomplete markets using maturity-independent utilities, including portfolio optimization and the design of optimal contracts between agents.