| When |
May 22, 2012
from 05:00 PM to 06:00 PM |
|---|---|
| Where | Sidgwick Hall, Newnham College |
| Contact Name | Sheryl Anderson |
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Title:
Optimal contracts in incomplete markets with maturity-independent utilities
Abstract:
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.
