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CF Weekly Workshop - Optimal contracts in incomplete markets with maturity-independent utilities by Ezequiel Antar

When May 22, 2012
from 05:00 PM to 06:00 PM
Where Sidgwick Hall, Newnham College
Contact Name
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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.

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