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Cambridge Finance

 

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.

Date: 
Tuesday, 22 May, 2012 - 17:00 to 18:00
Contact name: 
Sheryl Anderson
Contact email: 
Subject: 
Event location: 
Sidgwick Hall, Newnham College
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