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Reminder: Knightian Uncertainty in Finance Financial Econometrics Research Centre, ESRC Evolving Macro Economy Programme and ESRC Money, Macro, Finance Study Group at City University Business School Friday 22st March 2002 12.30 Registration and Coffee 1.00-2.00 Pascal Maenhout (INSEAD) Robust Portfolio Rules, Hedging and Asset Pricing, 2.00-3.00 Fabio Trojani(Lugano) Risk, Robustness and Knightian Uncertainty in Continuous time, Heterogeneous agents, Financial Equilibria 3.00-3.30 TEA 3.30-4.30 Marcello Basili (University of Siena ) Knightian Uncertainty Causes Price Intervals in Financial Markets 4.30-5.30 Soosung Hwang (CUBS) Assessing the Merits of Rank-Based Optimisation for Portfolio Construction Room 1216 Frobisher Crescent, The Barbican, London, EC2Y 8HB Further details and papers will be available at http://www.business.city.ac.uk/ferc Space is limited so prior registration is required by email to [log in to unmask] The second-class train travelling expenses of UK-based academics and PhD students will be paid by the MMF. Please sign the attendance sheet and obtain a claim form at the seminar. MMF web site: http://www.york.ac.uk/res/mmf/index.html