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
|