Humboldt Distinguished Lecture Series in Applied Mathematics

10. June 2013 - 11. June 2013
Lecture Series
RUD 25, Room 1.115
Xunyu Zhou

This lecture series is intended for graduate students in mathematics and economics. This year it is given by a pioneer in stochastic optimization and renowned  financial mathematician. The talks take place

June 10th; 16:oo - 17:oo and 17:30 - 18:3o;
 Johann v. Neumann Haus; Room 1.115

June 11th, 16:00 - 17:oo and 17:30 - 18:3o;
Johann v. Neumann Haus; Room 1.115.

Topics covered include, but are not limited to:

Introduction to Behavioural Finance: Expected utility theory, expected utility theory challenged, behavioural theories - RDUT, CPT and SP/A.

Behavioural Portfolio Choice: Models, quantile formulation, solutions, continuous time and time inconsistency   

Market Equilibrium and Asset Pricing under RDUT: An Arrow-Debreu economy, individual optimality, representative agent, CCAPM and interest rate, equity premium and risk-free rate puzzles


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