Séminaire de Mathématiques Financières

ENSIIE, 15 Octobre 2015
14h:   Mihail ZERVOS (London School of Economics)

15h:   Carlos SGARRA (Politecnico di Milano)

Optimal Investment in Markets with Over and Under-Reaction to Information 
16h:    Coffe break

16h30: Hao XING (London School of Economics)

Consumption investment optimization with Epstein-Zin utility

Contact: sergio.pulidonino(at)ensiie.fr 

ENSIIE, 1 square resistance, EVRY 
RER: Evry Courcouronnes