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
Venue:
ENSIIE, 1 square resistance, EVRY
RER: Evry Courcouronnes