Close Menu

Events Archive

Event Archive

Jaksa Cvitanic - Division of The Humanities and Social Sciences, California Institute of Technology
Apr 16, 2019 - 11:25am to 12:45pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 103
We study the optimal design of a menu of funds by a manager who is required to use linear pricing and does not observe the beliefs of investors regarding one of the risky assets. The optimal menu involves bundling of assets and can be explicitly constructed from the solution to a calculus of... read more
Tue.
4/16/19
Jaksa Cvitanic - Division of The Humanities and Social Sciences, California Institute of Technology
Apr 15, 2019 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
We consider a stochastic tournament game in which each player is rewarded based on her rank in terms of the completion time of her own task and is subject to cost of effort. When players are homogeneous and the rewards are purely rank dependent, the equilibrium has a surprisingly explicit... read more
Mon.
4/15/19
Igor Cialenco - Department of Applied Mathematics, Illinois Institute of Technology
Apr 9, 2019 - 11:25am to 12:45pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 103
TBA
Tue.
4/9/19

Pages