Seminar series
Date
Fri, 04 Jun 2010
14:15
14:15
Location
DH 1st floor SR
Speaker
Gordan Zitkovic
Organisation
UT Austin
In addition to existence, the excess-demand approach allows us to establish uniqueness and provide efficient computational algorithms for various complete- and incomplete-market stochastic financial equilibria.
A particular attention will be paid to the case when the agents exhibit constant absolute risk aversion. An overview of recent results (including those jointly obtained with M. Anthropelos and with Y. Zhao) will be given.