Seminar series
Date
Fri, 06 May 2016
Time
13:00 -
14:30
Location
L6
Speaker
Johannes Ruf
Organisation
UCL
In the first part of the talk I will review Bob Fernholz' theory of functionally generated portfolios. In the second part I will discuss questions related to the existence of short-term arbitrage opportunities.
This is joint work with Bob Fernholz and Ioannis Karatzas