Investing and Stopping, and Firms, Banks and Households
- đ¤ Speaker: Moritz Duembgen and Pawel Zaczkowski (U. of Cambridge)
- đ Date & Time: Monday 04 June 2012, 13:30 - 14:30
- đ Venue: CMS, MR14
Abstract
Moritz and Pawel will each give a short talk.
Moritz, Investing and Stopping:
In this talk we will look at an equivalence of optimal investment and optimal stopping problems and relate it to the hedge fund manager’s incentivisation problem.
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Pawel, Firms, Banks and Households:
We set up and analyse a continuous-time equilibrium model with firms, households and a bank. The model allows us to study the inter-relation of production, consumption, levels of working, interest rates, debt, inflation and wage levels.
Series This talk is part of the Statistical Laboratory Graduate Seminars series.
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Monday 04 June 2012, 13:30-14:30