Fall 2003 Schedule
Dec 17 Salam Abdus TBA
Dec. 12 Umut Keskin Matching Theory
Nov. 14 Shino Takayama Bid-Ask Spreads
Nov. 7 Boris Grochulski Inequality
Oct. 24 Florin Bidian Fragility of Bubbles
Oct. 17 Yuzhe Zhang APS Counterexample
Oct. 15 Camelia Bejan Production decisions under uncertainty, and financial innovation (2:00pm-3:30pm, Blegen Hall 145)
Oct. 3 Hengjie Ai Risk Aversion without Independence Axiom
Sept. 26 Adam Galambos New Developments in Revealed Preference in Game Theory
Sept. 19 Han Ozsoylev Knowing Thy Neighbor
Sept. 12 David Benjamin Fast Bargaining and Bankruptcy
Spring 2003 Schedule
Jun. 12
Han Ozsoylev Knowing Thy Neighbor: Rational Expectations and Social Interaction in Financial Markets, @ Heller Hall 969, 12:00pm
Apr 25 Mehmet Barlo Incorporating Strategic Behavior in Non-Atomic Games
Apr 18 Roberto Monte Bayesian-Nash Linear Equilibria for Insider Trading in Continuous Time
Apr 11 Adam Galambos Revealed Preference in Game Theory
Apr 4 Adrian Peralta-Alva Accuracy properties of the statistics from numerical simulations
Mar. 14
Han Ozsoylev Knowing Thy Neighbor: Rational Expectations Equilibrium when Traders are Not Anonymous
Mar. 7 Florin Bidian On the Fragility of Bubbles
Feb. 28
Yuzhe Zhang Stochastic Optimal Growth: a Non-Density Approach
Feb. 14
Borys Grochulski On Equilibrium with Asymmetric Information
Feb.7
Camelia Bejan and Jan Werner Rabin's paradox, or is there one?
Fall 2002 Schedule Dec. 4
Tetsuya Adachi Optimal consumption and portfolio decisions with jump risk
Nov. 27
Han Ozsoylev Social Coordination and Interaction Paterns
Nov. 2
Camelia Bejan Limit points of Cournot-Walras equilibria Oct. 25
Borys Grochulski On Efficient Distribution under Private Information Oct. 18
Patrick Leoni Does Speculative Trade Disappear as Beliefs Become Correct? Oct. 11
Mehmet Barlo Time-Dependent Bounded-Recall Equilibria in Discounted Repeated Games. Oct. 4
Han Ozsoylev Asymmetry and Self-fulfilling Nature of Crashes and Frenzies. Sep. 27
Koji Kusuda General Equilibrium, CAPM, and Option Pricing Under Jump-Diffusion Uncertainty. Sep. 20
Adrian Peralta-Alva A Quantitative Study of the Impact of Technological Change on the Stock Market in the Mid 1970's Sep. 16
Adam Galambos Revealed preference and Game Theory
Spring 2002 Schedule
May 10 -12
Spring 2002 NBER Conference on General Equilibrium Theory May 3
Koji Kusuda CCAPM and option pricing under jump-diffusion uncertainty Apr. 26
Mehmet Barlo Equilibria in Nonatomic Games Apr. 19
Camelia Bejan Equilibrium with Financial Innovation Apr. 5
Gui Carmona Monetary Trading as an Optimal Social Institution Mar. 29
Thorsten Koeppl Decentralization of Optimal Allocations with Endogenous Choice of Enforcement Mar. 15
Han Ozsoylev Asymmetry of Bull Markets and Bear Markets Mar. 8
Adam Galambos Revealed preference and implementation theory Feb. 22
Borys Grochulski Optimal Bankruptcy Code Feb. 15
Paul Kramp Optimal IPO pricing in a model with cascades Feb. 8
Jan Werner and Adam Galambos Aversion to Mean-Independent Risk for Expected Utility with Multiple Priors. Feb. 1
Jan Werner What's wrong with expected utility?
Fall 2001 Schedule
Nov. 16
Camelia Bejan The objective of the firm Nov. 9
Mehmet Barlo Coalition Proofness in Principal Agent Models Nov. 2
Patrick Leoni Does competition in financial markets force agents to make accurate predictions? Oct. 26
Han Ozsoylev Speculation, Fundamentals and Market Crashes Oct. 12
Thor Koeppl 'Risk Sharing with Endogenous Enforcement' Sept.28
Adam Galambos 'Revealed Preference in Game Theory' Sept.21
Jin Kim 'Consortium with Vickrey Bidding Assignment' Sept.14
Gui Carmona 'A Simple Proof of Theorem 1 of Harris, C. (1985), "Existence and Characterization of Perfect Equilibrium in Games of perfect Information", Econometrica, 53, 613-628.