Asset pricing with heterogeneous agents
CMSA Room G10 CMSA, 20 Garden Street, Cambridge, MA, United StatesMember Seminar Speaker: Sergiy Verstyuk, Harvard CMSA Title: Asset pricing with heterogeneous agents Abstract: This talk will introduce the basics of continuous-time finance, discuss important existing theories and models, as well as present some new asset pricing results in a setting with many heterogeneous investors. (Joint work with Puskar Mondal.)