Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims
Georgy Chabakauri (London School of Economics, United Kingdom),
- TI Finance Research Seminars
Georgy Chabakauri (London School of Economics, United Kingdom),
Joseph Fan (The Chinese University of Hong Kong)
Adrien Verdelhan (Massachusetts Institute of Technology, United States)
Dagfinn Rime (BI Norwegian Business School, Norway)
Christopher Polk (London School of Economics, United Kingdom)
Ricardo Reis (then Columbia University)
Shmuel Baruch (University of Utah, United States)
Ruediger Fahlenbrach (École Polytechnique Fédérale de Lausanne, Switzerland)
Jeffrey Pontiff (Boston College, United States)
Evren Örs (HEC School of Management, France)
Vyacheslav Fos (University of Illinois at Urbana-Champaign, United States)
Fabio Trojani (University of Lugano, Switzerland)
Martin Oehmke (Columbia University, United States)
Lukas Schmid (Duke University, United States)
Radhakrishnan Gopalan (Washington University in St. Louis, United States)
Carole Comerton-Forde (University of Melbourne, Australia)
Jean-Noël Barrot (Massachusetts Institute of Technology, United States)
Grigory Vilkov (Frankfurt School of Finance and Management, Germany)
Byoung-Hyoun Hwang (Cornell University, United States)
Itzhak Ben David (Ohio State University, United States)