Oct 24 - Oct 25, 2014

University of California, Los Angeles
Anderson School of Management
Los Angeles, CA

Organizers: Daniel Andrei (UCLA), Bruce Carlin (UCLA), and Barney Hartman-Glaser (UCLA)


11th Members Meeting of the Finance Theory Group

Schedule

Friday, October 24, 2014
12:00pm − 1:30pm Lunch
1:30pm − 2:30pm Asset Management Contracts and Equilibrium Prices
by Andrea Buffa, Dimitri Vayanos, and Paul Wooley
2:30pm − 2:50pm Break
2:50pm − 3:50pm Equilibrium Fast Trading 
by Bruno Biais, Thierry Foucault, and Sophie Moinas
3:50pm − 4:10pm Break
4:10pm − 5:30pm Best job-market paper awards and business meeting
7:00pm Dinner in small groups
Saturday, October 25, 2015
8:30am − 9:00am Coffee and Light Refreshments
9:00am − 10:00am Heterogeneity in Decentralized Asset Markets 
by Julien Hugonnier, Benjamin Lester, and Pierre-Olivier Weill
10:00am − 10:15am Break
10:15am − 11:15am A Closer Look at the Aumann-Serrano and Foster-Hart Measures of Riskiness
by Chew Soo Hong and Jacob S. Sagi
11:15am − 11:30am Break
11:30am − 12:30pm Breakthroughs, Deadlines, and Severance: Contracting of Multistage Projects  
by Brett Green and Curtis R. Taylor
12:30pm − Lunch

 

Participants