Il giorno mercoledì 22 febbraio alle ore 16.00 presso la Aula Seminari 4026 del DISMEQ, al IV piano dell'edificio U7, il dott. Matteo Burzoni dell' ETH di Zurigo terrà un seminario su

Viability in financial markets determined by preferences

Abstract
We model a financial market starting from preferences of individual agents defined on a set of contracts. The concepts of negligible and relevant are derived from such preferences and they are not necessarily of a probabilistic nature. We provide a framework to study arbitrage and viability in this setting. We then specialize the results to discrete time financial markets. This is a joint work with Frank Riedel and Mete Soner.

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Prof. Fabio Bellini
Department of Statistics and Quantitative Methods
University of Milano-Bicocca
Via Bicocca degli Arcimboldi 8, 20126 Milano
0039-2-64483119
http://www.economia.unimib.it/bellini
http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it