Abstract:
A general discrete-time framework for deriving equilibrium prices of financial assets is
proposed. It allows for heterogenous agents, unspanned random endowments and convex
trading…
ORIE Colloquium: Yehua Wei (MIT) - Understanding the Effectivness of Sparse Process Flexibility
Thursday, February 14, 2013 at 3:00pm
Frank H. T. Rhodes Hall, 253
The seminal paper of Jordan and…
Tuesday, September 10, 2013 at 4:15pm
Frank H. T. Rhodes Hall, 253
ORIE Colloquium: Eilyan Bitar (Cornell University) - Selling Random Energy
Pressing environmental problems, energy supply…
Thursday, February 16 at 4:15pm
Frank H.T. Rhodes Hall, 253
The large-scale integration of renewable energy sources is hindered by the fact that these resources are neither controllable nor…
ORIE Colloquium: Inventory Management in the Presence of Renewable Energy
Tuesday, January 31 at 4:15pm
Frank H.T. Rhodes Hall, 253
Speaker: Sachin Adlakha
Center for the Mathematics of…
ORIE Colloquium: Congestion Pricing for Service Industries
Tuesday, Jan 24, 2012 at 4:15 PM
253 Rhodes Hall
This joint work with Georgia Perakis has received 2nd Prize in INFORMS 2011 Service…
Friday, April 27, 2012
253 Rhodes Hall
Stock market crashes like those in October 1987 and October 1997, the turbulent period around the Asian Crisis in 1998 through 1999 or the burst of the…
Ricardo Daziano (Cornell) - Statistical Inference on Consumers’ Preferences and Willingness-to-Pay
Friday, November 9, 2012 at 3:30pm
Frank H. T. Rhodes Hall, 253
Understanding individual…