Seminar 217, Risk Management: Trading, Profits, and Volatility in a Dynamic Information Network Model

Seminar 217, Risk Management: Trading, Profits, and Volatility in a Dynamic Information Network Model

Other Related Seminars
Apr 19, 2016, 11:00 AM - 01:00 PM | 639 Evans Hall | Happening As Scheduled
Johan Walden, Haas Business School (Speaker - Featured)
We introduce a dynamic noisy rational expectations model, in which information diffuses through a general network of agents. In equilibrium, agents’ trading behavior and profits are determined by their position in the network.