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2003-2004
Public Lecture Series Poster
Probability
and Statistics in Complex Systems: Genomics, Networks, and Financial
Engineering, September 1, 2003 - June 30, 2004
IMA
Public Lecture:
Behavioral
Finance - The Closed End Fund Puzzle
Stephen
A. Ross
MIT
Sloan School of Management
Massachusetts Institute of Technology
sross@mit.edu
http://sloancf.mit.edu/vpf/facstaff.cfm?ID=226
7:00
pm March 30, 2004 Room
100 Smith Hall
Lecture Video (flv)
Talks
(Audio) Photos
Slides:
html
pdf
ps
ppt
Abstract:
Frustrated
by difficulties in explaining seemingly aberrant financial market
behavior using contemporary methods of financial economics,
a new school of behavioral finance has arisen that mixes psychology
and economics. Despite the superficial appeal of this multi-disciplinary
approach, this talk critiques behavioral finance by using the
analytic tools of option pricing theory to solve a canoncial
puzzle of behavioral finance - the closed end fund discount.
IMA
Short Course: Tools for Modeling and Data Analysis in Finance/Asset
Pricing, March 29-April 2, 2004
2003-2004
Public Lecture Series Poster
IMA
Public Lecture Series/Special Lectures
Probability
and Statistics in Complex Systems: Genomics, Networks, and Financial
Engineering, September 1, 2003 - June 30, 2004
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