2008-08-12–2008-08-16 - Wiesbaden - Naurod, Wilhelm Kempf-Haus (GERMANY) - Finance Center Münster der Westfälischen …
Topics:
1) Short revision of the basics of asset allocation and asset pricing
2) Asset prices and allocations in the presence of
- Limited participation
- Short-sale constraints
- Liquidity risk
- Heterogeneous beliefs
- Heterogeneous risk aversion
- Recursive preferences
- Prospect theory...