Asset pricing with heterogeneous agents

Name: Asset pricing with heterogeneous agents
Start: 2025-05-09T12:00:00+00:00
End: 2025-05-09T13:00:00+00:00
Location: CMSA, 20 Garden St, Common Room

CMSA EVENTS: CMSA MEMBER SEMINAR

When: May 9, 2025

12:00 pm - 1:00 pm

Where: CMSA, 20 Garden St, Common Room

Address: 20 Garden Street, Cambridge 02138, United States

Speaker: Sergiy Verstyuk (Harvard)

This talk will introduce the basics of continuous-time finance, discuss important existing theories and models, as well as present some new asset pricing results in a setting with many heterogeneous investors. (Joint work with Puskar Mondal.)