LocationRoom BZ E4.23, Universitätsplatz 1 - Piazza Università, 1, 39100 Bozen-Bolzano
Departments Press and Events
Contact Alex Weissensteiner, Brigitte Thurner
bthurner@unibz.it
30 Nov 2018 09:00-19:00
Parameter Uncertainty with Focus on Recovery
The Recovery Theorem (Steven Ross) enables to unveil the pricing kernel, the probability of a catastrophe, and to construct model-free tests of the efficient market hypothesis.
LocationRoom BZ E4.23, Universitätsplatz 1 - Piazza Università, 1, 39100 Bozen-Bolzano
Departments Press and Events
Contact Alex Weissensteiner, Brigitte Thurner
bthurner@unibz.it
Details regarding the event are available on the webpage: https://sites.google.com/site/alweissensteiner/workshops-sessions/bz2018