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ESRC Econometric Study Group Seminar on Financial Econometrics
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Date: 14:00 17 November 2006 - 17:30 17 November 2006
Type: Econometric Study Group
Venue: Institute for Fiscal Studies  [see map]
Price: members: Free; nonmembers: Free

Organised by:
Frank Windmeijer (Bristol), Simon Lee (UCL) and Stefan De Wachter

Programme

14.00-15.30 Rene Garcia (CIREQ / University of Montreal)

"Estimation of Risk Premia from Option Prices"

15.30-16.00 Coffee/Tea

16.00-17.30 Peter Schotman (LIFE, Maastricht University)

"Robust Portfolio Optimisation with Multiple Experts"

Attendance at this seminar is free of charge; please email Bonnie Brimstone if you would like to attend.

Funding is available through the ESRC to cover travel costs within the UK for HE delegates: please let Bonnie know if you are interested in claiming.

If you would like to book a place or have any queries about this event, please contact our events team.
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