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"Endogenous equilibria in liquid markets"
08
feb
NNNN
08/02/2012
H. 12.45 - 15.00
Where: SR03 Via Rontgen 1 Milano
With the participation of Marco Tolotti, Ca' Foscari University of Venice.
"Endogenous equilibria in liquid markets with frictions and boundedly rational agents"
Organized by the Department of Decision Sciences.
We propose a simple binary mean field game, where N boundedly rational agents may decide to trade or not a share of a risky asset in a liquid market.
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