BEGIN:VCALENDAR
VERSION:2.0
PRODID:icalendar-ruby
CALSCALE:GREGORIAN
X-WR-CALNAME:Mathematical Finance Colloquium: Existence of an equilibrium w
 ith limited stock market participation and power utilities
X-WR-TIMEZONE:Pacific Time (US & Canada)
BEGIN:VEVENT
DTSTAMP:20261014T040541Z
UID:tag:localist.com\,2008:EventInstance_45703981501573
DTSTART:20240226T220000Z
DTEND:20240226T230000Z
DESCRIPTION:Kasper Larsen\, Rutgers University\n\n[in-person]\nor\nJoin Zoo
 m Meeting: https://usc.zoom.us/j/94973619069?pwd=VnU5bVlMc1pzVTlEYUVaZUYyN
 St6UT09\nMeeting ID: 949 7361 9069\nPasscode: 925028\n\nAbstract: I will d
 iscuss the existence and uniqueness of a singular\, non-linear\, and path 
 dependent ODE. As an application\, we use the ODE solution to prove existe
 nce of a Radner equilibrium with homogenous power traders in the limited p
 articipation setting of Basak and Cuoco (1998). Joint work with G. Leoni a
 nd P. Gasoni.
GEO:34.022409;-118.291027
LOCATION:Kaprielian Hall (KAP)\, 414
SUMMARY:Mathematical Finance Colloquium: Existence of an equilibrium with l
 imited stock market participation and power utilities
URL;VALUE=URI:https://calendar.usc.edu/event/mathematical_finance_colloquiu
 m_existence_of_an_equilibrium_with_limited_stock_market_participation_and_
 power_utilities
CATEGORIES:Lecture / Talk / Workshop
END:VEVENT
END:VCALENDAR