Open Lecture: Rational Expectation Models and Rational Expectation Equilibria Applications
Date and place:
Date: August 14, 16:00 - 18:00
Place: IPM Business School
Address: pr. Gazety "Pravda", 11B (basement floor), Minsk
Dr. Yuri Tserlukevich (Arizona State University) will deliver a lecture "Rational Expectation Models and Rational Expectation Equilibria Applications".
Prior registration is required. Apply for registration at this link
Participation terms: Language of the lecture - English. The participation is free of charge.
In the course of the lecture Dr. Yuri Tserlukevich will present a review of Rational Expectation (RE) Financial Literature, which analyses the formation of prices in financial markets in a setting where investors trade on public and private information. Depending on market microstructure and the ratio of informed to uninformed traders, the price gets to reflect the information on traders with a particular degree of precision. The literature contrasts with the traditional asset pricing where prices are assumed to be fully efficient.
After the lecture interested students will have the opportunity to get information on applying and studying at a PhD program at Arizona State University.