ESRC Econometric Study Group


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ESRC Econometric Study Group Seminar on Financial Econometrics

Date: 17 Nov 2006, 14:00 to 17:30
Type: Econometric Study Group
Venue: Institute for Fiscal Studies, 7 Ridgmount Street, London WC1E 7AE
Rates: Free of charge

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


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.


Travel subsidy

The Study Group receives funding from the ESRC to support those who attend its events. The grant will cover travel within the UK. Please let us know when you book your place if you would like to claim expenses.

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