Financial Engineering Group Seminar Schedule Fall 2003

　

 

Date	Paper	Presented by
September 22	"Randomization and the American Put"     by Peter Carr Review of Financial Studies, Fall 1998 Vol. 11, No. 3 pgs 597-626	Sebastien Cerbourg
September 29	"Optimal Portfolio Selection with Transaction Costs and Finite Horizons"  by Hong Liu and Mark Loewenstein Review of Financial Studies, Summer 2002 Vol. 15, No. 3 pgs 805-835	Ryan Israelsen
October 6	"Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets" by Hong Liu	Tim Maull