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Classroom Contents
Optimal Transport and Risk Aversion in Kyle's Model of Informed Trading - SIAM FME Virtual Talk
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- 1 Introduction
- 2 Welcome
- 3 Model
- 4 Contribution
- 5 Asymmetric Information
- 6 Kais Model
- 7 Literature Review
- 8 Challenges
- 9 Equilibrium
- 10 Risk Materials
- 11 Equilibrium Properties
- 12 Natural Measure
- 13 Constructing the Equilibrium
- 14 Recipe to Construct the Equilibrium
- 15 Qualitative Properties
- 16 Summary
- 17 Questions Comments
