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Tuesday, June 26 2012

Risk Uncertainty and Decision Conference

Marc Henry will present our paper Local Utility and Multivariate Risk Aversion (writen with Alfred Galichon, still available online on http://papers.ssrn.com/at the Risk Uncertainty and Decision Conference in Evanston, IL, at Northwestern University.

I will try to upload the slides soon...

Thursday, May 3 2012

Local utility and multivariate risk aversion

Marc will give a talk today at the European Center for Advanced Research in Economics and Statistics (ECARES) today, at ULB in Brussels, based on some joint work with also Alfred (the paper can be found online on http://papers.ssrn.com/).

Friday, November 25 2011

Multivariate comonotonicity and multivariate dispersion orderings

Marc will give a talk at the Kyoto Symposium in 京都市 on November 29th, on "Multivariate comonotonicity and multivariate dispersion orderings" based on some joint work with also Alfred (the paper can be found online on http://papers.ssrn.com/).