Arbitrage and Rational Decisions [DAS Webinar]
Автор: INFORMS
Загружено: 2026-01-21
Просмотров: 17
Bob Nau is a Professor Emeritus in the Fuqua School of Business at Duke University, where he was a member of the Decision Sciences area.
This talk will present a brief overview of some key topics and results in Bob’s research that are discussed in his recently published book, of which a draft copy is available for free on his web site.
These topics include:
The importance of having money (in your mind as well as in your pocket)
The centrality of the separating-hyperplane theorem in all of the main branches of rational choice theory (it’s where the numbers come from)
The intrinsic imprecision and inseparability of subjective probabilities and utilities (with apologies to Ramsey and Savage)
The use of risk neutral probabilities (a tool from finance) in modeling aversion to ambiguity as well as risk
The direct unification of game theory with decision analysis and finance theory via the common rationality principle of no-arbitrage
https://connect.informs.org/das/event...
⭐️Join INFORMS: https://bit.ly/3BkR66X
⭐️YouTube channel: https://bit.ly/3zeAsEl
Social Media:
➡️Instagram: / informs_orms
➡️Twitter: / informs
➡️LinkedIn: / info. .
➡️Facebook: / informspage
➡️Bluesky: https://bsky.app/profile/informs.bsky...
Доступные форматы для скачивания:
Скачать видео mp4
-
Информация по загрузке: