[ABE-L] COLMEA - 20 de abril - no IMPA

[Maria Eulalia Vares]

Prezados colegas,

Na próxima quarta-feira, dia 20 de abril, teremos mais um encontro do COLMEA,
Colóquio Interinstitucional Modelos Estocásticos e Aplicações. Desta vez o
evento terá lugar no IMPA.

Programa:

14:00 – 15:20h:- Hugo Duminil-Copin (Université de Genève)

"A geometric approach to the Ising model"

15:40 - 17:00h: Aloisio Araujo (IMPA)

"General equilibrium with risk loving, Friedman-Savage and other preferences"

17:00 h: Discussão e lanche

Local: 
Auditório  1 - IMPA
Estrada Dona Castorina, 110 
Horto

Um cartaz para divulgação encontra-se aqui:

http://www.im.ufrj.br/~coloquiomea/cartaz/2016_04.pdf

Informações mais completas sobre o COLMEA podem ser encontradas aqui:

http://www.im.ufrj.br/~coloquiomea/

Todos são muito bem vindos. Agradecemos também pela divulgação em sua 
instituição.

Atenciosamente,

o comitê organizador: Augusto Q. Teixeira (IMPA), Evaldo M.F. Curado (CBPF), 
Fábio D. A. Aarão Reis (UFF), Maria Eulalia Vares (UFRJ), Mariane Branco Alves
(UFRJ), Simon Griffiths (PUC-Rio)

=========

Resumos das palestras:

A geometric approach to the Ising model 
Hugo Duminil-Copin (Université de Genève)

In this talk, we will discuss a geometric approach to the Ising model which is
based on the so-called random-current representation. We will introduce this
representation and review a few results obtained in the past few years.

General equilibrium with risk loving, Friedman-Savage and other preferences 
Aloisio Araujo (IMPA)

The interactions between risk averse and risk lovers (or ambiguity lovers,
Friedman-Savage and related behavior) have not yet been extensively analyzed
in the general equilibrium literature due to the lack of convexity and, hence,
failure or existence. 
We show that the aggregate risk of wealth, as well as the dominance of risk
aversion in the economy, plays a role in the existence Arrow-Debreu
equilibria. This result can be extended to ambiguity in the sense of prospect
theory in the sense of Jullien and Salanié (2000). 
Additionally, we study properties of the equilibrium, such as conditions for
risk sharing, decomposition of risk factor and ambiguity factor in prices, and
also the impact of regulation on volatility, particularly for preferences with
distorted probabilities with CARA utility functions. Our analyses suggest that
regulation increases volatility for pro-cyclical assets while reducing their
utility levels; however, risk lovers or optimists are those who incur the
larger losses.

--
Maria Eulalia Vares
Instituto de Matemática - UFRJ
http://www.im.ufrj.br/~eulalia