Two Topics in Finance: Siamese Twins and The Macroinvestment Function
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Date: 02-05-2007
Start Time:
6:00pm
End Time: 7:30pm
Speaker: Stephen Ross, MIT
Location: 412 Schapiro CEPSR, Davis Auditorium
ABSTRACT
TBA.
BIO
Stephen A. Ross is the Franco Modigliani Professor of Finance and Economics at the MIT Sloan School of Management. Ross received his doctorate of economics from Harvard University, has taught at the University of Pennsylvania, Yale School of Management, and MIT.
A widely published author in finance and economics, Stephen Ross is best known as the inventor of the Arbitrage Pricing Theory of Agency, as well as the co-discoverer of risk-neutral pricing and the binomial model for pricing derivatives. His book, Corporate Finance, is in its fourth edition. Ross' current research efforts involve a variety of phenomena in financial markets. He is a co-founder of Roll & Ross Asset Management Corporation. He is a fellow of the American Academy of Arts and Sciences, and is a director of Freddie Mac, Algorithmics, Inc., and a former director of the College Retirement Equities Fund.
For more information, please go to Dr. Ross' website here.