Mathematical Behavioural Finance Part II: Portfolio Choice and Quantile Formulation

Xunyu Zhou
University of Oxford

This three-part talk will cover the recent development of a rigorous mathematical treatment of behavioural finance, including the economic background, formulation of continuous-time behavioural portfolio choice models, Arrow-Debreu equilibrium and asset pricing, the quantile/distribution approach, and time inconsistency.

Presentation (PDF File)

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