[Vortraege] Vortragsankündigungen KW. 5

[Danijela Radosavljevic]

Sehr geehrte Fakultätsmitglieder,

anbei die Vortragsankündigungen für die kommende Woche, im Anhang finden 
Sie den Text auch als PDF Datei.

Mit freundlichen Grüßen

Danijela Radosavljevic

Sekretariat
Institut für Mathematik
Universität Wien
Nordbergstr. 15, UZA 4
Tel: 43 1 4277 50629
Fax: 43 1 4277 9506

*Vorträge*


*Montag, 9. Jänner 2012 bis Dienstag, 28. Februar 2012, Erwin 
Schrödinger Lecture Hall, Boltzmanngasse 9, 1090 Wien*

*ESI Workshop*

*Automorphic Forms: Arithmetic and Geometry*

*J.W. Cogdell, C. Moeglin, G. Muic, J. Schwermer*

**

*Dienstag, 31. Jänner 2012, ab 14:00 Uhr, Seminarraum C 207, UZA 4*

*Geometry and Analysis on Groups -- Research Seminar*

*Dominik Gruber: "Graphical small cancellation groups"*

*organized by G. Arzhantseva, D. Osajda*

*http://www.mat.univie.ac.at/~dosaj/GGTWien/Seminar.html* 
<http://www.mat.univie.ac.at/%7Edosaj/GGTWien/Seminar.html>**

*
*

*Dienstag, 31. Jänner 2012, ab 15:00 Uhr, D 103, UZA 4*

*Arbeitsgemeinschaft Biomathematik*

*Nick Barton: "Adaptation under weak selection"*

*  *

*Donnerstag, 2. Februar 2012, von 17:00 Uhr bis 18:30 Uhr, Seminarraum C 
209*

*Vortrag im Rahmen des Seminars Finanzmathematik***

*Johannes Muhle-Karbe: "Portfolio choice with small transaction costs 
and binding leverage constraints."*

**

Abstract: Constantinides (1986) observed that "transaction costs have a 
first order effect on asset demand". On the other hand, he found that 
their welfare impact is typically small, since "a small liquidity 
premium is sufficient to compensate an investor from deviating 
significantly from the target portfolio proportions". Starting from the 
work of Shreve and Soner (1994), these numerical results have been made 
precise in an asymptotic sense: deviations from the optimal frictionless 
portfolio are of order $\varepsilon^{1/3}$ as the spread $\epsilon$ 
becomes small, but the corresponding liquidity premium and utility loss 
are only of order $\varepsilon^{2/3}$. In the present study, we discuss 
how these results change if exogenous portfolio constraints limit the 
investor's position in the risky asset. This is joint work with Ren Liu.

*  *

*Freitag, 3. Februar 2012, ab 16:00 Uhr, **Erwin Schrödinger Lecture 
Hall, Boltzmanngasse 9, 1090 Wien*

*ESI Seminar*

*Prof. Stefan Hollands: "Black holes and Extra Dimensions"*




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