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GPUs, Monte Carlo Simulation and Kooderive with Professor Mark Joshi - February 25-27th, London, UK - Further Information
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Title: Professor

Short Description: Abram L. and Thelma Sachar Professor of International Economics

Institution: Brandeis University

Department: link

Special Academic Interests: , , , , ,

Location: Boston, Massachusetts

Dept Homepage: link

SSRN Author Page: link

Is this Member on the AGENDA team?: No

Joined: June 26th, 2011

Activity

Blake LeBaron wrote a new blog post titled New: Searching for Lost Decades in U.S and Global Equities

This paper estimates the probability of a 'lost decade' where equity investments lose value over a ten year period. The findings are a reminder that equity investments are risky even over longer time periods, and investors should take this into consideration when making portfolio choices. It also introduces a simple method to allow the reader to combine beliefs about long run stock returns along with computer simulated return distributions. Finally, the results for the U.S. are augmented with
(732 days ago)

Blake LeBaron has joined MoneyScience (1194 days ago)

About me:

Blake LeBaron is Professor of Finance in the Graduate School of International Economics and Finance at Brandeis University.

Professor LeBaron is generally interested in learning and evolution in international and national financial markets, and the nonlinear behaviour of financial and macroeconomical time series. He has investigated the application of chaos theory to economic time series. He is currently working on understanding how systems of adaptive agent can replicate observed real world phenomenon, particularly the behavioural characteristics of traders in financial markets.

He is a Faculty Research Fellow at the National Bureau of Economic Research, and an External Faculty of the Santa Fe Institute.