Heterogeneous Agents Research Initiative
The primary goal of RIEF’s Heterogeneous Agents Research Initiative is to support research in topics that consider different agents in macroeconomics and finance. The presence of heterogeneous agents in an economic model allows us to study the relationship between aggregates (in real and financial sectors) and inequality with crucial policy implications.
Directors
Director – Hamilton Galindo
| I am an Assistant Professor of Finance at Cleveland State University (CSU) and the Executive Director and Founder of the Research Institute in Economics and Finance (RIEF). Before joining CSU, I received a Ph.D. in finance from Arizona State University. |
Heterogeneous Agent in Asset Pricing: A Continuous-Time Approach (Spring 2023)
Master Class
Master Class in Heterogeneous Agents is an intensive seven days course with 3 hours per lecture to review some topics of heterogeneous agents in macroeconomics and finance.
- Fall 2021 (August 16 – 22): Heterogeneous Agents in Macroeconomics (as Mean Field Games) – Introduction and Tools
- Spring 2022: Heterogeneous Agents in Asset Pricing I – Simple models with complete markets
- Fall 2022: Heterogeneous Agents in Asset Pricing II – Simple models with incomplete markets