COE CONFERENCE 2005

21 Century COE Conference

Symposium on Market Quality:

Aspects from Microeconomics, Game Theory, and Finance

Purpose of the Conference

This conference joins both international and Japanese researchers from microeconomics, game theory, and finance fields to discuss market quality. The term "market quality" is broadly defined to encompass many important issues in these fields. Presentations are by invited speakers only.

Date and Location

Date: December 17 (Sat) and 18 (Sun), 2005.

Location: G-SEC (East Research Building, No. 4 in the campus map), 6th Floor

Mita campus, Keio University. Tokyo, JAPAN.

Registration

If you plan to attend the conference, please send an Email to coeconf05@mec0.econ.keio.ac.jp with the following information:
Your name, affiliation, day(s) you plan to attend, whether you join the reception (17th, 17:30, Note the time change!)

We will prepare a name tag for those who registered in advance.

Program

Saturday, Dec. 17th.

Time	Title	Speaker
Session 1		Chair: Shuhei Shiozawa (Keio Univ.)
10:00-10:15	Welcome	Makoto Yano (Keio Univ.)
10:15-11:00	A Noncooperative Approach to General n-Person Cooperative Games pdf file	Akira Okada (Hitotsubashi Univ.)
11:00-11:45	Farsighted Stability in Two-Person Strategic Form Games Extended Abstract (pdf)	Shigeo Muto (Tokyo Inst. Tech.)

11:45-13:00: Lunch Break

Session 2 Chair: Shinsuke Nakamura
(Keio Univ.)
13:00-13:45 Policy Implementation under
Endogenous Time Inconsistency pdf file Taiji Furusawa
(Hitotsubashi Univ.)
13:45-14:30 Gender Segregation of Skill Acquisition:
Theory and Policy Implications pdf file Junichiro Ishida
(Osaka Univ.)
14:30-15:15 Loopholes Kim-Sau Chung
(Northwestern Univ.)

Session 2		Chair: Shinsuke Nakamura (Keio Univ.)
13:00-13:45	Policy Implementation under Endogenous Time Inconsistency pdf file	Taiji Furusawa (Hitotsubashi Univ.)
13:45-14:30	Gender Segregation of Skill Acquisition: Theory and Policy Implications pdf file	Junichiro Ishida (Osaka Univ.)
14:30-15:15	Loopholes	Kim-Sau Chung (Northwestern Univ.)

15:15-15:45: Coffee Break

Session 3 Chair: Kunio Kawamata
(Emeritus, Keio Univ.)
15:45-16:30 Equilibrium in Continuous-Time Financial Markets:
Endogenously Complete Markets pdf file (slides) Robert Anderson
(UC Berkeley)
16:30-17:15 An Approximate Approach to the Exponential
Utility Indifference Valuation pdf file Takuji Arai
(Keio Univ.)

Session 3		Chair: Kunio Kawamata (Emeritus, Keio Univ.)
15:45-16:30	Equilibrium in Continuous-Time Financial Markets: Endogenously Complete Markets pdf file (slides)	Robert Anderson (UC Berkeley)
16:30-17:15	An Approximate Approach to the Exponential Utility Indifference Valuation pdf file	Takuji Arai (Keio Univ.)

17:30-- Reception (Note the time change!)

Sunday, Dec. 18th.

Time	Title	Speaker
Session 4		Chair: Makoto Yano (Keio Univ.)
9:30-10:15	A Model of Institutional Change in Rice Village pdf file	Kenichi Sakakibara (Chiba Univ.)
10:15-11:00	Heterogeneous Risk Attitudes in a Continuous-Time Model pdf file	Chiaki Hara (Kyoto Univ.)
11:00-11:45	On the Debreu Social Equilibrium Theorem with Asymmetric Information and a Continuum of agents pdf file	Nicholas Yannelis (Univ. Illinois)

11:45-13:00: Lunch Break

Session 5 Chair: Shinsuke Kambe
(Gakushuin Univ.)
13:00-13:45 Contract, Mechanism Design, and Technological Detail
pdf file Joel Watson
(UC San Diego)
13:45-14:30 A Dynamic General Equilibrium Model with
Centralized Auction Markets pdf file Kazuya Kamiya
(Univ. Tokyo)
14:30-15:15 Voluntarily Repeated Prisoner's Dilemma
with and without Reference Letters pdf file (without reference letter),
pdf file(with reference letter) Masahiro Okuno-Fujiwara
(Univ. Tokyo)
15:15-15:30 Closing Speech Dean, Shuhei Shiozawa
(Keio Univ.)

Session 5		Chair: Shinsuke Kambe (Gakushuin Univ.)
13:00-13:45	Contract, Mechanism Design, and Technological Detail pdf file	Joel Watson (UC San Diego)
13:45-14:30	A Dynamic General Equilibrium Model with Centralized Auction Markets pdf file	Kazuya Kamiya (Univ. Tokyo)
14:30-15:15	Voluntarily Repeated Prisoner's Dilemma with and without Reference Letters pdf file (without reference letter), pdf file(with reference letter)	Masahiro Okuno-Fujiwara (Univ. Tokyo)
15:15-15:30	Closing Speech	Dean, Shuhei Shiozawa (Keio Univ.)

Organizers: Shuhei Shiozawa (Keio University), Shinsuke Nakamura (Keio University), Takako Fujiwara-Greve (Keio University), and Yasunari Tamada (Keio University).

This conference is part of the 21 century COE Project (link in Japanese) of Faculty of Economics and Faculty of Business and Commerce at Keio University.