Looking for papers on dynamics in finance

[Mila Getmansky]

Dear Colleagues,

This year I was chosen to be an ISDC 2002 Session Convener on the topic:
“System Dynamics in Finance.” I would like to extend an invitation to
speakers
whose research is concentrated on finance and economics issues studied by
using
system dynamics theory. Theoretical as well as empirical papers are welcomed
to the session. Finance problems such as dynamics within financial
institutions, contagion effects between countries, interaction between
different types of traders in the marketplace and many other situations in the
modern financial markets are inherently dynamic. However, current approaches
grounded in the finance and economics theories impose static assumptions and
try to find equilibrium solutions represented in a closed form. System
Dynamics approach introduces more realistic assumptions. System Dynamics also
provides a ground for a dynamic analysis that leads to insights into important
financial problems.

I hope that you will submit a full paper, preferably by January 31. If you do
not have a full paper yet, but planning on finishing the paper by the end of
the spring, please, send an extended abstract (4 pages) as soon as possible.
Please, indicate whether you would like to be considered for a plenary or
parallel session. Papers and abstracts should be sent directly to the Society
at ISDC@albany.edu with a copy to me (mgetman@mit.edu). In addition to me
reviewing the papers and submitting the review to the Program Committee, there
will be an anonymous peer review and the same standards will be applied to all
papers submitted, whether part of a convened session or not. To be part of
the
“System Dynamics in Finance” session, a full paper must be submitted,
preferably by January 31, at the latest by April 10.

Looking forward to seeing your research and papers,

Mila Getmansky
MIT Sloan School of Management
From: Mila Getmansky <mgetman@MIT.EDU>

[Mila Getmansky]

Dear Colleagues,

I would like to remind you regarding the new session in the International
System Dynamics Conference in Palermo: “System Dynamics in Finance.” Most
of you submitted the papers to the society and e-mailed me a copy. Thanks
for doing that. If your papers were accepted for a parallel session,
please, e-mail me your revised copies as soon as possible, so I can start
planning the session. However, if you would like to participate in the
“System Dynamics in Finance” session, but did not have an opportunity to
submit your paper to the society, please, do that ASAP, submit your paper
to ISDC@albany.edu with a copy to me (mgetman@mit.edu).

Sincerely,

Mila Getmansky
MIT Sloan School of Management
From: Mila Getmansky <mgetman@MIT.EDU>

P.S. Description of the session: Papers that are concentrated on finance
and economics issues
studied by using system dynamics theory are going to be presented during
the session. Theoretical as well as empirical papers are welcomed. Finance
problems such as dynamics within financial institutions, contagion effects
between countries, interaction between
different types of traders in the marketplace and many other situations in
the
modern financial markets are inherently dynamic. However, current approaches
grounded in the finance and economics theories impose static assumptions and
try to find equilibrium solutions represented in a closed form. System
Dynamics approach introduces more realistic assumptions. System Dynamics also
provides a ground for a dynamic analysis that leads to insights into
important
financial problems.