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type_genre:"Article in journal"
~person:"Arnott, Richard"
~person:"Frey, Rüdiger"
~subject:"Informationsökonomik"
~subject:"Portfolio-Management"
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Bergemann, Dirk
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Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
2
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10009423247
Saved in:
3
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
4
[Rezension von: Economics for an imperfect world, essays in honor of Joseph E. Stiglitz, ed. by Richard Arnott; Bruce Greenwald; Ravi Kanbur; Barry Nalebuff]
Rogerson, William Paul
- In:
Journal of economic literature
43
(
2005
)
3
,
pp. 827-828
Persistent link: https://www.econbiz.de/10003345342
Saved in:
5
[Rezension von: Economics for an imperfect world, essays in honor of Joseph E. Stiglitz, ed. by Richard Arnott; Bruce Greenwald; Ravi Kanbur; Barry Nalebuff]
Feldman, Maryann P.
- In:
Journal of economic literature
43
(
2005
)
3
,
pp. 848-849
Persistent link: https://www.econbiz.de/10003345375
Saved in:
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