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~person:"Morris, Stephen"
~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
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Asymmetrische Information
Portfolio selection
Theorie
341
Theory
340
Portfolio-Management
57
Game theory
40
Spieltheorie
40
Asymmetric information
36
Stochastischer Prozess
33
Stochastic process
32
Incomplete information
26
Unvollkommene Information
26
Volatility
26
Volatilität
26
Börsenkurs
21
Share price
21
Benchmarking
19
Economics of information
18
Informationsökonomik
18
CAPM
17
Geldpolitik
17
Repeated games
17
Wiederholte Spiele
17
Information
16
Preisdifferenzierung
16
Price discrimination
16
Signalling
16
Monetary policy
15
Erwartungsbildung
14
Expectation formation
14
Welfare analysis
14
Wohlfahrtsanalyse
14
Analysis
13
Currency crisis
13
Mathematical analysis
13
Preismanagement
13
Pricing strategy
13
Rational expectations
13
Rationale Erwartung
13
Robust statistics
13
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Free
52
Undetermined
7
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Book / Working Paper
66
Article
27
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Arbeitspapier
46
Working Paper
46
Graue Literatur
45
Non-commercial literature
45
Article in journal
27
Aufsatz in Zeitschrift
27
Lehrbuch
2
Textbook
2
Collection of articles of several authors
1
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1
Sammelwerk
1
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Language
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English
93
Author
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Morris, Stephen
Platen, Eckhard
Fabozzi, Frank J.
122
Maurer, Raimond
72
Vives, Xavier
57
Gollier, Christian
50
Kerschbamer, Rudolf
49
Korn, Ralf
45
Sutter, Matthias
45
Uppal, Raman
43
Mitchell, Olivia S.
42
Guidolin, Massimo
41
Ang, Andrew
40
Li, Duan
39
Markowitz, Harry
38
Campbell, John Y.
37
Dionne, Georges
37
Satchell, Stephen
37
Post, Thierry
35
Lo, Andrew W.
34
Martimort, David
33
Prigent, Jean-Luc
33
Bergemann, Dirk
32
Escobar, Marcos
32
Schenk-Hoppé, Klaus Reiner
32
Vanduffel, Steven
32
Viceira, Luis M.
32
Allen, Franklin
31
Levy, Haim
31
Gersbach, Hans
30
Hens, Thorsten
30
Malamud, Semyon
30
Zagst, Rudi
30
Gouriéroux, Christian
29
Jarrow, Robert A.
29
Kraft, Holger
29
Van Wincoop, Eric
29
Bodie, Zvi
28
Lucas, André
28
Pavan, Alessandro
28
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Australian National University / Faculty of Economics and Commerce
1
The Wharton Financial Institutions Center
1
University of Hong Kong / School of Economics and Finance
1
Published in...
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Cowles Foundation discussion paper
8
Cowles Foundation Discussion Paper
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
CARESS working paper
4
International journal of theoretical and applied finance
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Asia-Pacific financial markets
2
Discussion papers / CEPR
2
Princeton University William S. Dietrich II Economic Theory Center Research Paper
2
The American economic review
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
BIS working papers
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper series / School of Economics, the University of Hong Kong / Economics & Finance Workshop
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Games and economic behavior
1
Journal of economic theory
1
Journal of monetary economics
1
Oxford review of economic policy
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
1
Springer Finance
1
Springer finance
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Kyoto economic review
1
The review of economic studies
1
The review of financial studies
1
Theory and decision : an international journal for multidisciplinary advances in decision science
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
Working papers / Financial Institutions Center
1
Working papers in economics and econometrics
1
World Scientific series in economic theory
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ECONIS (ZBW)
93
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21
Communication and monetary policy
Amato, Jeffrey D.
;
Morris, Stephen
;
Shin, Hyun Song
- In:
Oxford review of economic policy
18
(
2002
)
4
,
pp. 495-503
Persistent link: https://www.econbiz.de/10001733309
Saved in:
22
Communication and monetary policy
Amato, Jeffrey D.
;
Morris, Stephen
;
Shin, Hyun Song
-
2002
Persistent link: https://www.econbiz.de/10001739981
Saved in:
23
Beauty contests, bubbles and iterated expectations in asset markets
Allen, Franklin
;
Morris, Stephen
;
Shin, Hyun Song
-
2003
Persistent link: https://www.econbiz.de/10001739988
Saved in:
24
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
25
A benchmark model for financial markets
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001606224
Saved in:
26
Rationalizable trade
Morris, Stephen
;
Skiadas, Costis
- In:
Games and economic behavior
31
(
2000
)
2
,
pp. 311-323
Persistent link: https://www.econbiz.de/10001489485
Saved in:
27
Does one Soros make a difference? : A
theory
of currency crises with large and small traders
Corsetti, Giancarlo
;
Dasgupta, Amil
;
Morris, Stephen
; …
- In:
The review of economic studies
71
(
2004
)
1
,
pp. 87-113
Persistent link: https://www.econbiz.de/10001879746
Saved in:
28
Benchmarking and fair pricing applied to two market models
Hulley, Hardy
;
Miller, Shane
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765066
Saved in:
29
Approximating large diversified portfolios
Hofmann, Norbert
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
Saved in:
30
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250902
Saved in:
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