Horst Ulrich

Ulrich Horst

Information about the author Ulrich Horst will soon be added to the site.
Found 2 papers in total
On the Spanning Property of Risk Bonds Priced by Equilibrium
On the Spanning Property of Risk Bonds Priced by Equilibrium
2007
We propose a method of pricing financial securities written on nontradable underlyings...
A limit theorem for financial markets with inert investors
A limit theorem for financial markets with inert investors
2006
We study the effect of investor inertia on stock price fluctuations with a market...
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