Performativity in Financial Economics

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by Donald Mackenzie

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23 Continuous-time methods in finance: A review and an assessment – Suresh M. Sundaresan - 2000
6 FINANCE APPLICATIONS OF GAME THEORY – Franklin Allen, Stephen Morris
by – William F. Sharpe - 1990
Printed in Singapore. PRIZE IN ECONOMIC SCIENCES IN – I Ncluding, P Resentation, S Peeches, A Nd, L Aureates, B Iographies, Karl-göran Mäller - 1994
5 A general methodology to price and hedge derivatives in incomplete markets, I.J.T.A.F. [to be submitted – Erik Aurell, Stockholms Universitet, Roberto Baviera, Ola Hammarlid, Maurizio Serva, Angelo Vulpiani
2 Physics and Finance: S-Terms and Modern Finance as a Topic for Science Studies – Donald MacKenzie - 2001
MacKenzie Science, Technology, / Physics and & Human Finance Values Physics and Finance: S-Terms and Modern Finance as a Topic for Science Studies – Donald Mackenzie, From Barry Barnes, David Bloor, Michel Callon, Paul Draper, Matthias Klaes, Martin Kusch, Brian Main, Perry Mehrling, Yuval Millo, Myron Scholes, Steve Stigler, From This Journal’s
14 Markowitz revisited: mean-variance models in financial portfolio analysis – Marc C. Steinbach - 2001
On Arbitrage, Optimal Portfolio and Equilibrium under Frictions and Incomplete Markets – Jussi Keppo - 1998
569 Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure – Michael C. Jensen, William H. Meckling - 1976
Les organisations-partenaires / The Partner Organizations – Mark Broadie, Jérôme Detemple, Eric Ghysels, Olivier Torrès, Octobre Cirano, École Des Hautes Études Commerciales
RISK AND RETURN IN ONLINE AUCTIONS – Charles A. Wood
From Two- to Four-Moment CAPM – How Price, Hedge Funds, Dr. Angelo Ranaldo Α Ρ, Laurent Favre Β, Contact Angelo Ranaldo
UBS Global Asset Management ∗ – How Price, Hedge Funds, Angelo Ranaldo, Laurent Favre, Laurent Favre Β - 2002
Edinburgh EH8 9LL Scotland – Donald Mackenzie - 2004
371 Option pricing when underlying stock returns are discontinuous – Robert C. Merton - 1976
History of the Efficient Market Hypothesis – Martin Sewell - 2011
Intertemporal Mean-Variance Efficiency with a Markovian State Price Density ∗ – Yonggan Zhao, William T. Ziemba - 2003
Financial regime-switching vector auto-regression – Mark S. Tenney - 2005