Philipp Harms

University of Freiburg - Institut für Mathematische Stochastik

Junior Professor

Freiburg, 79104

Germany

  • University of Freiburg - Institut für Mathematische Stochastik

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Updating Beliefs When Evidence Is Open to Interpretation: Implications for Bias and Polarization

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Updating Beliefs When Evidence Is Open to Interpretation: Implications for Bias and Polarization

Number of pages: 44 Posted: 05 Jun 2013 Last Revised: 29 Apr 2018
Roland G. Fryer, Philipp Harms and Matthew O. Jackson
Harvard University - Department of Economics, University of Freiburg - Institut für Mathematische Stochastik and Stanford University - Department of Economics
Downloads 996 (20,328)

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beliefs, polarization, learning, updating, Bayesian updating, biases, discrimination, decision making

Updating Beliefs with Ambiguous Evidence: Implications for Polarization

NBER Working Paper No. w19114
Number of pages: 23 Posted: 08 Jun 2013
Roland G. Fryer, Philipp Harms and Matthew O. Jackson
Harvard University - Department of Economics, University of Freiburg - Institut für Mathematische Stochastik and Stanford University - Department of Economics
Downloads 18 (529,977)

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2.

Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability

NBER Working Paper No. w19043
Number of pages: 50 Posted: 11 May 2013
Roland G. Fryer and Philipp Harms
Harvard University - Department of Economics and University of Freiburg - Institut für Mathematische Stochastik
Downloads 8 (568,076)

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3.

Consistent Recalibration of Yield Curve Models

Mathematical Finance, Vol. 28, Issue 3, pp. 757-799, 2018
Number of pages: 43 Posted: 14 Jun 2018
Philipp Harms, David Stefanovits, Josef Teichmann and Mario V. Wüthrich
University of Freiburg - Institut für Mathematische Stochastik, affiliation not provided to SSRN, ETH Zurich and RiskLab Finland
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term structure, interest rate, consistent re‐calibration, yield curve, Hull‐White extension