Philipp Harms

University of Freiburg - Institut für Mathematische Stochastik

Junior Professor

Freiburg, 79104

Germany

  • University of Freiburg - Institut für Mathematische Stochastik

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 39,267

SSRN RANKINGS

Top 39,267

in Total Papers Downloads

1,067

0

!

Under construction: SSRN citations will be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

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

Downloads 1,057 ( 19,493)

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 1,037 (19,666)

Abstract:

Loading...

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 20 (529,954)

Abstract:

Loading...

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 9 (577,320)

Abstract:

Loading...

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
Downloads 1 (639,245)
  • Add to Cart

Abstract:

Loading...

term structure, interest rate, consistent re‐calibration, yield curve, Hull‐White extension