Report NEP-CTA-2012-02-15

This is the archive for NEP-CTA, a report on new working papers in the area of Contract Theory and Applications. Simona Fabrizi issued this report. It is usually issued weekly.

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Other reports in NEP-CTA

The following items were announced in this report:

• Henri Pag`es & Dylan Possamai, 2012. "A mathematical treatment of bank monitoring incentives," Papers 1202.2076, arXiv.org, revised Apr 2015.
• Alina Beygelzimer & John Langford & David Pennock, 2012. "Learning Performance of Prediction Markets with Kelly Bettors," Papers 1201.6655, arXiv.org.
• Masaaki Fujii & Akihiko Takahashi, 2012. "Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility," Papers 1202.0608, arXiv.org, revised Sep 2012.
• Peter Kratz & Torsten Schoneborn, 2012. "Portfolio liquidation in dark pools in continuous time," Papers 1201.6130, arXiv.org, revised Aug 2012.