Sanford J. Grossman

Available identifiers

Publication	Date of Publication	Type
OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS	1998-01-21	Paper
Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods	1990-01-01	Paper
Perfect sequential equilibrium	1986-01-01	Paper
Sequential bargaining under asymmetric information	1986-01-01	Paper
An Analysis of the Principal-Agent Problem	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4750365	1983-01-01	Paper
An Introduction to the Theory of Rational Expectations Under Asymmetric Information	1981-01-01	Paper
Nash Equilibrium and the Industrial Organization of Markets with Large Fixed Costs	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3889980	1980-01-01	Paper
A Theory of Competitive Equilibrium in Stock Market Economies	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3970128	1979-01-01	Paper
Further results on the informational efficiency of competitive stock markets	1978-01-01	Paper
A Bayesian Approach to the Production of Information and Learning by Doing	1977-01-01	Paper
A characterization of the optimality of equilibrium in incomplete markets	1977-01-01	Paper
The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities	1977-01-01	Paper
Rational expectations and the econometric modeling of markets subject to uncertainty. A Bayesian approach	1975-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4127840	1975-01-01	Paper

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