[{"project":[{"name":"SFB 901","_id":"1"},{"_id":"7","name":"SFB 901 - Subprojekt A3"},{"_id":"2","name":"SFB 901 - Project Area A"}],"abstract":[{"lang":"eng","text":"We study the consequences of dropping the perfect competition assumption in a standard infinite horizon model with infinitely-lived traders and real collateralized assets, together with one additional ingredient: information among players is asymmetric and monitoring is incomplete. The key insight is that trading assets is not only a way to hedge oneself against uncertainty and to smooth consumption across time: It also enables learning information. Conversely, defaulting now becomes strategic: Certain players may manipulate prices so as to provoke a default in order to prevent their opponents from learning. We focus on learning equilibria, at the end of which no player has incorrect beliefs — not because those players with heterogeneous beliefs were eliminated from the market (although default is possible at equilibrium) but because they have taken time to update their prior belief. We prove a partial Folk theorem à la Wiseman (2011) of the following form: For any function that maps each state of the world to a sequence of feasible and strongly individually rational allocations, and for any degree of precision, there is a perfect Bayesian equilibrium in which patient players learn the realized state with this degree of precision and achieve a payoff close to the one specified for each state."}],"has_accepted_license":"1","title":"Learning by Trading in Infinite Horizon Strategic Market Games with Default","file":[{"success":1,"date_updated":"2018-03-15T08:16:08Z","relation":"main_file","content_type":"application/pdf","access_level":"closed","file_id":"1251","date_created":"2018-03-15T08:16:08Z","creator":"florida","file_size":1284802,"file_name":"602-12062_01.pdf"}],"author":[{"last_name":"Brangewitz","first_name":"Sonja","full_name":"Brangewitz, Sonja"}],"department":[{"_id":"205"}],"citation":{"short":"S. Brangewitz, Learning by Trading in Infinite Horizon Strategic Market Games with Default, Universität Paderborn, 2012.","mla":"Brangewitz, Sonja. <i>Learning by Trading in Infinite Horizon Strategic Market Games with Default</i>. Universität Paderborn, 2012.","bibtex":"@book{Brangewitz_2012, title={Learning by Trading in Infinite Horizon Strategic Market Games with Default}, publisher={Universität Paderborn}, author={Brangewitz, Sonja}, year={2012} }","chicago":"Brangewitz, Sonja. <i>Learning by Trading in Infinite Horizon Strategic Market Games with Default</i>. Universität Paderborn, 2012.","ieee":"S. Brangewitz, <i>Learning by Trading in Infinite Horizon Strategic Market Games with Default</i>. Universität Paderborn, 2012.","apa":"Brangewitz, S. (2012). <i>Learning by Trading in Infinite Horizon Strategic Market Games with Default</i>. Universität Paderborn.","ama":"Brangewitz S. <i>Learning by Trading in Infinite Horizon Strategic Market Games with Default</i>. Universität Paderborn; 2012."},"user_id":"477","type":"report","year":"2012","language":[{"iso":"eng"}],"status":"public","ddc":["040"],"date_created":"2017-10-17T12:42:49Z","publisher":"Universität Paderborn","date_updated":"2022-01-06T07:02:51Z","file_date_updated":"2018-03-15T08:16:08Z","_id":"602"},{"date_updated":"2022-01-06T07:01:14Z","_id":"4597","language":[{"iso":"eng"}],"publication_identifier":{"issn":["0266-4763","1360-0532"]},"year":"2012","status":"public","date_created":"2018-10-10T09:52:22Z","publisher":"Informa UK Limited","department":[{"_id":"206"}],"citation":{"ieee":"Y. Feng, “An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method,” <i>Journal of Applied Statistics</i>, vol. 40, no. 2, pp. 266–281, 2012.","chicago":"Feng, Yuanhua. “An Iterative Plug-in Algorithm for Decomposing Seasonal Time Series Using the Berlin Method.” <i>Journal of Applied Statistics</i> 40, no. 2 (2012): 266–81. <a href=\"https://doi.org/10.1080/02664763.2012.740626\">https://doi.org/10.1080/02664763.2012.740626</a>.","ama":"Feng Y. An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method. <i>Journal of Applied Statistics</i>. 2012;40(2):266-281. doi:<a href=\"https://doi.org/10.1080/02664763.2012.740626\">10.1080/02664763.2012.740626</a>","apa":"Feng, Y. (2012). An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method. <i>Journal of Applied Statistics</i>, <i>40</i>(2), 266–281. <a href=\"https://doi.org/10.1080/02664763.2012.740626\">https://doi.org/10.1080/02664763.2012.740626</a>","short":"Y. Feng, Journal of Applied Statistics 40 (2012) 266–281.","bibtex":"@article{Feng_2012, title={An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method}, volume={40}, DOI={<a href=\"https://doi.org/10.1080/02664763.2012.740626\">10.1080/02664763.2012.740626</a>}, number={2}, journal={Journal of Applied Statistics}, publisher={Informa UK Limited}, author={Feng, Yuanhua}, year={2012}, pages={266–281} }","mla":"Feng, Yuanhua. “An Iterative Plug-in Algorithm for Decomposing Seasonal Time Series Using the Berlin Method.” <i>Journal of Applied Statistics</i>, vol. 40, no. 2, Informa UK Limited, 2012, pp. 266–81, doi:<a href=\"https://doi.org/10.1080/02664763.2012.740626\">10.1080/02664763.2012.740626</a>."},"publication_status":"published","intvolume":"        40","author":[{"id":"20760","last_name":"Feng","first_name":"Yuanhua","full_name":"Feng, Yuanhua"}],"issue":"2","page":"266-281","volume":40,"type":"journal_article","publication":"Journal of Applied Statistics","user_id":"10075","doi":"10.1080/02664763.2012.740626","title":"An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method"},{"author":[{"first_name":"Yuanhua","full_name":"Feng, Yuanhua","last_name":"Feng","id":"20760"},{"last_name":"Beran","first_name":"Jan","full_name":"Beran, Jan"}],"intvolume":"        34","citation":{"short":"Y. Feng, J. Beran, Journal of Time Series Analysis 34 (2012) 30–39.","bibtex":"@article{Feng_Beran_2012, title={Optimal convergence rates in non-parametric regression with fractional time series errors}, volume={34}, DOI={<a href=\"https://doi.org/10.1111/j.1467-9892.2012.00811.x\">10.1111/j.1467-9892.2012.00811.x</a>}, number={1}, journal={Journal of Time Series Analysis}, publisher={Wiley}, author={Feng, Yuanhua and Beran, Jan}, year={2012}, pages={30–39} }","mla":"Feng, Yuanhua, and Jan Beran. “Optimal Convergence Rates in Non-Parametric Regression with Fractional Time Series Errors.” <i>Journal of Time Series Analysis</i>, vol. 34, no. 1, Wiley, 2012, pp. 30–39, doi:<a href=\"https://doi.org/10.1111/j.1467-9892.2012.00811.x\">10.1111/j.1467-9892.2012.00811.x</a>.","ieee":"Y. Feng and J. Beran, “Optimal convergence rates in non-parametric regression with fractional time series errors,” <i>Journal of Time Series Analysis</i>, vol. 34, no. 1, pp. 30–39, 2012.","chicago":"Feng, Yuanhua, and Jan Beran. “Optimal Convergence Rates in Non-Parametric Regression with Fractional Time Series Errors.” <i>Journal of Time Series Analysis</i> 34, no. 1 (2012): 30–39. <a href=\"https://doi.org/10.1111/j.1467-9892.2012.00811.x\">https://doi.org/10.1111/j.1467-9892.2012.00811.x</a>.","apa":"Feng, Y., &#38; Beran, J. (2012). Optimal convergence rates in non-parametric regression with fractional time series errors. <i>Journal of Time Series Analysis</i>, <i>34</i>(1), 30–39. <a href=\"https://doi.org/10.1111/j.1467-9892.2012.00811.x\">https://doi.org/10.1111/j.1467-9892.2012.00811.x</a>","ama":"Feng Y, Beran J. Optimal convergence rates in non-parametric regression with fractional time series errors. <i>Journal of Time Series Analysis</i>. 2012;34(1):30-39. doi:<a href=\"https://doi.org/10.1111/j.1467-9892.2012.00811.x\">10.1111/j.1467-9892.2012.00811.x</a>"},"publication_status":"published","department":[{"_id":"206"}],"date_created":"2018-10-10T09:57:46Z","publisher":"Wiley","language":[{"iso":"eng"}],"year":"2012","publication_identifier":{"issn":["0143-9782"]},"status":"public","_id":"4601","date_updated":"2022-01-06T07:01:14Z","title":"Optimal convergence rates in non-parametric regression with fractional time series errors","doi":"10.1111/j.1467-9892.2012.00811.x","user_id":"10075","publication":"Journal of Time Series Analysis","type":"journal_article","page":"30-39","volume":34,"issue":"1"},{"_id":"4610","date_updated":"2022-01-06T07:01:14Z","publisher":"Informa UK Limited","date_created":"2018-10-10T11:09:44Z","status":"public","language":[{"iso":"eng"}],"year":"2012","publication_identifier":{"issn":["1559-8608","1559-8616"]},"publication_status":"published","citation":{"ama":"Feng Y, Beran J. Filtered Log-Periodogram Regression of Long Memory Processes. <i>Journal of Statistical Theory and Practice</i>. 2012;3(4):777-793. doi:<a href=\"https://doi.org/10.1080/15598608.2009.10411959\">10.1080/15598608.2009.10411959</a>","apa":"Feng, Y., &#38; Beran, J. (2012). Filtered Log-Periodogram Regression of Long Memory Processes. <i>Journal of Statistical Theory and Practice</i>, <i>3</i>(4), 777–793. <a href=\"https://doi.org/10.1080/15598608.2009.10411959\">https://doi.org/10.1080/15598608.2009.10411959</a>","chicago":"Feng, Yuanhua, and Jan Beran. “Filtered Log-Periodogram Regression of Long Memory Processes.” <i>Journal of Statistical Theory and Practice</i> 3, no. 4 (2012): 777–93. <a href=\"https://doi.org/10.1080/15598608.2009.10411959\">https://doi.org/10.1080/15598608.2009.10411959</a>.","ieee":"Y. Feng and J. Beran, “Filtered Log-Periodogram Regression of Long Memory Processes,” <i>Journal of Statistical Theory and Practice</i>, vol. 3, no. 4, pp. 777–793, 2012.","mla":"Feng, Yuanhua, and Jan Beran. “Filtered Log-Periodogram Regression of Long Memory Processes.” <i>Journal of Statistical Theory and Practice</i>, vol. 3, no. 4, Informa UK Limited, 2012, pp. 777–93, doi:<a href=\"https://doi.org/10.1080/15598608.2009.10411959\">10.1080/15598608.2009.10411959</a>.","bibtex":"@article{Feng_Beran_2012, title={Filtered Log-Periodogram Regression of Long Memory Processes}, volume={3}, DOI={<a href=\"https://doi.org/10.1080/15598608.2009.10411959\">10.1080/15598608.2009.10411959</a>}, number={4}, journal={Journal of Statistical Theory and Practice}, publisher={Informa UK Limited}, author={Feng, Yuanhua and Beran, Jan}, year={2012}, pages={777–793} }","short":"Y. Feng, J. Beran, Journal of Statistical Theory and Practice 3 (2012) 777–793."},"department":[{"_id":"206"}],"author":[{"first_name":"Yuanhua","full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng"},{"last_name":"Beran","first_name":"Jan","full_name":"Beran, Jan"}],"intvolume":"         3","volume":3,"page":"777-793","issue":"4","publication":"Journal of Statistical Theory and Practice","type":"journal_article","user_id":"10075","extern":"1","title":"Filtered Log-Periodogram Regression of Long Memory Processes","doi":"10.1080/15598608.2009.10411959"},{"year":"2012","publication_identifier":{"issn":["1559-8608","1559-8616"]},"type":"journal_article","status":"public","date_created":"2018-10-10T11:12:25Z","publication":"Journal of Statistical Theory and Practice","publisher":"Informa UK Limited","issue":"2","date_updated":"2022-01-06T07:01:14Z","page":"149-166","_id":"4611","volume":1,"doi":"10.1080/15598608.2007.10411831","intvolume":"         1","title":"Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes","author":[{"first_name":"Jan","full_name":"Beran, Jan","last_name":"Beran"},{"id":"20760","last_name":"Feng","full_name":"Feng, Yuanhua","first_name":"Yuanhua"}],"department":[{"_id":"206"}],"citation":{"short":"J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.","mla":"Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” <i>Journal of Statistical Theory and Practice</i>, vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:<a href=\"https://doi.org/10.1080/15598608.2007.10411831\">10.1080/15598608.2007.10411831</a>.","bibtex":"@article{Beran_Feng_2012, title={Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes}, volume={1}, DOI={<a href=\"https://doi.org/10.1080/15598608.2007.10411831\">10.1080/15598608.2007.10411831</a>}, number={2}, journal={Journal of Statistical Theory and Practice}, publisher={Informa UK Limited}, author={Beran, Jan and Feng, Yuanhua}, year={2012}, pages={149–166} }","chicago":"Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” <i>Journal of Statistical Theory and Practice</i> 1, no. 2 (2012): 149–66. <a href=\"https://doi.org/10.1080/15598608.2007.10411831\">https://doi.org/10.1080/15598608.2007.10411831</a>.","ieee":"J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes,” <i>Journal of Statistical Theory and Practice</i>, vol. 1, no. 2, pp. 149–166, 2012.","apa":"Beran, J., &#38; Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. <i>Journal of Statistical Theory and Practice</i>, <i>1</i>(2), 149–166. <a href=\"https://doi.org/10.1080/15598608.2007.10411831\">https://doi.org/10.1080/15598608.2007.10411831</a>","ama":"Beran J, Feng Y. 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Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.","mla":"Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” <i>Journal of Statistical Theory and Practice</i>, vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:<a href=\"https://doi.org/10.1080/15598608.2007.10411831\">10.1080/15598608.2007.10411831</a>.","bibtex":"@article{Beran_Feng_2012, title={Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes}, volume={1}, DOI={<a href=\"https://doi.org/10.1080/15598608.2007.10411831\">10.1080/15598608.2007.10411831</a>}, number={2}, journal={Journal of Statistical Theory and Practice}, publisher={Informa UK Limited}, author={Beran, Jan and Feng, Yuanhua}, year={2012}, pages={149–166} }","chicago":"Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” <i>Journal of Statistical Theory and Practice</i> 1, no. 2 (2012): 149–66. <a href=\"https://doi.org/10.1080/15598608.2007.10411831\">https://doi.org/10.1080/15598608.2007.10411831</a>.","ieee":"J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes,” <i>Journal of Statistical Theory and Practice</i>, vol. 1, no. 2, pp. 149–166, 2012.","apa":"Beran, J., &#38; Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. <i>Journal of Statistical Theory and Practice</i>, <i>1</i>(2), 149–166. <a href=\"https://doi.org/10.1080/15598608.2007.10411831\">https://doi.org/10.1080/15598608.2007.10411831</a>","ama":"Beran J, Feng Y. Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. <i>Journal of Statistical Theory and Practice</i>. 2012;1(2):149-166. doi:<a href=\"https://doi.org/10.1080/15598608.2007.10411831\">10.1080/15598608.2007.10411831</a>"},"publication_status":"published","department":[{"_id":"206"}]},{"department":[{"_id":"206"}],"user_id":"10075","publication_status":"published","citation":{"short":"Y. Feng, S. Heiler, in: Econometrics in Theory and Practice, Physica-Verlag HD, Heidelberg, 2012, pp. 101–117.","mla":"Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” <i>Econometrics in Theory and Practice</i>, Physica-Verlag HD, 2012, pp. 101–17, doi:<a href=\"https://doi.org/10.1007/978-3-642-47027-1_10\">10.1007/978-3-642-47027-1_10</a>.","bibtex":"@inbook{Feng_Heiler_2012, place={Heidelberg}, title={Locally Weighted Autoregression}, DOI={<a href=\"https://doi.org/10.1007/978-3-642-47027-1_10\">10.1007/978-3-642-47027-1_10</a>}, booktitle={Econometrics in Theory and Practice}, publisher={Physica-Verlag HD}, author={Feng, Yuanhua and Heiler, Siegfried}, year={2012}, pages={101–117} }","chicago":"Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” In <i>Econometrics in Theory and Practice</i>, 101–17. Heidelberg: Physica-Verlag HD, 2012. <a href=\"https://doi.org/10.1007/978-3-642-47027-1_10\">https://doi.org/10.1007/978-3-642-47027-1_10</a>.","ieee":"Y. Feng and S. Heiler, “Locally Weighted Autoregression,” in <i>Econometrics in Theory and Practice</i>, Heidelberg: Physica-Verlag HD, 2012, pp. 101–117.","ama":"Feng Y, Heiler S. Locally Weighted Autoregression. In: <i>Econometrics in Theory and Practice</i>. Heidelberg: Physica-Verlag HD; 2012:101-117. doi:<a href=\"https://doi.org/10.1007/978-3-642-47027-1_10\">10.1007/978-3-642-47027-1_10</a>","apa":"Feng, Y., &#38; Heiler, S. (2012). Locally Weighted Autoregression. In <i>Econometrics in Theory and Practice</i> (pp. 101–117). Heidelberg: Physica-Verlag HD. <a href=\"https://doi.org/10.1007/978-3-642-47027-1_10\">https://doi.org/10.1007/978-3-642-47027-1_10</a>"},"doi":"10.1007/978-3-642-47027-1_10","place":"Heidelberg","author":[{"id":"20760","last_name":"Feng","first_name":"Yuanhua","full_name":"Feng, Yuanhua"},{"last_name":"Heiler","first_name":"Siegfried","full_name":"Heiler, Siegfried"}],"title":"Locally Weighted Autoregression","date_updated":"2022-01-06T07:01:16Z","page":"101-117","_id":"4631","status":"public","year":"2012","publication_identifier":{"isbn":["9783642470295","9783642470271"]},"type":"book_chapter","publisher":"Physica-Verlag HD","publication":"Econometrics in Theory and Practice","date_created":"2018-10-10T11:53:45Z"},{"_id":"4659","date_updated":"2022-01-06T07:01:17Z","date_created":"2018-10-11T11:21:05Z","status":"public","type":"working_paper","year":"2012","language":[{"iso":"eng"}],"user_id":"10075","citation":{"apa":"Feng, Y., Hand, D., &#38; Yu, K. (2012). <i>A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance</i>.","ama":"Feng Y, Hand D, Yu K. <i>A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance</i>.; 2012.","ieee":"Y. Feng, D. Hand, and K. Yu, <i>A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance</i>. 2012.","chicago":"Feng, Yuanhua, David Hand, and Keming Yu. <i>A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance</i>, 2012.","bibtex":"@book{Feng_Hand_Yu_2012, title={A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance}, author={Feng, Yuanhua and Hand, David and Yu, Keming}, year={2012} }","mla":"Feng, Yuanhua, et al. <i>A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance</i>. 2012.","short":"Y. Feng, D. Hand, K. Yu, A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance, 2012."},"department":[{"_id":"206"},{"_id":"475"}],"author":[{"full_name":"Feng, Yuanhua","first_name":"Yuanhua","id":"20760","last_name":"Feng"},{"last_name":"Hand","full_name":"Hand, David","first_name":"David"},{"last_name":"Yu","first_name":"Keming","full_name":"Yu, Keming"}],"title":"A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance"},{"department":[{"_id":"203"}],"user_id":"26589","citation":{"chicago":"Gilroy, Bernard Michael, and Daniel Kruse. “Die Prinzipal-Agent-Theorie Als Erklärungsinstrumentarium von Korruption.” <i>WiSt-Wirtschaftswissenschaftliches Studium</i> 41, no. 3 (2012): 143–50.","ieee":"B. M. Gilroy and D. Kruse, “Die Prinzipal-Agent-Theorie als Erklärungsinstrumentarium von Korruption,” <i>WiSt-Wirtschaftswissenschaftliches Studium</i>, vol. 41, no. 3, pp. 143–150, 2012.","ama":"Gilroy BM, Kruse D. 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We adopt a normative point of view and provide an\r\naxiomatic characterization of a specific overall power function, in which the weights\r\nenter in a proportional fashion.","lang":"eng"}],"has_accepted_license":"1","project":[{"name":"SFB 901","_id":"1"},{"name":"SFB 901 - Project Area A","_id":"2"},{"name":"SFB 901 - Subproject A3","_id":"7"}],"file":[{"file_name":"Proportionality and the power of unequal parties.pdf","file_size":152349,"creator":"stela","date_created":"2018-11-07T10:41:24Z","access_level":"closed","content_type":"application/pdf","file_id":"5408","relation":"main_file","date_updated":"2018-11-07T10:41:24Z","success":1}],"title":"Proportionality and the power of unequal parties","date_updated":"2022-01-06T06:56:51Z","_id":"2512","file_date_updated":"2018-11-07T10:41:24Z","status":"public","language":[{"iso":"eng"}],"publication_identifier":{"issn":["1742-7355"]},"year":"2011","publisher":"Wiley-Blackwell","date_created":"2018-04-26T10:43:43Z","department":[{"_id":"205"},{"_id":"475"}],"jel":["C71","D72"],"publication_status":"published","citation":{"ieee":"D. 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