Professoren
Prof. Ph. D. Sven Rady

Prof. Ph. D. Sven Rady

2005 Prize for Excellent Teaching awarded by the Bavarian Ministry of Science

2009-2010 Research Professorship funded by LMUexcellent (Excellence Initiative: Institutional Strategy of the University of Munich)Publications in Refereed Journals

Price Dispersion and Learning in a Dynamic Differentiated Goods-Duopoly, with Godfrey Keller
RAND Journal of Economics 34(1), 2003

Tenure Choice and the Riskiness of Non-Housing Consumption, with François Ortalo-Magné
Journal of Housing Economics 11(3), 2002

Strategic Trading and Learning about Liquidity, with Harrison Hong
Journal of Financial Markets 5(4), 2002

Housing Transactions in England and Wales: Current Trend and Future Prospects, with François Ortalo-Magné
Housing Finance 46, 2000

Optimal Experimentation in a Changing Environment, with Godfrey Keller
Review of Economic Studies 66(3), 1999

Boom In, Bust Out: Young Households and the Housing Price Cycle, with François Ortalo-Magné
European Economic Review 43(4-6), 1999

Option Pricing in the Presence of Natural Boundaries and a Quadratic Diffusion Term
Finance and Stochastics 1(4), 1997

The Direct Approach to Debt Option Pricing, with Klaus Sandmann
Review of Futures Markets 13(2), 1994

Other Publications

The Rise and Fall of Residential Transactions in England and Wales, with François Ortalo-Magné
Research Report, Council of Mortgage Lenders, London, 2000

Discussion Papers

Strategic Experimentation with Exponential Bandits, with Martin Cripps and Godfrey Keller, January 2003

Homeownership: Low Household Mobility, Volatile Housing Prices, High Income Dispersion, with François Ortalo-Magné, November 2002

Strategic Experimentation: The Case of Poisson Bandits, with Martin Cripps and Godfrey Keller, May 2002

Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints, with François Ortalo-Magné, April 2001

Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints, with François Ortalo-Magné, June 1998

State Prices Implicit in Valuation Formulae for Derivative Securities, January 1994

Working papers

Why Are Housing Prices So Volatile? Income Shocks in a Stochastic Heterogeneous-Agents Model, with François Ortalo-Magné, June 1999

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