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Add lectures on Kihlstrom's paper, Ross Recovery Theorem and update lectures in probability theory#859

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HumphreyYang merged 28 commits intomainfrom
mis_recovery
Apr 28, 2026
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Add lectures on Kihlstrom's paper, Ross Recovery Theorem and update lectures in probability theory#859
HumphreyYang merged 28 commits intomainfrom
mis_recovery

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@HumphreyYang HumphreyYang commented Apr 24, 2026

This PR updates a few lectures on probability theory and adds Kihlstrom's paper on information and market equilibrium and two lectures related to Ross Recovery Theorem.

This PR also fixes bad entries in the bib file.

Supersede #858

thomassargent30 and others added 17 commits April 12, 2026 12:59
- Add lectures/ross_recovery.md: new QuantEcon lecture on Ross (2015)
  covering the Recovery Theorem, Perron-Frobenius approach, natural vs
  risk-neutral distributions, tail risk, and efficient markets tests
- Add ross_recovery to _toc.yml before misspecified_recovery in asset
  pricing section
- Add 7 new BibTeX entries to quant-econ.bib: BreedenLitzenberger1978,
  CarrYu2012, BlackScholes1973, Merton1973, CoxRossRubinstein1979,
  JackwerthRubinstein1996, Weitzman2007
HumphreyYang and others added 11 commits April 24, 2026 14:09
Co-authored-by: Copilot <copilot@github.com>
Co-authored-by: Copilot <copilot@github.com>
Co-authored-by: Copilot <copilot@github.com>
Co-authored-by: Copilot <copilot@github.com>
Co-authored-by: Copilot <copilot@github.com>
@HumphreyYang HumphreyYang merged commit 78030a3 into main Apr 28, 2026
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@HumphreyYang HumphreyYang deleted the mis_recovery branch April 28, 2026 08:58
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2 participants