Papers
Ordinal Representations and Properties of Recursive Utilities
January 2024
Optimal Allocations with Alpha-MaxMin
Utilities, Choquet Expected Utilities, and Prospect Theory.
with Patrick Beissner, Theoretical Economics, 2023
Speculative Trade under Ambiguity.
J. Econ. Theory, vol. 199, January 2022.
Envelope Theorem, Euler and Bellman Equations without Differentiability.
with Ramon Marimon, J. Econ. Theory, vol. 196, September 2021.
Speculative Bubbles,
Heterogeneous Beliefs, and Learning.
revised January 2023.
Participation in Risk Sharing under Ambiguity.
Theory and Decision, May 2021.
Rational Asset Pricing Bubbles and Debt Constraints.
J. of Math. Econ., August 2014.
Risk Aversion for Variational and Multiple-Prior Preferences.
J. of Math. Econ., November 2011.
Efficient Allocations under Ambiguity.
with Tomasz Strzalecki, J. of Econ. Theory,vol 146, pg 1173-1195, October 2011.
Liquidity and Asset Prices in Rational Expectations Equilibrium with Ambiguous Information.
with Han Ozsoylev, Econ. Theory, 48, pg 469-491, 2011.
Information Revelation and Market Crashes.
2006.
Risk and Risk Aversion when States of Nature Matter.
published in Economic Theory, vol. 41, November 2009.
Risk Aversion as a Foundation of Expected Utility.
October 2002, shorter version published in Economics Letters, vol. 88, 2005.
Note: All papers are in PDF format. Click on the icon below to download the Adobe Acrobat® viewer
