Risk Aversion for Multiple-Prior and Variational Preferences.
November 2009.
Efficient Allocations under Ambiguity.
with Tomasz Strzalecki, September 2009
Liquidity and Asset Prices in Rational Expectations Equilibrium with Ambiguous Information.
with Han Ozsoylev, revised May 2009.
Information Revelation and Market Crashes.
2006.
Risk and Risk Aversion when States of Nature Matter.
Economic Theory, 2008.
Risk Aversion as a Foundation of Expected Utility.
October 2002
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