| Publication | Date of Publication | Type |
|---|
| A central limit theorem, loss aversion and multi-armed bandits | 2023-06-09 | Paper |
| A central limit theorem for sets of probability measures | 2022-08-29 | Paper |
| Optimal Learning Under Robustness and Time-Consistency | 2022-08-05 | Paper |
| Ambiguous Correlation | 2020-06-03 | Paper |
| Robust Confidence Regions for Incomplete Models | 2019-01-31 | Paper |
| Exchangeable capacities, parameters and incomplete theories | 2015-11-23 | Paper |
| Ambiguous volatility, possibility and utility in continuous time | 2014-03-24 | Paper |
| Symmetry or Dynamic Consistency? | 2013-12-19 | Paper |
| Ambiguous volatility and asset pricing in continuous time | 2013-01-19 | Paper |
| A Paradox for the Smooth Ambiguity Model of Preference | 2011-02-02 | Paper |
| Symmetry of evidence without evidence of symmetry | 2010-12-14 | Paper |
| Non-Bayesian Learning | 2010-10-18 | Paper |
| Subjective states: a more robust model | 2009-11-13 | Paper |
| A two-person dynamic equilibrium under ambiguity | 2008-10-24 | Paper |
| Living with Risk | 2008-10-08 | Paper |
| Mutual absolute continuity of multiple priors | 2008-02-11 | Paper |
| Learning Under Ambiguity | 2007-11-21 | Paper |
| An Axiomatic Model of Non-Bayesian Updating | 2006-06-26 | Paper |
| Ambiguity, Risk, and Asset Returns in Continuous Time | 2006-06-16 | Paper |
| Recursive multiple-priors. | 2004-01-23 | Paper |
| IID: Independently and indistinguishably distributed. | 2004-01-23 | Paper |
| Subjective Probabilities on Subjectively Unambiguous Events | 2002-05-28 | Paper |
| The core of large differentiable TU games | 2002-03-20 | Paper |
| Are probabilities used in markets? | 2001-04-16 | Paper |
| A revelation principle for competing mechanisms | 2001-04-08 | Paper |
| A Definition of Uncertainty Aversion | 1999-09-22 | Paper |
| Least convex capacities | 1999-07-18 | Paper |
| Preference, rationalizability and equilibrium | 1997-06-10 | Paper |
| "Beliefs about Beliefs" without Probabilities | 1997-01-07 | Paper |
| A Revealed Preference Analysis of Asset Pricing Under Recursive Utility | 1996-10-13 | Paper |
| Uncertainty, risk-neutral measures and security price booms and crashes | 1996-02-06 | Paper |
| The projective independence axiom | 1995-01-05 | Paper |
| Intertemporal Asset Pricing under Knightian Uncertainty | 1994-11-17 | Paper |
| Dynamically consistent beliefs must be Bayesian | 1993-11-01 | Paper |
| Habits and Time Preference | 1993-08-15 | Paper |
| A unifying approach to axiomatic non-expected utility theories: Correction and comment | 1993-06-29 | Paper |
| Stochastic Differential Utility | 1992-09-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979172 | 1992-06-26 | Paper |
| Mixture Symmetry and Quadratic Utility | 1992-06-25 | Paper |
| Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour | 1990-01-01 | Paper |
| Axiomatic rank-dependent means | 1989-01-01 | Paper |
| A unifying approach to axiomatic non-expected utility theories | 1989-01-01 | Paper |
| The Structure of Preferences and Attitudess towards the Timing of the Resolution of Uncertainty | 1989-01-01 | Paper |
| Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework | 1989-01-01 | Paper |
| A correspondence theorem between expected utility and smooth utility | 1988-01-01 | Paper |
| A simple dynamic general equilibrium model | 1987-01-01 | Paper |
| The Global Stability of Efficient Intertemporal Allocations | 1987-01-01 | Paper |
| The Unimportance of the Intransitivity of Separable Preferences | 1987-01-01 | Paper |
| Intergenerational preference orderings | 1986-01-01 | Paper |
| Implicitly additive utility and the nature of optimal economic growth | 1986-01-01 | Paper |
| Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism | 1986-01-01 | Paper |
| Non-parametric hypothesis testing procedures and applications to demand analysis | 1985-01-01 | Paper |
| Decreasing Risk Aversion and Mean-Variance Analysis | 1985-01-01 | Paper |
| Decreasing absolute risk aversion and utility indices derived from cake- eating problems | 1983-01-01 | Paper |
| Stationary cardinal utility and optimal growth under uncertainty | 1983-01-01 | Paper |
| Aggregating Quasi-Fixed Factors | 1983-01-01 | Paper |
| Comparative dynamics in the adjustment-cost model of the firm | 1982-01-01 | Paper |
| Integrability of Incomplete Systems of Demand Functions | 1982-01-01 | Paper |
| Duality Theory and Functional Forms for Dynamic Factor Demands | 1981-01-01 | Paper |
| Generalized Duality and Integrability | 1981-01-01 | Paper |
| Multivariate Risk Independence and Functional Forms for Preferences and Technologies | 1980-01-01 | Paper |
| Decision Making and the Temporal Resolution of Uncertainty | 1980-01-01 | Paper |
| The Le Chatelier principle in optimal control problems | 1978-01-01 | Paper |
| Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty | 1978-01-01 | Paper |
| Approximate optimality and the risk/reward tradeoff in a class of bandit problems | 0001-01-03 | Paper |
