| Publication | Date of Publication | Type |
|---|
Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory
Theoretical Economics | 2023-10-17 | Paper |
Speculative trade under ambiguity
Journal of Economic Theory | 2022-01-18 | Paper |
The envelope theorem, Euler and Bellman equations, without differentiability
Journal of Economic Theory | 2021-09-29 | Paper |
Participation in risk sharing under ambiguity
Theory and Decision | 2021-05-06 | Paper |
Energy intake functions and energy budgets of ectotherms and endotherms derived from their ontogenetic growth in body mass and timing of sexual maturation
Journal of Theoretical Biology | 2018-07-06 | Paper |
Rational asset pricing bubbles and debt constraints
Journal of Mathematical Economics | 2014-09-08 | Paper |
A simple axiomatization of risk-averse expected utility
Economics Letters | 2013-01-02 | Paper |
Risk aversion for variational and multiple-prior preferences
Journal of Mathematical Economics | 2012-07-13 | Paper |
Liquidity and asset prices in rational expectations equilibrium with ambiguous information
Economic Theory | 2011-10-25 | Paper |
Efficient allocations under ambiguity
Journal of Economic Theory | 2011-06-28 | Paper |
Risk and risk aversion when states of nature matter
Economic Theory | 2009-09-09 | Paper |
Implementing Arrow-Debreu equilibria by trading infinitely-lived securities
Economic Theory | 2005-02-11 | Paper |
scientific article; zbMATH DE number 1239575 (Why is no real title available?)
| 2003-10-28 | Paper |
scientific article; zbMATH DE number 1795845 (Why is no real title available?)
| 2002-01-01 | Paper |
Minimum-cost portfolio insurance
Journal of Economic Dynamics and Control | 2000-10-26 | Paper |
Asset price bubbles in Arrow-Debreu and sequential equilibrium
Economic Theory | 2000-01-01 | Paper |
Portfolio dominance and optimality in infinite security markets
Journal of Mathematical Economics | 1999-09-01 | Paper |
Diversification and equilibrium in securities markets
Journal of Economic Theory | 1998-05-21 | Paper |
Arbitrage, Bubbles, and Valuation
International Economic Review | 1997-12-04 | Paper |
Arbitrage and Existence of Equilibrium in Infinite Asset Markets
Review of Economic Studies | 1996-01-08 | Paper |
scientific article; zbMATH DE number 824723 (Why is no real title available?)
| 1995-12-11 | Paper |
On constrained optimal allocations with incomplete markets
Economic Theory | 1994-11-27 | Paper |
Portfolio characterization of risk aversion
Economics Letters | 1994-10-17 | Paper |
Equilibria with options: Existence and indeterminacy
Journal of Economic Theory | 1991-01-01 | Paper |
Structure of financial markets and real indeterminacy of equilibria
Journal of Mathematical Economics | 1990-01-01 | Paper |
Equilibrium with incomplete markets without ordered preferences
Journal of Economic Theory | 1989-01-01 | Paper |
Arbitrage and the Existence of Competitive Equilibrium
Econometrica | 1987-01-01 | Paper |
Equilibrium in economies with incomplete financial markets
Journal of Economic Theory | 1985-01-01 | Paper |
