| Publication | Date of Publication | Type |
|---|
Risk loving and fat tails in the wealth distribution Economic Theory | 2025-09-29 | Paper |
Refinement of dynamic equilibrium using small random perturbations International Journal of Economic Theory | 2023-10-18 | Paper |
Equilibrium efficiency with secured and unsecured assets Economic Theory | 2022-05-31 | Paper |
A necessary optimality condition in two-dimensional screening Economic Theory | 2022-05-31 | Paper |
Crashing of efficient stochastic bubbles Journal of Mathematical Economics | 2019-11-21 | Paper |
Endogenous discounting, wariness, and efficient capital taxation Journal of Economic Theory | 2019-09-12 | Paper |
Updating pricing rules Economic Theory | 2019-08-30 | Paper |
General equilibrium with uncertainty loving preferences Econometrica | 2019-01-09 | Paper |
Bargained haircuts and debt policy implications Economic Theory | 2018-01-29 | Paper |
Financial market structures revealed by pricing rules: efficient complete markets are prevalent Journal of Economic Theory | 2018-01-11 | Paper |
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents Economic Theory | 2017-03-02 | Paper |
Ambiguity aversion in the long run: ``to disagree, we must also agree'' Journal of Economic Theory | 2016-09-06 | Paper |
Inflation targeting with imperfect information International Economic Review | 2016-04-27 | Paper |
A note on the existence of Pareto optima in topological vector spaces Economics Letters | 2016-01-01 | Paper |
The marginal tariff approach without single-crossing Journal of Mathematical Economics | 2015-12-18 | Paper |
General equilibrium, preferences and financial institutions after the crisis Economic Theory | 2015-02-23 | Paper |
Long-lived collateralized assets and bubbles Journal of Mathematical Economics | 2012-07-13 | Paper |
Regulating collateral-requirements when markets are incomplete Journal of Economic Theory | 2012-05-07 | Paper |
Pricing rules and Arrow-Debreu ambiguous valuation Economic Theory | 2012-02-14 | Paper |
General equilibrium, wariness and efficient bubbles Journal of Economic Theory | 2011-06-28 | Paper |
| New applications of general equilibrium to finance: default and collateral | 2010-12-08 | Paper |
Adverse selection problems without the Spence-Mirrlees condition Journal of Economic Theory | 2010-05-21 | Paper |
Pure strategy equilibria of single and double auctions with interdependent values Games and Economic Behavior | 2009-02-25 | Paper |
Non-monotoniticies and the all-pay auction tie-breaking rule Economic Theory | 2008-05-26 | Paper |
Collateral Avoids Ponzi Schemes in Incomplete Markets Econometrica | 2006-06-16 | Paper |
Endogenous collateral Journal of Mathematical Economics | 2005-09-02 | Paper |
Equilibria in reflexive Banach lattices with a continuum of agents Economic Theory | 2005-02-11 | Paper |
Bancruptcy in a model of unsecured claims. Economic Theory | 2002-01-01 | Paper |
A general Lagrangian approach for non-concave moral hazard problems Journal of Mathematical Economics | 2001-07-17 | Paper |
Equilibrium with default and endogenous collateral. Mathematical Finance | 2001-03-29 | Paper |
Ergodic chaos, learning and sunspot equilibrium Economic Theory | 2000-01-01 | Paper |
INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES Mathematical Finance | 1999-05-26 | Paper |
Incomplete markets, continuum of states and default Economic Theory | 1998-03-15 | Paper |
The general existence of extended price equilibria with infinitely many commodities Journal of Economic Theory | 1996-01-08 | Paper |
The Once But Not Twice Differentiability of the Policy Function Econometrica | 1994-01-09 | Paper |
Generic non-existence of equilibria in finance models Journal of Mathematical Economics | 1991-01-01 | Paper |
On programming when the positive cone has an empty interior Journal of Optimization Theory and Applications | 1990-01-01 | Paper |
Equilibrium without uniform conditions Journal of Economic Theory | 1989-01-01 | Paper |
The non-existence of smooth demand in general Banach spaces Journal of Mathematical Economics | 1988-01-01 | Paper |
Lack of Pareto Optimal Allocations in Economies with Infinitely Many Commodities: The Need for Impatience Econometrica | 1985-01-01 | Paper |
Regular economies and sets of measure zero in Banach spaces Journal of Mathematical Economics | 1985-01-01 | Paper |
Maximum principle and transversality condition for concave infinite horizon economic models Journal of Economic Theory | 1983-01-01 | Paper |
On the accompanying laws theorem in Banach spaces The Annals of Probability | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3716479 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3788333 (Why is no real title available?) | 1979-01-01 | Paper |
| On Tails and Domains of Attraction of Stable Measures in Banach Spaces | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3633460 (Why is no real title available?) | 1979-01-01 | Paper |
Notes on the smoothing of aggregate demand Journal of Mathematical Economics | 1978-01-01 | Paper |
Type, cotype and Levy measures in Banach spaces The Annals of Probability | 1978-01-01 | Paper |
On the central limit theorem in Banach spaces Journal of Multivariate Analysis | 1978-01-01 | Paper |
Smoothness, Comparative Dynamics, and the Turnpike Property Econometrica | 1977-01-01 | Paper |
On Levy measure and integrability of the norm in \(C[0,1]\) Journal of Multivariate Analysis | 1977-01-01 | Paper |
Erratum to Ön Infinitely Divisible Laws in C[ 0, 1 ]" Proceedings of the American Mathematical Society | 1976-01-01 | Paper |
On Infinitely Divisible Laws in C[ 0, 1] Proceedings of the American Mathematical Society | 1975-01-01 | Paper |