| Publication | Date of Publication | Type |
|---|
| The Texas shoot-out under Knightian uncertainty | 2024-08-08 | Paper |
| Optimal consumption for recursive preferences with local substitution -- the case of certainty | 2024-02-05 | Paper |
| Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations | 2022-12-13 | Paper |
| Optimal consumption and portfolio choice with ambiguous interest rates and volatility | 2021-12-17 | Paper |
| Viability and Arbitrage Under Knightian Uncertainty | 2021-11-18 | Paper |
| A Knightian irreversible investment problem | 2021-11-17 | Paper |
| A decomposition of general premium principles into risk and deviation | 2021-10-19 | Paper |
| On a Class of Infinite-Dimensional Singular Stochastic Control Problems | 2021-05-28 | Paper |
| Dynamically consistent alpha‐maxmin expected utility | 2021-03-23 | Paper |
| Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty | 2020-11-08 | Paper |
| Stability of the replicator equation for a single species with a multi-dimensional continuous trait space | 2020-09-07 | Paper |
| Purification and disambiguation of Ellsberg equilibria | 2020-04-03 | Paper |
| Equilibria Under Knightian Price Uncertainty | 2019-07-19 | Paper |
| Dynamically consistent preferences under imprecise probabilistic information | 2018-12-20 | Paper |
| The Foster-Hart measure of riskiness for general gambles | 2018-09-11 | Paper |
| Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty | 2018-07-16 | Paper |
| Subgame-perfect equilibria in stochastic timing games | 2017-09-14 | Paper |
| Continuous-time public good contribution under uncertainty: a stochastic control approach | 2017-08-10 | Paper |
| Kuhn's theorem for extensive form Ellsberg games | 2017-01-04 | Paper |
| A dynamic extension of the Foster-Hart measure of riskiness | 2015-08-21 | Paper |
| The logit dynamic for games with continuous strategy sets | 2015-06-08 | Paper |
| Financial economics without probabilistic prior assumptions | 2015-05-04 | Paper |
| On irreversible investment | 2014-12-18 | Paper |
| Ellsberg games | 2014-12-17 | Paper |
| Intertemporal equilibria with Knightian uncertainty | 2014-04-25 | Paper |
| Generalized Kuhn-Tucker conditions for \(N\)-firm stochastic irreversible investment under limited resources | 2014-01-27 | Paper |
| Existence of financial equilibria in continuous time with potentially complete markets | 2014-01-15 | Paper |
| The best choice problem under ambiguity | 2013-10-07 | Paper |
| Evolutionary stability in first price auctions | 2013-09-16 | Paper |
| Optimal stopping under ambiguity in continuous time | 2013-02-26 | Paper |
| Stochastic equilibria for economies under uncertainty with intertemporal substitution | 2012-03-06 | Paper |
| Voronoi languages: equilibria in cheap-talk games with high-dimensional types and few signals | 2011-11-10 | Paper |
| Other-Regarding Preferences in General Equilibrium | 2011-06-30 | Paper |
| On equilibrium prices in continuous time | 2010-05-21 | Paper |
| Optimal Stopping With Multiple Priors | 2009-11-13 | Paper |
| Mathematics for economists. | 2009-10-22 | Paper |
| Workbook for mathematics for economists. | 2009-10-22 | Paper |
| Optimal consumption choice with intolerance for declining standard of living | 2009-07-01 | Paper |
| Brown-von Neumann-Nash dynamics: The continuous strategy case | 2009-03-24 | Paper |
| Mathematics for economists | 2007-02-08 | Paper |
| Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result | 2006-11-29 | Paper |
| Generic determinacy of equilibria with local substitution | 2005-09-02 | Paper |
| Dynamic coherent risk measures | 2005-08-05 | Paper |
| Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist | 2003-08-20 | Paper |
| Optimal consumption choice with intertemporal substitution | 2003-05-06 | Paper |
| On the dynamic foundation of evolutionary stability in continuous models. | 2003-04-02 | Paper |
| Existence of Arrow-Radner equilibrium with endogenously complete markets under incomplete information | 2002-09-28 | Paper |
| Evolutionary dynamics on infinite strategy spaces | 2002-04-01 | Paper |
| Existence and structure of stochastic equilibria with intertemporal substitution | 2002-03-13 | Paper |
| Implementing efficient market structure. Optimal licensing in natural oligopoly when tax revenue matters | 2002-01-01 | Paper |
| Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate | 2001-03-28 | Paper |
| Imperfect information and investor heterogeneity in the bond market | 2000-07-10 | Paper |
| Non-time additive utility optimization -- the case of certainty | 2000-06-05 | Paper |
| Optimal consumption and investment under relative performance criteria with Epstein-Zin utility | N/A | Paper |
