| Publication | Date of Publication | Type |
|---|
The Texas shoot-out under Knightian uncertainty
Games and Economic Behavior | 2024-08-08 | Paper |
Optimal consumption for recursive preferences with local substitution -- the case of certainty
Journal of Mathematical Economics | 2024-02-05 | Paper |
Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations
Advances in Applied Probability | 2022-12-13 | Paper |
Optimal consumption and portfolio choice with ambiguous interest rates and volatility
Economic Theory | 2021-12-17 | Paper |
Viability and arbitrage under Knightian uncertainty
Econometrica | 2021-11-18 | Paper |
A Knightian irreversible investment problem
Journal of Mathematical Analysis and Applications | 2021-11-17 | Paper |
A decomposition of general premium principles into risk and deviation
Insurance Mathematics & Economics | 2021-10-19 | Paper |
On a class of infinite-dimensional singular stochastic control problems
SIAM Journal on Control and Optimization | 2021-05-28 | Paper |
Dynamically consistent alpha-maxmin expected utility
Mathematical Finance | 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
Journal of Theoretical Biology | 2020-09-07 | Paper |
Purification and disambiguation of Ellsberg equilibria
Economic Theory | 2020-04-03 | Paper |
Equilibria under Knightian price uncertainty
Econometrica | 2019-07-19 | Paper |
Dynamically consistent preferences under imprecise probabilistic information
Journal of Mathematical Economics | 2018-12-20 | Paper |
The Foster-Hart measure of riskiness for general gambles
Theoretical Economics | 2018-09-11 | Paper |
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
Finance and Stochastics | 2018-07-16 | Paper |
Subgame-perfect equilibria in stochastic timing games
Journal of Mathematical Economics | 2017-09-14 | Paper |
Continuous-time public good contribution under uncertainty: a stochastic control approach
Applied Mathematics and Optimization | 2017-08-10 | Paper |
Kuhn's theorem for extensive form Ellsberg games
Journal of Mathematical Economics | 2017-01-04 | Paper |
A dynamic extension of the Foster-Hart measure of riskiness
Journal of Mathematical Economics | 2015-08-21 | Paper |
The logit dynamic for games with continuous strategy sets
Games and Economic Behavior | 2015-06-08 | Paper |
Financial economics without probabilistic prior assumptions
Decisions in Economics and Finance | 2015-05-04 | Paper |
On irreversible investment
Finance and Stochastics | 2014-12-18 | Paper |
Ellsberg games
Theory and Decision | 2014-12-17 | Paper |
Intertemporal equilibria with Knightian uncertainty
Journal of Economic Theory | 2014-04-25 | Paper |
Generalized Kuhn-Tucker conditions for N-firm stochastic irreversible investment under limited resources
SIAM Journal on Control and Optimization | 2014-01-27 | Paper |
Existence of financial equilibria in continuous time with potentially complete markets
Journal of Mathematical Economics | 2014-01-15 | Paper |
The best choice problem under ambiguity
Economic Theory | 2013-10-07 | Paper |
Evolutionary stability in first price auctions
Dynamic Games and Applications | 2013-09-16 | Paper |
Optimal stopping under ambiguity in continuous time
Mathematics and Financial Economics | 2013-02-26 | Paper |
Stochastic equilibria for economies under uncertainty with intertemporal substitution
Annals of Finance | 2012-03-06 | Paper |
Voronoi languages: equilibria in cheap-talk games with high-dimensional types and few signals
Games and Economic Behavior | 2011-11-10 | Paper |
Other-regarding preferences in general equilibrium
Review of Economic Studies | 2011-06-30 | Paper |
On equilibrium prices in continuous time
Journal of Economic Theory | 2010-05-21 | Paper |
On equilibrium prices in continuous time
Journal of Economic Theory | 2010-05-21 | Paper |
Optimal Stopping With Multiple Priors
Econometrica | 2009-11-13 | Paper |
Mathematics for economists.
Springer-Lehrbuch | 2009-10-22 | Paper |
Workbook for mathematics for economists.
Springer-Lehrbuch | 2009-10-22 | Paper |
Optimal consumption choice with intolerance for declining standard of living
Journal of Mathematical Economics | 2009-07-01 | Paper |
Brown-von Neumann-Nash dynamics: The continuous strategy case
Games and Economic Behavior | 2009-03-24 | Paper |
Mathematics for economists
Springer-Lehrbuch | 2007-02-08 | Paper |
Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result
Economic Theory | 2006-11-29 | Paper |
Generic determinacy of equilibria with local substitution
Journal of Mathematical Economics | 2005-09-02 | Paper |
Dynamic coherent risk measures
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist
Economic Theory | 2003-08-20 | Paper |
Optimal consumption choice with intertemporal substitution
The Annals of Applied Probability | 2003-05-06 | Paper |
On the dynamic foundation of evolutionary stability in continuous models.
Journal of Economic Theory | 2003-04-02 | Paper |
Existence of Arrow-Radner equilibrium with endogenously complete markets under incomplete information
Journal of Economic Theory | 2002-09-28 | Paper |
Evolutionary dynamics on infinite strategy spaces
Economic Theory | 2002-04-01 | Paper |
Existence and structure of stochastic equilibria with intertemporal substitution
Finance and Stochastics | 2002-03-13 | Paper |
Implementing efficient market structure. Optimal licensing in natural oligopoly when tax revenue matters
Review of Economic Design | 2002-01-01 | Paper |
Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate
European Finance Review | 2001-03-28 | Paper |
Imperfect information and investor heterogeneity in the bond market
Contributions to Economics | 2000-07-10 | Paper |
Non-time additive utility optimization -- the case of certainty
Journal of Mathematical Economics | 2000-06-05 | Paper |
Optimal consumption and investment under relative performance criteria with Epstein-Zin utility
(available as arXiv preprint) | N/A | Paper |
