| Publication | Date of Publication | Type |
|---|
| Equilibrium CEO contract with belief heterogeneity | 2022-10-06 | Paper |
| Shareholder heterogeneity, asymmetric information, and the equilibrium manager | 2022-05-31 | Paper |
| Live fast, die young: equilibrium and survival in large economies | 2021-12-17 | Paper |
| Evolutionary Beliefs and Financial Markets* | 2018-11-02 | Paper |
| Subjective expectations and medical testing | 2018-08-24 | Paper |
| The impact of health-related emotions on belief formation and behavior | 2018-06-05 | Paper |
| Live fast, die young | 2016-10-11 | Paper |
| Collective risk aversion | 2014-06-02 | Paper |
| On multivariate prudence | 2014-04-23 | Paper |
| The marginal propensity to consume and multidimensional risk | 2014-03-03 | Paper |
| Pricing of non-redundant derivatives in a complete market | 2013-10-30 | Paper |
| Efficient portfolios in financial markets with proportional transaction costs | 2013-08-06 | Paper |
| Are more risk averse agents more optimistic? Insights from a rational expectations model | 2013-01-29 | Paper |
| A class of models satisfying a dynamical version of the CAPM | 2013-01-01 | Paper |
| Financial markets equilibrium with heterogeneous agents | 2012-10-23 | Paper |
| Behavioral biases and the representative agent | 2012-09-27 | Paper |
| Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off* | 2011-08-09 | Paper |
| Law invariant risk measures have the Fatou property | 2010-06-02 | Paper |
| Discounting and divergence of opinion | 2010-05-11 | Paper |
| On Abel's concept of doubt and pessimism | 2010-01-19 | Paper |
| Heterogeneous beliefs and asset pricing in discrete time: an analysis of pessimism and doubt | 2008-11-25 | Paper |
| Equilibrium pricing bounds on option prices | 2008-09-04 | Paper |
| INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH | 2008-09-03 | Paper |
| Production planning and inventories optimization: A backward approach in the convex storage cost case | 2008-07-11 | Paper |
| OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS | 2008-04-30 | Paper |
| Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs | 2007-11-21 | Paper |
| Aggregation of heterogeneous beliefs | 2006-12-07 | Paper |
| Arbitrage and state price deflators in a general intertemporal framework | 2005-11-14 | Paper |
| Vector-valued coherent risk measures | 2005-05-20 | Paper |
| Conditional comonotonicity | 2005-04-11 | Paper |
| Convergence of utility functions and convergence of optimal strategies | 2004-11-24 | Paper |
| Convergence of the equilibrium prices in a family of financial models | 2004-03-16 | Paper |
| Comonotonic processes | 2003-11-16 | Paper |
| Production planning and inventories optimization with a general storage cost function. | 2003-09-07 | Paper |
| Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints | 2003-06-02 | Paper |
| Investment and Arbitrage Opportunities with Short Sales Constraints | 2003-02-02 | Paper |
| Market models with frictions: arbitrage and pricing issues | 2002-02-14 | Paper |
| Arbitrage and investment opportunities | 2001-12-12 | Paper |
| Viability and equilibrium in securities markets with frictions | 2001-11-26 | Paper |
| Generalized Lipschitz functions | 2001-10-21 | Paper |
| Arbitrage and viability in securities markets with fixed trading costs | 2001-09-03 | Paper |
| Arbitrage and control problems in finance. A presentation | 2001-07-29 | Paper |
| Price functionals with bid-ask spreads: An axiomatic approach | 2001-01-25 | Paper |
| Optimal investment with taxes: An existence result | 2000-11-20 | Paper |
| A discrete stochastic model for investment with an application to the transaction costs case | 2000-04-09 | Paper |
| Optimal investment with taxes: an optimal control problem with endogeneous delay | 1999-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357647 | 1997-09-25 | Paper |
| ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS | 1997-03-23 | Paper |
| Martingales and arbitage in securities markets with transaction costs | 1995-08-27 | Paper |
| General equilibrium with producers and brokers. Existence and regularity | 1994-01-13 | Paper |
| The graph of the Walras correspondence. The production economies case | 1993-05-04 | Paper |
| An index theorem for nonconvex production economies | 1993-01-16 | Paper |
| Structure of the equilibria set of a production economy | 1992-12-17 | Paper |
| Existence of equilibria in nonconvex economies without free disposal | 1992-09-27 | Paper |
| Functions with constant generalized gradients | 1992-06-25 | Paper |
| A remark on Clarke's normal cone and the marginal cost pricing rule | 1989-01-01 | Paper |
| A remark on Clarke's normal cone and the marginal cost pricing rule | 1988-01-01 | Paper |
