| Publication | Date of Publication | Type |
|---|
Equilibrium CEO contract with belief heterogeneity
Economic Theory | 2022-10-06 | Paper |
Shareholder heterogeneity, asymmetric information, and the equilibrium manager
Economic Theory | 2022-05-31 | Paper |
Live fast, die young: equilibrium and survival in large economies
Economic Theory | 2021-12-17 | Paper |
Evolutionary beliefs and financial markets
Review of Finance | 2018-11-02 | Paper |
Subjective expectations and medical testing
Economics Letters | 2018-08-24 | Paper |
The impact of health-related emotions on belief formation and behavior
Theory and Decision | 2018-06-05 | Paper |
Live fast, die young
Economic Theory | 2016-10-11 | Paper |
Collective risk aversion
Social Choice and Welfare | 2014-06-02 | Paper |
On multivariate prudence
Journal of Economic Theory | 2014-04-23 | Paper |
The marginal propensity to consume and multidimensional risk
Economics Letters | 2014-03-03 | Paper |
Pricing of non-redundant derivatives in a complete market
Review of Derivatives Research | 2013-10-30 | Paper |
Efficient portfolios in financial markets with proportional transaction costs
Mathematics and Financial Economics | 2013-08-06 | Paper |
Are more risk averse agents more optimistic? Insights from a rational expectations model
Economics Letters | 2013-01-29 | Paper |
A class of models satisfying a dynamical version of the CAPM
Economics Letters | 2013-01-01 | Paper |
Financial markets equilibrium with heterogeneous agents
Review of Finance | 2012-10-23 | Paper |
Behavioral biases and the representative agent
Theory and Decision | 2012-09-27 | Paper |
Unbiased disagreement in financial markets, waves of pessimism and the risk-return trade-off
Review of Finance | 2011-08-09 | Paper |
Law invariant risk measures have the Fatou property
Advances in Mathematical Economics | 2010-06-02 | Paper |
Discounting and divergence of opinion
Journal of Economic Theory | 2010-05-11 | Paper |
On Abel's concept of doubt and pessimism
Journal of Economic Dynamics and Control | 2010-01-19 | Paper |
Heterogeneous beliefs and asset pricing in discrete time: an analysis of pessimism and doubt
Journal of Economic Dynamics and Control | 2008-11-25 | Paper |
Equilibrium pricing bounds on option prices
Mathematics and Financial Economics | 2008-09-04 | Paper |
INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH
International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
Production planning and inventories optimization: A backward approach in the convex storage cost case
Journal of Mathematical Economics | 2008-07-11 | Paper |
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
Mathematical Finance | 2008-04-30 | Paper |
Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
Review of Economic Studies | 2007-11-21 | Paper |
Aggregation of heterogeneous beliefs
Journal of Mathematical Economics | 2006-12-07 | Paper |
Arbitrage and state price deflators in a general intertemporal framework
Journal of Mathematical Economics | 2005-11-14 | Paper |
Vector-valued coherent risk measures
Finance and Stochastics | 2005-05-20 | Paper |
Conditional comonotonicity
Decisions in Economics and Finance | 2005-04-11 | Paper |
Convergence of utility functions and convergence of optimal strategies
Finance and Stochastics | 2004-11-24 | Paper |
Convergence of the equilibrium prices in a family of financial models
Finance and Stochastics | 2004-03-16 | Paper |
Comonotonic processes
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Production planning and inventories optimization with a general storage cost function.
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 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
Mathematical Finance | 2003-02-02 | Paper |
| Market models with frictions: arbitrage and pricing issues | 2002-02-14 | Paper |
Arbitrage and investment opportunities
Finance and Stochastics | 2001-12-12 | Paper |
Viability and equilibrium in securities markets with frictions
Mathematical Finance | 2001-11-26 | Paper |
Generalized Lipschitz functions
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2001-10-21 | Paper |
Arbitrage and viability in securities markets with fixed trading costs
Journal of Mathematical Economics | 2001-09-03 | Paper |
Arbitrage and control problems in finance. A presentation
Journal of Mathematical Economics | 2001-07-29 | Paper |
Price functionals with bid-ask spreads: An axiomatic approach
Journal of Mathematical Economics | 2001-01-25 | Paper |
Optimal investment with taxes: An existence result
Journal of Mathematical Economics | 2000-11-20 | Paper |
A discrete stochastic model for investment with an application to the transaction costs case
Journal of Mathematical Economics | 2000-04-09 | Paper |
Optimal investment with taxes: an optimal control problem with endogeneous delay
Nonlinear Analysis: Theory, Methods & Applications | 1999-10-05 | Paper |
| scientific article; zbMATH DE number 1066454 (Why is no real title available?) | 1997-09-25 | Paper |
ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
Mathematical Finance | 1997-03-23 | Paper |
Martingales and arbitage in securities markets with transaction costs
Journal of Economic Theory | 1995-08-27 | Paper |
General equilibrium with producers and brokers. Existence and regularity
Economics Letters | 1994-01-13 | Paper |
The graph of the Walras correspondence. The production economies case
Journal of Mathematical Economics | 1993-05-04 | Paper |
An index theorem for nonconvex production economies
Journal of Economic Theory | 1993-01-16 | Paper |
Structure of the equilibria set of a production economy
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 1992-12-17 | Paper |
Structure of the equilibria set of a production economy
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 1992-12-17 | Paper |
Existence of equilibria in nonconvex economies without free disposal
Economics Letters | 1992-09-27 | Paper |
Functions with constant generalized gradients
Journal of Mathematical Analysis and Applications | 1992-06-25 | Paper |
A remark on Clarke's normal cone and the marginal cost pricing rule
Journal of Mathematical Economics | 1989-01-01 | Paper |
A remark on Clarke's normal cone and the marginal cost pricing rule
Journal of Mathematical Economics | 1988-01-01 | Paper |
