| Publication | Date of Publication | Type |
|---|
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 |
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 |
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 |
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 |
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 |
Pricing issues with investment flows. Applications to market models with frictions
Journal of Mathematical Economics | 2004-02-24 | Paper |
Comonotonic processes
Insurance Mathematics & Economics | 2003-11-16 | Paper |
The Dalang-Morton-Willinger theorem under cone constraints.
Journal of Mathematical Economics | 2003-06-25 | Paper |
| Market models with frictions: arbitrage and pricing issues | 2002-02-14 | Paper |
Arbitrage and investment opportunities
Finance and Stochastics | 2001-12-12 | Paper |
Arbitrage and viability in securities markets with fixed trading costs
Journal of Mathematical Economics | 2001-09-03 | Paper |
