| Publication | Date of Publication | Type |
|---|
Approximate optimality and the risk/reward tradeoff given repeated gambles Economic Theory | 2025-06-26 | Paper |
A central limit theorem, loss aversion and multi-armed bandits Journal of Economic Theory | 2023-06-09 | Paper |
A central limit theorem for sets of probability measures Stochastic Processes and their Applications | 2022-08-29 | Paper |
Optimal learning under robustness and time-consistency Operations Research | 2022-08-05 | Paper |
Ambiguous correlation Review of Economic Studies | 2020-06-03 | Paper |
Robust confidence regions for incomplete models Econometrica | 2019-01-31 | Paper |
Exchangeable capacities, parameters and incomplete theories Journal of Economic Theory | 2015-11-23 | Paper |
Ambiguous volatility, possibility and utility in continuous time Journal of Mathematical Economics | 2014-03-24 | Paper |
Symmetry or dynamic consistency? The B. E. Journal of Theoretical Economics | 2013-12-19 | Paper |
| Ambiguous volatility and asset pricing in continuous time | 2013-01-19 | Paper |
A paradox for the ``smooth ambiguity'' model of preference Econometrica | 2011-02-02 | Paper |
Symmetry of evidence without evidence of symmetry Theoretical Economics | 2010-12-14 | Paper |
Non-Bayesian learning The B.E. Journal of Theoretical Economics | 2010-10-18 | Paper |
Subjective states: a more robust model Games and Economic Behavior | 2009-11-13 | Paper |
A two-person dynamic equilibrium under ambiguity Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
Living with Risk Review of Economic Studies | 2008-10-08 | Paper |
Mutual absolute continuity of multiple priors Journal of Economic Theory | 2008-02-11 | Paper |
Learning Under Ambiguity Review of Economic Studies | 2007-11-21 | Paper |
An Axiomatic Model of Non-Bayesian Updating Review of Economic Studies | 2006-06-26 | Paper |
Ambiguity, Risk, and Asset Returns in Continuous Time Econometrica | 2006-06-16 | Paper |
Recursive multiple-priors. Journal of Economic Theory | 2004-01-23 | Paper |
IID: Independently and indistinguishably distributed. Journal of Economic Theory | 2004-01-23 | Paper |
Subjective Probabilities on Subjectively Unambiguous Events Econometrica | 2002-05-28 | Paper |
The core of large differentiable TU games Journal of Economic Theory | 2002-03-20 | Paper |
Are probabilities used in markets? Journal of Economic Theory | 2001-04-16 | Paper |
A revelation principle for competing mechanisms Journal of Economic Theory | 2001-04-08 | Paper |
A Definition of Uncertainty Aversion Review of Economic Studies | 1999-09-22 | Paper |
Least convex capacities Economic Theory | 1999-07-18 | Paper |
Preference, rationalizability and equilibrium Journal of Economic Theory | 1997-06-10 | Paper |
"Beliefs about Beliefs" without Probabilities Econometrica | 1997-01-07 | Paper |
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility Review of Economic Studies | 1996-10-13 | Paper |
Uncertainty, risk-neutral measures and security price booms and crashes Journal of Economic Theory | 1996-02-06 | Paper |
The projective independence axiom Economic Theory | 1995-01-05 | Paper |
Intertemporal Asset Pricing under Knightian Uncertainty Econometrica | 1994-11-17 | Paper |
Dynamically consistent beliefs must be Bayesian Journal of Economic Theory | 1993-11-01 | Paper |
Habits and Time Preference International Economic Review | 1993-08-15 | Paper |
A unifying approach to axiomatic non-expected utility theories: Correction and comment Journal of Economic Theory | 1993-06-29 | Paper |
Stochastic Differential Utility Econometrica | 1992-09-26 | Paper |
| scientific article; zbMATH DE number 19679 (Why is no real title available?) | 1992-06-26 | Paper |
Mixture Symmetry and Quadratic Utility Econometrica | 1992-06-25 | Paper |
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour Journal of Economic Theory | 1990-01-01 | Paper |
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework Econometrica | 1989-01-01 | Paper |
A unifying approach to axiomatic non-expected utility theories Journal of Economic Theory | 1989-01-01 | Paper |
The Structure of Preferences and Attitudess towards the Timing of the Resolution of Uncertainty International Economic Review | 1989-01-01 | Paper |
Axiomatic rank-dependent means Annals of Operations Research | 1989-01-01 | Paper |
A correspondence theorem between expected utility and smooth utility Journal of Economic Theory | 1988-01-01 | Paper |
A simple dynamic general equilibrium model Journal of Economic Theory | 1987-01-01 | Paper |
The Global Stability of Efficient Intertemporal Allocations Econometrica | 1987-01-01 | Paper |
The Unimportance of the Intransitivity of Separable Preferences International Economic Review | 1987-01-01 | Paper |
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism Journal of Economic Theory | 1986-01-01 | Paper |
Intergenerational preference orderings Social Choice and Welfare | 1986-01-01 | Paper |
Implicitly additive utility and the nature of optimal economic growth Journal of Mathematical Economics | 1986-01-01 | Paper |
Decreasing Risk Aversion and Mean-Variance Analysis Econometrica | 1985-01-01 | Paper |
Non-parametric hypothesis testing procedures and applications to demand analysis Journal of Econometrics | 1985-01-01 | Paper |
Stationary cardinal utility and optimal growth under uncertainty Journal of Economic Theory | 1983-01-01 | Paper |
Decreasing absolute risk aversion and utility indices derived from cake- eating problems Journal of Economic Theory | 1983-01-01 | Paper |
Aggregating Quasi-Fixed Factors Scandinavian Journal of Economics | 1983-01-01 | Paper |
Comparative dynamics in the adjustment-cost model of the firm Journal of Economic Theory | 1982-01-01 | Paper |
Integrability of Incomplete Systems of Demand Functions Review of Economic Studies | 1982-01-01 | Paper |
Generalized Duality and Integrability Econometrica | 1981-01-01 | Paper |
Duality Theory and Functional Forms for Dynamic Factor Demands Review of Economic Studies | 1981-01-01 | Paper |
Decision Making and the Temporal Resolution of Uncertainty International Economic Review | 1980-01-01 | Paper |
Multivariate Risk Independence and Functional Forms for Preferences and Technologies Econometrica | 1980-01-01 | Paper |
The Le Chatelier principle in optimal control problems Journal of Economic Theory | 1978-01-01 | Paper |
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty Review of Economic Studies | 1978-01-01 | Paper |
Approximate optimality and the risk/reward tradeoff in a class of bandit problems (available as arXiv preprint) | N/A | Paper |