| Publication | Date of Publication | Type |
|---|
| A Counterexample in Ito Integration Theory | 2023-05-18 | Paper |
| A Note on Absolutely Continuous Processes | 2019-01-15 | Paper |
| Characterization of the Ito Integral | 2018-12-22 | Paper |
Comparative risk aversion
Economics Letters | 2016-01-01 | Paper |
Monotone Risk Aversion
Institutions, Equilibria and Efficiency | 2008-01-02 | Paper |
Dividends in the theory of derivative securities pricing
Economic Theory | 2007-04-26 | Paper |
The instantaneous capital market line
Economic Theory | 2006-09-12 | Paper |
Monotone risk aversion
Economic Theory | 2005-06-07 | Paper |
Parametric characterizations of risk aversion and prudence
Economic Theory | 2000-01-01 | Paper |
Differentiable von Neumann-Morgenstern utility
Economic Theory | 1999-11-16 | Paper |
Common knowledge: The case of linear regression
Journal of Mathematical Economics | 1996-12-01 | Paper |
Common Knowledge of a Multivariate Aggregate Statistic
International Economic Review | 1995-12-13 | Paper |
Robustness of the market model
Economic Theory | 1994-11-27 | Paper |
Pareto optima in incomplete financial markets
Journal of Mathematical Economics | 1994-04-18 | Paper |
The expected utility of portfolios of assets
Journal of Mathematical Economics | 1993-12-10 | Paper |
The utility of infinite menus
Economics Letters | 1992-10-05 | Paper |
Equilibrium in CAPM without a Riskless Asset
Review of Economic Studies | 1990-01-01 | Paper |
Common Knowledge of an Aggregate of Expectations
Econometrica | 1990-01-01 | Paper |
Existence of equilibrium in CAPM
Journal of Economic Theory | 1990-01-01 | Paper |
Asset Market Equilibrium with Short-Selling
Review of Economic Studies | 1989-01-01 | Paper |
Attractive Compounds of Unattractive Investments and Gambles
Scandinavian Journal of Economics | 1985-01-01 | Paper |
Unbounded expected utility and continuity
Mathematical Social Sciences | 1984-01-01 | Paper |
Risk sensitivity in bargaining with more than two participants
Journal of Economic Theory | 1984-01-01 | Paper |
Common knowledge, communication, and convergence of beliefs
Mathematical Social Sciences | 1984-01-01 | Paper |
Pareto optima, non-convexities and regulated market equilibria
Journal of Mathematical Economics | 1983-01-01 | Paper |
Ordinal Interpersonal Comparisons in Bargaining
Econometrica | 1983-01-01 | Paper |
Transversality and the inverse image of a submanifold with corners.
MATHEMATICA SCANDINAVICA | 1981-01-01 | Paper |
