| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A REVELATION PRINCIPLE FOR COMPETING MECHANISMS |
0 |
0 |
0 |
276 |
0 |
3 |
8 |
1,023 |
| A Revealed Preference Analysis of Asset Pricing Under Recursive Utility |
0 |
0 |
2 |
103 |
0 |
1 |
3 |
533 |
| A Two-Person Dynamic Equilibrium under Ambiguity |
0 |
0 |
2 |
321 |
0 |
1 |
13 |
1,261 |
| Ambiguity and Asset Markets |
0 |
2 |
9 |
181 |
3 |
8 |
28 |
435 |
| Ambiguity, Information Quality and Asset Pricing |
0 |
2 |
8 |
245 |
0 |
5 |
19 |
637 |
| Ambiguity, Information Quality and Asset Pricing |
0 |
2 |
11 |
250 |
0 |
4 |
23 |
656 |
| Ambiguity, risk and asset returns in continuous time |
1 |
1 |
29 |
1,075 |
3 |
5 |
47 |
2,409 |
| Ambiguous Correlation |
0 |
1 |
13 |
51 |
0 |
5 |
29 |
50 |
| Ambiguous Correlation |
0 |
1 |
43 |
43 |
0 |
2 |
10 |
10 |
| Ambiguous Volatility and Asset Pricing in Continuous Time |
0 |
0 |
8 |
95 |
0 |
2 |
12 |
149 |
| Ambiguous Volatility, Possibility and Utility in Continuous Time |
0 |
0 |
1 |
51 |
0 |
3 |
11 |
173 |
| Ambiguous volatility and asset pricing in continuous time |
0 |
0 |
3 |
34 |
0 |
1 |
9 |
71 |
| An Axiomatic Model of Non-Bayesian Updating |
0 |
0 |
2 |
237 |
0 |
2 |
7 |
658 |
| An Axiomatic Model of Non-Bayesian Updating |
0 |
1 |
1 |
100 |
0 |
4 |
11 |
319 |
| An axiomatic model of 'cold feet' |
0 |
0 |
0 |
46 |
1 |
3 |
4 |
234 |
| Are Probabilities Used in Markets? |
0 |
0 |
0 |
150 |
0 |
1 |
3 |
603 |
| Coarse Contingencies |
0 |
0 |
0 |
91 |
0 |
1 |
1 |
288 |
| Coarse Contingencies |
0 |
0 |
1 |
67 |
0 |
0 |
3 |
202 |
| Cognitive Dissonance and Choice |
1 |
1 |
3 |
426 |
1 |
3 |
9 |
1,363 |
| De Finetti Meets Ellsberg |
0 |
1 |
1 |
52 |
0 |
1 |
4 |
33 |
| First order risk aversion and the equity premium puzzle |
0 |
0 |
4 |
70 |
0 |
0 |
18 |
159 |
| How Much Would You Pay To Resolve Long-Run Risk? |
0 |
0 |
1 |
12 |
1 |
1 |
5 |
49 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
20 |
3 |
3 |
10 |
53 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
49 |
3 |
7 |
17 |
120 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
1 |
33 |
1 |
2 |
6 |
67 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
3 |
1 |
4 |
8 |
34 |
| How Much Would You Pay to Resolve Long-Run Risk? |
1 |
1 |
2 |
33 |
3 |
5 |
7 |
56 |
| How much would you pay to resolve long-run risk? |
0 |
0 |
0 |
0 |
3 |
4 |
24 |
98 |
| IID: Independently and Indistinguishably Distributed |
0 |
0 |
0 |
136 |
0 |
1 |
2 |
713 |
| Learning Under Ambiguity |
0 |
0 |
1 |
348 |
1 |
2 |
10 |
1,148 |
| Learning Under Ambiguity |
0 |
0 |
2 |
164 |
1 |
2 |
7 |
472 |
| Living with risk |
0 |
0 |
3 |
224 |
1 |
3 |
6 |
673 |
| Mutual Absolute Continuity of Multiple Priors |
0 |
0 |
0 |
75 |
0 |
0 |
3 |
242 |
| NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
168 |
| NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
128 |
| No Two Experiments are Identical |
0 |
0 |
4 |
107 |
2 |
5 |
15 |
111 |
| Non-Bayesian Updating: A Theoretical Framework |
0 |
0 |
2 |
410 |
1 |
3 |
7 |
1,572 |
| Non-Bayesian Updating: a Theoretical Framework |
0 |
0 |
0 |
106 |
0 |
2 |
3 |
410 |
| Optimal Learning and Ellsberg's Urns |
0 |
2 |
45 |
45 |
1 |
3 |
19 |
19 |
| Recursive Multiple-Priors |
1 |
2 |
2 |
560 |
3 |
7 |
14 |
1,205 |
| Robust Confidence Regions for Incomplete Models |
0 |
0 |
2 |
17 |
0 |
2 |
7 |
19 |
| Robust confidence regions for incomplete models |
0 |
1 |
2 |
26 |
0 |
1 |
6 |
44 |
| Robust confidence regions for incomplete models |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
22 |
| SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY |
0 |
0 |
0 |
14 |
0 |
3 |
3 |
56 |
| Subjective Probabilities on Subjectively Unambiguous Events |
0 |
0 |
1 |
226 |
0 |
1 |
8 |
818 |
| Subjective Probabilities on Subjectivity Unambiguous Event |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
504 |
| Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework |
0 |
0 |
0 |
2 |
1 |
2 |
10 |
470 |
| Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis |
0 |
0 |
0 |
2 |
1 |
1 |
20 |
298 |
| Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ |
0 |
0 |
0 |
61 |
0 |
0 |
2 |
128 |
| The Core of Large TU Games |
0 |
0 |
1 |
124 |
0 |
1 |
5 |
1,516 |
| The Independence Axiom and Asset Returns |
0 |
0 |
0 |
241 |
0 |
0 |
2 |
907 |
| UNCERTAINTY AVERSION |
0 |
0 |
2 |
411 |
1 |
3 |
8 |
1,205 |
| Total Working Papers |
4 |
18 |
212 |
7,483 |
36 |
125 |
511 |
24,591 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "Beliefs about Beliefs" without Probabilities |
0 |
1 |
1 |
164 |
0 |
6 |
9 |
455 |
| 'First-order' risk aversion and the equity premium puzzle |
0 |
0 |
6 |
347 |
0 |
3 |
24 |
647 |
| A Definition of Uncertainty Aversion |
0 |
1 |
4 |
657 |
2 |
11 |
23 |
1,941 |
| A Disaggregate Analysis of Consumer Choice under Uncertainty |
0 |
0 |
1 |
90 |
0 |
1 |
5 |
360 |
| A Paradox for the “Smooth Ambiguity” Model of Preference |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
74 |
| A Revealed Preference Analysis of Asset Pricing Under Recursive Utility |
0 |
0 |
0 |
101 |
0 |
1 |
2 |
360 |
| A Revelation Principle for Competing Mechanisms |
0 |
0 |
1 |
113 |
0 |
1 |
7 |
270 |
| A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment |
0 |
1 |
2 |
67 |
0 |
1 |
2 |
192 |
| A correspondence theorem between expected utility and smooth utility |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
77 |
| A simple dynamic general equilibrium model |
0 |
0 |
3 |
299 |
0 |
0 |
6 |
489 |
| A two-person dynamic equilibrium under ambiguity |
0 |
0 |
1 |
148 |
1 |
2 |
7 |
507 |
| A unifying approach to axiomatic non-expected utility theories |
0 |
0 |
0 |
114 |
0 |
1 |
3 |
205 |
| Aggregating Quasi-Fixed Factors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
97 |
| Ambiguity and Asset Markets |
0 |
1 |
5 |
113 |
1 |
7 |
20 |
393 |
| Ambiguity, Information Quality, and Asset Pricing |
2 |
6 |
23 |
336 |
9 |
17 |
57 |
829 |
| Ambiguity, Risk, and Asset Returns in Continuous Time |
0 |
1 |
7 |
332 |
0 |
2 |
36 |
913 |
| Ambiguous Volatility and Asset Pricing in Continuous Time |
0 |
2 |
4 |
52 |
0 |
4 |
9 |
167 |
| Ambiguous volatility, possibility and utility in continuous time |
0 |
2 |
3 |
12 |
0 |
3 |
6 |
41 |
| An Axiomatic Model of Non-Bayesian Updating |
0 |
0 |
1 |
88 |
0 |
3 |
8 |
300 |
| Are Probabilities Used in Markets ? |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
103 |
| Asset Pricing with Stochastic Differential Utility |
2 |
4 |
5 |
376 |
4 |
7 |
16 |
847 |
| Capital Asset Prices and the Temporal Resolution of Uncertainty |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
83 |
| Coarse contingencies and ambiguity |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
164 |
| Cold feet |
0 |
0 |
0 |
29 |
0 |
0 |
3 |
217 |
| Comparative dynamics in the adjustment-cost model of the firm |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
66 |
| De Finetti meets Ellsberg |
0 |
0 |
1 |
11 |
1 |
4 |
7 |
37 |
| Decision Making and the Temporal Resolution of Uncertainty |
1 |
1 |
1 |
233 |
2 |
3 |
5 |
626 |
| Decreasing Risk Aversion and Mean-Variance Analysis |
0 |
0 |
2 |
216 |
0 |
0 |
3 |
572 |
| Decreasing absolute risk aversion and utility indices derived from cake-eating problems |
0 |
0 |
1 |
32 |
0 |
0 |
2 |
123 |
| Duality Theory and Functional Forms for Dynamic Factor Demands |
0 |
0 |
1 |
98 |
1 |
2 |
8 |
248 |
| Dynamically Consistent Beliefs Must Be Bayesian |
1 |
5 |
8 |
263 |
1 |
6 |
11 |
488 |
| Endogenous capital utilization in a short-run production model: Theory and an empiral application |
0 |
0 |
2 |
79 |
0 |
1 |
6 |
220 |
| Exchangeable capacities, parameters and incomplete theories |
0 |
0 |
0 |
7 |
0 |
1 |
6 |
41 |
| Generalized Duality and Integrability |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
170 |
| Habits and Time Preference |
0 |
1 |
2 |
145 |
0 |
3 |
8 |
402 |
| How Much Would You Pay to Resolve Long-Run Risk? |
3 |
3 |
6 |
68 |
5 |
11 |
23 |
268 |
| IID: independently and indistinguishably distributed |
0 |
0 |
3 |
76 |
0 |
0 |
4 |
269 |
| Implicitly additive utility and the nature of optimal economic growth |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
48 |
| Increasing Generalized Correlation: A Definition and Some Economic Consequences |
0 |
0 |
1 |
81 |
0 |
0 |
3 |
700 |
| Integrability of Incomplete Systems of Demand Functions |
0 |
0 |
0 |
47 |
1 |
2 |
3 |
139 |
| Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism |
0 |
0 |
1 |
32 |
0 |
0 |
2 |
90 |
| Intertemporal Asset Pricing Under Knightian Uncertainty |
1 |
2 |
9 |
661 |
3 |
9 |
36 |
1,620 |
| Intertemporal price indices for the firm |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
24 |
| Learning Under Ambiguity |
1 |
1 |
5 |
162 |
2 |
3 |
11 |
420 |
| Least convex capacities |
0 |
0 |
0 |
80 |
0 |
0 |
1 |
417 |
| Living with Risk |
0 |
0 |
3 |
84 |
0 |
3 |
13 |
333 |
| Mixture Symmetry and Quadratic Utility |
0 |
0 |
0 |
178 |
2 |
4 |
7 |
954 |
| Multivariate Risk Independence and Functional Forms for Preferences and Technologies |
0 |
0 |
1 |
23 |
0 |
0 |
2 |
127 |
| Mutual absolute continuity of multiple priors |
0 |
0 |
1 |
32 |
0 |
0 |
1 |
95 |
| Non-Bayesian Learning |
0 |
0 |
3 |
48 |
0 |
4 |
16 |
173 |
| Non-Bayesian updating: A theoretical framework |
0 |
0 |
1 |
82 |
0 |
0 |
4 |
251 |
| Non-parametric hypothesis testing procedures and applications to demand analysis |
0 |
1 |
2 |
101 |
0 |
2 |
7 |
420 |
| Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour |
0 |
2 |
2 |
109 |
0 |
2 |
4 |
221 |
| On the recoverability of intertemporal preferences |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
37 |
| Preference, Rationalizability and Equilibrium |
0 |
0 |
1 |
71 |
1 |
1 |
4 |
140 |
| Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty |
0 |
0 |
0 |
19 |
1 |
3 |
5 |
100 |
| Quadratic Social Welfare Functions |
0 |
0 |
1 |
169 |
1 |
3 |
6 |
624 |
| Recursive multiple-priors |
0 |
2 |
12 |
335 |
3 |
11 |
37 |
741 |
| Risk aversion and asset prices |
0 |
0 |
2 |
222 |
0 |
1 |
6 |
325 |
| Robust Confidence Regions for Incomplete Models |
0 |
0 |
3 |
4 |
0 |
7 |
17 |
31 |
| Sharing Ambiguity |
0 |
0 |
0 |
139 |
0 |
1 |
4 |
353 |
| Some Economic Effects of Immigration: A General Equilibrium Analysis |
1 |
2 |
2 |
17 |
1 |
3 |
3 |
1,075 |
| Stationary cardinal utility and optimal growth under uncertainty |
1 |
1 |
2 |
292 |
1 |
6 |
10 |
521 |
| Stochastic Differential Utility |
0 |
3 |
16 |
702 |
1 |
10 |
34 |
1,452 |
| Subjective Probabilities on Subjectively Unambiguous Events |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
625 |
| Subjective states: A more robust model |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
73 |
| Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework |
2 |
13 |
48 |
1,976 |
7 |
38 |
140 |
4,048 |
| Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis |
4 |
11 |
26 |
1,214 |
6 |
20 |
58 |
2,825 |
| Symmetry of evidence without evidence of symmetry |
0 |
0 |
0 |
13 |
0 |
3 |
5 |
79 |
| Symmetry or Dynamic Consistency? |
0 |
2 |
2 |
30 |
1 |
6 |
7 |
85 |
| The Core of Large Differentiable TU Games |
1 |
1 |
1 |
17 |
1 |
1 |
2 |
60 |
| The Global Stability of Efficient Intertemporal Allocations |
0 |
0 |
0 |
65 |
0 |
0 |
1 |
220 |
| The Law of Large Numbers and the Attractiveness of Compound Gambles |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
249 |
| The Le Chatelier Principle in optimal control problems |
0 |
0 |
1 |
91 |
0 |
0 |
2 |
327 |
| The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing |
0 |
1 |
1 |
169 |
0 |
2 |
6 |
614 |
| The Projective Independence Axiom |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
398 |
| The Rate of Time Preference and Dynamic Economic Analysis |
0 |
0 |
3 |
244 |
0 |
2 |
7 |
553 |
| The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty |
0 |
0 |
0 |
192 |
0 |
1 |
18 |
474 |
| The Unimportance of the Intransitivity of Separable Preferences |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
289 |
| The empirical determination of technology and expectations: A simplified procedure |
0 |
0 |
0 |
43 |
0 |
1 |
1 |
113 |
| The independence axiom and asset returns |
0 |
0 |
0 |
163 |
0 |
0 |
2 |
408 |
| Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes |
0 |
1 |
4 |
128 |
1 |
4 |
11 |
235 |
| Total Journal Articles |
20 |
72 |
248 |
12,995 |
62 |
262 |
841 |
36,367 |
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