| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits |
0 |
0 |
1 |
36 |
1 |
3 |
5 |
45 |
| A Correspondence Theorem Between Expected Utility and Smooth Utility |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
13 |
| A REVELATION PRINCIPLE FOR COMPETING MECHANISMS |
0 |
0 |
0 |
289 |
1 |
3 |
4 |
1,093 |
| A Revealed Preference Analysis of Asset Pricing Under Recursive Utility |
0 |
0 |
1 |
108 |
0 |
0 |
2 |
559 |
| A Two-Person Dynamic Equilibrium under Ambiguity |
0 |
0 |
0 |
326 |
0 |
0 |
1 |
1,296 |
| Ambiguity and Asset Markets |
0 |
0 |
1 |
211 |
0 |
1 |
18 |
551 |
| Ambiguity, Information Quality and Asset Pricing |
0 |
0 |
1 |
252 |
0 |
1 |
2 |
747 |
| Ambiguity, Information Quality and Asset Pricing |
0 |
0 |
0 |
261 |
0 |
1 |
3 |
766 |
| Ambiguity, risk and asset returns in continuous time |
0 |
0 |
1 |
1,132 |
0 |
2 |
10 |
2,583 |
| Ambiguous Correlation |
0 |
0 |
1 |
53 |
0 |
3 |
5 |
85 |
| Ambiguous Correlation |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
124 |
| Ambiguous Volatility and Asset Pricing in Continuous Time |
0 |
0 |
0 |
100 |
0 |
1 |
2 |
174 |
| Ambiguous Volatility, Possibility and Utility in Continuous Time |
0 |
0 |
0 |
54 |
1 |
2 |
4 |
194 |
| Ambiguous volatility and asset pricing in continuous time |
0 |
0 |
1 |
44 |
1 |
2 |
6 |
98 |
| An Axiomatic Model of Non-Bayesian Updating |
0 |
0 |
1 |
241 |
0 |
0 |
4 |
677 |
| An Axiomatic Model of Non-Bayesian Updating |
0 |
0 |
0 |
105 |
0 |
2 |
2 |
361 |
| An axiomatic model of 'cold feet' |
0 |
0 |
0 |
49 |
0 |
1 |
3 |
264 |
| Approximate optimality and the risk/reward tradeoff in a class of bandit problems |
0 |
0 |
2 |
2 |
0 |
1 |
4 |
8 |
| Are Probabilities Used in Markets? |
0 |
0 |
0 |
155 |
0 |
0 |
0 |
618 |
| Coarse Contingencies |
0 |
0 |
2 |
94 |
0 |
0 |
4 |
319 |
| Coarse Contingencies |
0 |
0 |
1 |
71 |
0 |
0 |
1 |
217 |
| Cognitive Dissonance and Choice |
0 |
0 |
0 |
437 |
0 |
2 |
4 |
1,414 |
| De Finetti Meets Ellsberg |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
42 |
| First order risk aversion and the equity premium puzzle |
0 |
0 |
1 |
81 |
0 |
1 |
2 |
200 |
| Hard-to-Interpret Signals |
0 |
0 |
1 |
143 |
0 |
0 |
4 |
294 |
| How Much Would You Pay To Resolve Long-Run Risk? |
0 |
0 |
1 |
17 |
0 |
0 |
2 |
78 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
8 |
0 |
1 |
2 |
87 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
37 |
0 |
2 |
5 |
108 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
21 |
0 |
1 |
6 |
83 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
36 |
1 |
2 |
2 |
188 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
51 |
0 |
0 |
2 |
177 |
| How much would you pay to resolve long-run risk? |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
163 |
| IID: Independently and Indistinguishably Distributed |
0 |
0 |
0 |
141 |
0 |
0 |
3 |
751 |
| Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved |
0 |
0 |
1 |
2 |
0 |
2 |
10 |
16 |
| Learning Under Ambiguity |
0 |
0 |
1 |
171 |
0 |
0 |
2 |
585 |
| Learning Under Ambiguity |
0 |
0 |
0 |
350 |
0 |
0 |
3 |
1,231 |
| Living with risk |
0 |
0 |
0 |
225 |
0 |
0 |
1 |
698 |
| Mutual Absolute Continuity of Multiple Priors |
0 |
0 |
0 |
79 |
1 |
1 |
2 |
281 |
| NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
189 |
| NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
142 |
| No Two Experiments are Identical |
0 |
0 |
1 |
115 |
0 |
1 |
2 |
161 |
| Non-Bayesian Updating: A Theoretical Framework |
0 |
0 |
0 |
413 |
0 |
2 |
4 |
1,607 |
| Non-Bayesian Updating: a Theoretical Framework |
0 |
0 |
0 |
106 |
0 |
1 |
4 |
436 |
| Optimal Learning and Ellsberg’s Urns |
0 |
0 |
1 |
16 |
1 |
1 |
2 |
36 |
| Optimal Learning under Robustness and Time-Consistency |
0 |
0 |
1 |
65 |
0 |
1 |
2 |
66 |
| Recursive Multiple-Priors |
0 |
0 |
0 |
574 |
1 |
1 |
2 |
1,268 |
| Robust Confidence Regions for Incomplete Models |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
45 |
| Robust confidence regions for incomplete models |
0 |
0 |
0 |
4 |
1 |
2 |
7 |
60 |
| Robust confidence regions for incomplete models |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
| Robust confidence regions for incomplete models |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
6 |
| Robust confidence regions for incomplete models |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
70 |
| SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
66 |
| Subjective Probabilities on Subjectively Unambiguous Events |
0 |
0 |
0 |
229 |
0 |
0 |
4 |
854 |
| Subjective Probabilities on Subjectivity Unambiguous Event |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
520 |
| Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework |
0 |
0 |
0 |
2 |
1 |
3 |
10 |
567 |
| Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis |
0 |
0 |
0 |
2 |
1 |
4 |
9 |
384 |
| Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
142 |
| The Core of Large TU Games |
0 |
0 |
0 |
125 |
1 |
2 |
3 |
1,532 |
| The Independence Axiom and Asset Returns |
0 |
0 |
0 |
242 |
0 |
0 |
1 |
927 |
| UNCERTAINTY AVERSION |
0 |
0 |
1 |
417 |
0 |
0 |
2 |
1,244 |
| Total Working Papers |
0 |
0 |
22 |
7,998 |
14 |
56 |
197 |
27,513 |
| 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 |
0 |
1 |
171 |
0 |
0 |
3 |
489 |
| 'First-order' risk aversion and the equity premium puzzle |
0 |
0 |
2 |
382 |
0 |
3 |
15 |
763 |
| A Definition of Uncertainty Aversion |
1 |
1 |
4 |
685 |
1 |
3 |
16 |
2,034 |
| A Disaggregate Analysis of Consumer Choice under Uncertainty |
0 |
0 |
0 |
95 |
0 |
0 |
0 |
376 |
| A Paradox for the “Smooth Ambiguity” Model of Preference |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
98 |
| A Revealed Preference Analysis of Asset Pricing Under Recursive Utility |
0 |
0 |
1 |
103 |
0 |
4 |
5 |
380 |
| A Revelation Principle for Competing Mechanisms |
0 |
0 |
3 |
140 |
0 |
3 |
9 |
363 |
| A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment |
0 |
0 |
0 |
71 |
1 |
2 |
2 |
206 |
| A central limit theorem for sets of probability measures |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
8 |
| A central limit theorem, loss aversion and multi-armed bandits |
0 |
0 |
1 |
3 |
3 |
4 |
9 |
19 |
| A correspondence theorem between expected utility and smooth utility |
0 |
0 |
0 |
37 |
0 |
2 |
2 |
94 |
| A simple dynamic general equilibrium model |
0 |
0 |
1 |
309 |
0 |
1 |
3 |
527 |
| A two-person dynamic equilibrium under ambiguity |
0 |
0 |
0 |
183 |
0 |
1 |
5 |
596 |
| A unifying approach to axiomatic non-expected utility theories |
0 |
0 |
0 |
116 |
0 |
0 |
2 |
225 |
| Ambiguity and Asset Markets |
0 |
0 |
2 |
147 |
0 |
2 |
17 |
527 |
| Ambiguity, Information Quality, and Asset Pricing |
0 |
1 |
16 |
414 |
3 |
8 |
54 |
1,111 |
| Ambiguity, Risk, and Asset Returns in Continuous Time |
0 |
0 |
0 |
343 |
0 |
2 |
7 |
1,036 |
| Ambiguous Correlation |
0 |
0 |
4 |
17 |
0 |
6 |
15 |
105 |
| Ambiguous Volatility and Asset Pricing in Continuous Time |
0 |
0 |
2 |
66 |
0 |
3 |
9 |
235 |
| Ambiguous volatility, possibility and utility in continuous time |
0 |
0 |
0 |
20 |
0 |
2 |
5 |
91 |
| An Axiomatic Model of Non-Bayesian Updating |
0 |
0 |
0 |
94 |
0 |
3 |
6 |
344 |
| Approximate optimality and the risk/reward tradeoff given repeated gambles |
0 |
0 |
1 |
1 |
0 |
1 |
3 |
3 |
| Are Probabilities Used in Markets ? |
0 |
0 |
0 |
37 |
2 |
3 |
7 |
120 |
| Asset Pricing with Stochastic Differential Utility |
0 |
0 |
0 |
419 |
0 |
1 |
5 |
956 |
| Capital Asset Prices and the Temporal Resolution of Uncertainty |
0 |
1 |
2 |
34 |
0 |
1 |
4 |
104 |
| Coarse contingencies and ambiguity |
0 |
0 |
0 |
43 |
0 |
0 |
3 |
184 |
| Cold feet |
0 |
0 |
0 |
38 |
1 |
1 |
1 |
252 |
| Comparative dynamics in the adjustment-cost model of the firm |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
75 |
| De Finetti meets Ellsberg |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
50 |
| Decision Making and the Temporal Resolution of Uncertainty |
0 |
0 |
2 |
255 |
0 |
1 |
6 |
682 |
| Decreasing Risk Aversion and Mean-Variance Analysis |
0 |
0 |
0 |
221 |
1 |
3 |
5 |
601 |
| Decreasing absolute risk aversion and utility indices derived from cake-eating problems |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
138 |
| Duality Theory and Functional Forms for Dynamic Factor Demands |
0 |
0 |
0 |
104 |
0 |
2 |
2 |
265 |
| Dynamically Consistent Beliefs Must Be Bayesian |
0 |
0 |
2 |
273 |
0 |
1 |
5 |
530 |
| Endogenous capital utilization in a short-run production model: Theory and an empiral application |
0 |
0 |
1 |
94 |
0 |
2 |
6 |
270 |
| Exchangeable capacities, parameters and incomplete theories |
0 |
0 |
1 |
16 |
1 |
2 |
4 |
77 |
| Generalized Duality and Integrability |
0 |
0 |
0 |
44 |
0 |
1 |
1 |
181 |
| Habits and Time Preference |
0 |
0 |
1 |
155 |
0 |
0 |
2 |
431 |
| Hard-to-Interpret Signals |
0 |
0 |
1 |
6 |
0 |
1 |
7 |
15 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
1 |
2 |
88 |
0 |
3 |
9 |
411 |
| IID: independently and indistinguishably distributed |
0 |
1 |
1 |
90 |
0 |
1 |
3 |
318 |
| Implicitly additive utility and the nature of optimal economic growth |
0 |
0 |
0 |
29 |
0 |
1 |
2 |
67 |
| Increasing Generalized Correlation: A Definition and Some Economic Consequences |
0 |
0 |
1 |
90 |
0 |
1 |
3 |
752 |
| Integrability of Incomplete Systems of Demand Functions |
0 |
0 |
0 |
48 |
0 |
3 |
4 |
157 |
| Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism |
0 |
0 |
0 |
33 |
0 |
2 |
4 |
101 |
| Intertemporal Asset Pricing Under Knightian Uncertainty |
1 |
1 |
4 |
747 |
1 |
3 |
15 |
1,912 |
| Intertemporal price indices for the firm |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
38 |
| Learning Under Ambiguity |
0 |
0 |
0 |
176 |
3 |
5 |
9 |
580 |
| Least convex capacities |
0 |
0 |
0 |
80 |
1 |
3 |
4 |
428 |
| Living with Risk |
0 |
1 |
1 |
92 |
0 |
6 |
11 |
384 |
| Mixture Symmetry and Quadratic Utility |
0 |
0 |
0 |
181 |
0 |
1 |
2 |
992 |
| Multivariate Risk Independence and Functional Forms for Preferences and Technologies |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
141 |
| Mutual absolute continuity of multiple priors |
0 |
0 |
0 |
32 |
3 |
3 |
3 |
116 |
| Non-Bayesian Learning |
0 |
0 |
0 |
72 |
0 |
1 |
7 |
293 |
| Non-Bayesian updating: A theoretical framework |
0 |
1 |
1 |
93 |
0 |
1 |
3 |
295 |
| Non-parametric hypothesis testing procedures and applications to demand analysis |
0 |
0 |
3 |
111 |
0 |
2 |
6 |
457 |
| Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour |
0 |
0 |
1 |
122 |
0 |
0 |
3 |
253 |
| On the recoverability of intertemporal preferences |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
41 |
| Optimal Learning Under Robustness and Time-Consistency |
0 |
0 |
1 |
1 |
0 |
1 |
4 |
6 |
| Preference, Rationalizability and Equilibrium |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
160 |
| Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty |
0 |
0 |
0 |
19 |
0 |
3 |
3 |
114 |
| Quadratic Social Welfare Functions |
1 |
1 |
1 |
191 |
1 |
2 |
4 |
701 |
| Recursive multiple-priors |
0 |
0 |
2 |
432 |
1 |
3 |
11 |
1,002 |
| Risk aversion and asset prices |
0 |
0 |
0 |
233 |
0 |
0 |
2 |
360 |
| Robust Confidence Regions for Incomplete Models |
0 |
0 |
0 |
6 |
0 |
4 |
5 |
83 |
| Sharing Ambiguity |
0 |
0 |
0 |
142 |
0 |
2 |
2 |
376 |
| Some Economic Effects of Immigration: A General Equilibrium Analysis |
0 |
0 |
1 |
23 |
0 |
0 |
3 |
1,093 |
| Stationary cardinal utility and optimal growth under uncertainty |
0 |
0 |
1 |
302 |
1 |
2 |
9 |
564 |
| Stochastic Differential Utility |
0 |
0 |
3 |
747 |
1 |
2 |
10 |
1,589 |
| Subjective Probabilities on Subjectively Unambiguous Events |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
661 |
| Subjective states: A more robust model |
0 |
0 |
0 |
22 |
0 |
2 |
3 |
100 |
| Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework |
1 |
1 |
4 |
2,110 |
2 |
3 |
22 |
4,634 |
| Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis |
1 |
2 |
19 |
1,397 |
5 |
9 |
46 |
3,314 |
| Symmetry of evidence without evidence of symmetry |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
96 |
| Symmetry or Dynamic Consistency? |
0 |
0 |
0 |
38 |
1 |
1 |
2 |
115 |
| The Core of Large Differentiable TU Games |
0 |
0 |
0 |
18 |
1 |
4 |
4 |
79 |
| The Global Stability of Efficient Intertemporal Allocations |
0 |
0 |
0 |
70 |
1 |
1 |
1 |
247 |
| The Law of Large Numbers and the Attractiveness of Compound Gambles |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
273 |
| The Le Chatelier Principle in optimal control problems |
0 |
0 |
0 |
100 |
0 |
0 |
0 |
345 |
| The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing |
1 |
1 |
1 |
173 |
1 |
2 |
2 |
645 |
| The Projective Independence Axiom |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
418 |
| The Rate of Time Preference and Dynamic Economic Analysis |
0 |
1 |
3 |
295 |
0 |
4 |
9 |
678 |
| The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty |
0 |
1 |
1 |
203 |
0 |
1 |
2 |
566 |
| The Unimportance of the Intransitivity of Separable Preferences |
0 |
0 |
0 |
34 |
0 |
1 |
2 |
304 |
| The empirical determination of technology and expectations: A simplified procedure |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
125 |
| The independence axiom and asset returns |
0 |
0 |
0 |
167 |
0 |
1 |
2 |
437 |
| Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes |
0 |
0 |
0 |
155 |
0 |
1 |
3 |
298 |
| Total Journal Articles |
6 |
15 |
99 |
14,343 |
37 |
162 |
502 |
41,680 |
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