| 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 |
0 |
36 |
0 |
7 |
16 |
58 |
| A Correspondence Theorem Between Expected Utility and Smooth Utility |
0 |
0 |
0 |
3 |
0 |
2 |
10 |
23 |
| A REVELATION PRINCIPLE FOR COMPETING MECHANISMS |
0 |
0 |
0 |
289 |
0 |
5 |
14 |
1,104 |
| A Revealed Preference Analysis of Asset Pricing Under Recursive Utility |
0 |
0 |
0 |
108 |
0 |
3 |
13 |
572 |
| A Two-Person Dynamic Equilibrium under Ambiguity |
0 |
0 |
1 |
327 |
0 |
2 |
18 |
1,314 |
| Ambiguity and Asset Markets |
0 |
2 |
3 |
214 |
2 |
9 |
41 |
591 |
| Ambiguity, Information Quality and Asset Pricing |
0 |
0 |
1 |
253 |
1 |
1 |
15 |
761 |
| Ambiguity, Information Quality and Asset Pricing |
0 |
1 |
2 |
263 |
0 |
2 |
35 |
800 |
| Ambiguity, risk and asset returns in continuous time |
0 |
0 |
1 |
1,133 |
0 |
4 |
26 |
2,607 |
| Ambiguous Correlation |
0 |
0 |
0 |
53 |
0 |
2 |
18 |
100 |
| Ambiguous Correlation |
0 |
0 |
1 |
59 |
0 |
3 |
12 |
136 |
| Ambiguous Volatility and Asset Pricing in Continuous Time |
0 |
0 |
0 |
100 |
0 |
2 |
19 |
192 |
| Ambiguous Volatility, Possibility and Utility in Continuous Time |
0 |
0 |
0 |
54 |
1 |
7 |
12 |
204 |
| Ambiguous volatility and asset pricing in continuous time |
0 |
0 |
0 |
44 |
1 |
3 |
18 |
114 |
| An Axiomatic Model of Non-Bayesian Updating |
0 |
0 |
1 |
106 |
0 |
2 |
10 |
369 |
| An Axiomatic Model of Non-Bayesian Updating |
0 |
0 |
0 |
241 |
2 |
8 |
18 |
695 |
| An axiomatic model of 'cold feet' |
0 |
0 |
0 |
49 |
0 |
1 |
9 |
272 |
| Approximate optimality and the risk/reward tradeoff in a class of bandit problems |
0 |
0 |
0 |
2 |
0 |
2 |
12 |
19 |
| Are Probabilities Used in Markets? |
0 |
0 |
0 |
155 |
0 |
2 |
13 |
631 |
| Coarse Contingencies |
0 |
0 |
0 |
71 |
0 |
4 |
18 |
235 |
| Coarse Contingencies |
0 |
0 |
0 |
94 |
2 |
7 |
16 |
335 |
| Cognitive Dissonance and Choice |
0 |
0 |
2 |
439 |
0 |
1 |
15 |
1,427 |
| De Finetti Meets Ellsberg |
0 |
0 |
0 |
54 |
1 |
1 |
10 |
52 |
| First order risk aversion and the equity premium puzzle |
0 |
0 |
1 |
82 |
1 |
4 |
16 |
215 |
| Hard-to-Interpret Signals |
0 |
1 |
2 |
145 |
0 |
8 |
27 |
321 |
| How Much Would You Pay To Resolve Long-Run Risk? |
0 |
0 |
0 |
17 |
0 |
2 |
18 |
96 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
21 |
0 |
2 |
12 |
94 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
8 |
1 |
3 |
11 |
97 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
51 |
1 |
2 |
10 |
187 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
1 |
38 |
0 |
2 |
20 |
126 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
36 |
1 |
4 |
36 |
222 |
| How much would you pay to resolve long-run risk? |
0 |
0 |
0 |
0 |
0 |
2 |
17 |
178 |
| IID: Independently and Indistinguishably Distributed |
0 |
0 |
0 |
141 |
0 |
1 |
14 |
765 |
| Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved |
0 |
0 |
0 |
2 |
0 |
1 |
11 |
25 |
| Learning Under Ambiguity |
0 |
0 |
0 |
171 |
1 |
1 |
14 |
599 |
| Learning Under Ambiguity |
0 |
0 |
0 |
350 |
0 |
2 |
8 |
1,239 |
| Living with risk |
0 |
0 |
1 |
226 |
0 |
0 |
5 |
703 |
| Mutual Absolute Continuity of Multiple Priors |
0 |
0 |
0 |
79 |
0 |
3 |
19 |
299 |
| NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK |
0 |
0 |
0 |
35 |
0 |
3 |
10 |
152 |
| NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK |
0 |
0 |
0 |
32 |
0 |
2 |
11 |
200 |
| No Two Experiments are Identical |
0 |
0 |
0 |
115 |
0 |
0 |
4 |
164 |
| Non-Bayesian Updating: A Theoretical Framework |
0 |
0 |
1 |
414 |
0 |
4 |
17 |
1,622 |
| Non-Bayesian Updating: a Theoretical Framework |
0 |
0 |
0 |
106 |
0 |
4 |
12 |
447 |
| Optimal Learning and Ellsberg’s Urns |
0 |
0 |
0 |
16 |
0 |
4 |
11 |
46 |
| Optimal Learning under Robustness and Time-Consistency |
0 |
0 |
1 |
66 |
1 |
1 |
11 |
76 |
| Recursive Multiple-Priors |
0 |
0 |
0 |
574 |
0 |
3 |
16 |
1,283 |
| Robust Confidence Regions for Incomplete Models |
0 |
0 |
0 |
20 |
0 |
6 |
14 |
59 |
| Robust confidence regions for incomplete models |
1 |
1 |
1 |
28 |
1 |
7 |
16 |
86 |
| Robust confidence regions for incomplete models |
0 |
0 |
0 |
4 |
1 |
3 |
11 |
69 |
| Robust confidence regions for incomplete models |
0 |
0 |
0 |
1 |
0 |
3 |
12 |
17 |
| Robust confidence regions for incomplete models |
0 |
0 |
0 |
0 |
0 |
4 |
12 |
15 |
| SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY |
0 |
0 |
0 |
14 |
0 |
1 |
10 |
76 |
| Subjective Probabilities on Subjectively Unambiguous Events |
0 |
0 |
0 |
229 |
0 |
2 |
10 |
864 |
| Subjective Probabilities on Subjectivity Unambiguous Event |
0 |
0 |
0 |
0 |
0 |
2 |
10 |
530 |
| Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework |
0 |
0 |
0 |
2 |
5 |
7 |
20 |
584 |
| Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis |
0 |
0 |
0 |
2 |
0 |
1 |
18 |
398 |
| Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ |
0 |
0 |
0 |
62 |
0 |
0 |
6 |
148 |
| The Core of Large TU Games |
0 |
0 |
0 |
125 |
0 |
2 |
5 |
1,535 |
| The Independence Axiom and Asset Returns |
0 |
0 |
0 |
242 |
0 |
2 |
8 |
935 |
| UNCERTAINTY AVERSION |
0 |
0 |
0 |
417 |
2 |
6 |
13 |
1,257 |
| Total Working Papers |
1 |
5 |
20 |
8,018 |
25 |
184 |
883 |
28,340 |
| 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 |
0 |
171 |
0 |
2 |
8 |
497 |
| 'First-order' risk aversion and the equity premium puzzle |
0 |
0 |
0 |
382 |
2 |
5 |
22 |
782 |
| A Definition of Uncertainty Aversion |
0 |
0 |
1 |
685 |
1 |
4 |
23 |
2,054 |
| A Disaggregate Analysis of Consumer Choice under Uncertainty |
0 |
0 |
0 |
95 |
0 |
0 |
11 |
387 |
| A Paradox for the “Smooth Ambiguity” Model of Preference |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
109 |
| A Revealed Preference Analysis of Asset Pricing Under Recursive Utility |
0 |
0 |
0 |
103 |
1 |
2 |
16 |
392 |
| A Revelation Principle for Competing Mechanisms |
0 |
0 |
0 |
140 |
0 |
2 |
16 |
376 |
| A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment |
0 |
0 |
0 |
71 |
0 |
0 |
6 |
210 |
| A central limit theorem for sets of probability measures |
0 |
0 |
0 |
1 |
0 |
0 |
12 |
20 |
| A central limit theorem, loss aversion and multi-armed bandits |
0 |
1 |
1 |
4 |
0 |
3 |
21 |
36 |
| A correspondence theorem between expected utility and smooth utility |
0 |
0 |
0 |
37 |
0 |
1 |
11 |
103 |
| A simple dynamic general equilibrium model |
0 |
0 |
0 |
309 |
0 |
1 |
13 |
539 |
| A two-person dynamic equilibrium under ambiguity |
0 |
0 |
0 |
183 |
0 |
2 |
22 |
617 |
| A unifying approach to axiomatic non-expected utility theories |
0 |
0 |
0 |
116 |
0 |
2 |
8 |
233 |
| Ambiguity and Asset Markets |
0 |
0 |
1 |
148 |
0 |
6 |
45 |
570 |
| Ambiguity, Information Quality, and Asset Pricing |
1 |
1 |
17 |
430 |
5 |
15 |
83 |
1,186 |
| Ambiguity, Risk, and Asset Returns in Continuous Time |
0 |
0 |
0 |
343 |
1 |
4 |
18 |
1,052 |
| Ambiguous Correlation |
0 |
0 |
2 |
19 |
1 |
2 |
29 |
128 |
| Ambiguous Volatility and Asset Pricing in Continuous Time |
0 |
0 |
0 |
66 |
1 |
4 |
17 |
249 |
| Ambiguous volatility, possibility and utility in continuous time |
0 |
1 |
1 |
21 |
0 |
3 |
17 |
106 |
| An Axiomatic Model of Non-Bayesian Updating |
0 |
0 |
0 |
94 |
0 |
4 |
27 |
368 |
| Approximate optimality and the risk/reward tradeoff given repeated gambles |
0 |
0 |
0 |
1 |
0 |
2 |
18 |
20 |
| Are Probabilities Used in Markets ? |
0 |
0 |
0 |
37 |
1 |
3 |
13 |
130 |
| Asset Pricing with Stochastic Differential Utility |
0 |
0 |
0 |
419 |
0 |
4 |
17 |
972 |
| Capital Asset Prices and the Temporal Resolution of Uncertainty |
0 |
1 |
2 |
35 |
0 |
7 |
14 |
117 |
| Coarse contingencies and ambiguity |
0 |
0 |
0 |
43 |
0 |
3 |
12 |
196 |
| Cold feet |
0 |
0 |
1 |
39 |
2 |
5 |
13 |
264 |
| Comparative dynamics in the adjustment-cost model of the firm |
0 |
0 |
0 |
30 |
0 |
1 |
7 |
81 |
| De Finetti meets Ellsberg |
0 |
0 |
1 |
12 |
0 |
3 |
13 |
63 |
| Decision Making and the Temporal Resolution of Uncertainty |
0 |
0 |
2 |
257 |
0 |
0 |
10 |
691 |
| Decreasing Risk Aversion and Mean-Variance Analysis |
0 |
0 |
1 |
222 |
1 |
1 |
14 |
612 |
| Decreasing absolute risk aversion and utility indices derived from cake-eating problems |
0 |
0 |
0 |
34 |
0 |
0 |
4 |
142 |
| Duality Theory and Functional Forms for Dynamic Factor Demands |
0 |
0 |
1 |
105 |
0 |
4 |
11 |
274 |
| Dynamically Consistent Beliefs Must Be Bayesian |
0 |
0 |
0 |
273 |
0 |
5 |
15 |
544 |
| Endogenous capital utilization in a short-run production model: Theory and an empiral application |
0 |
0 |
1 |
95 |
0 |
4 |
12 |
280 |
| Exchangeable capacities, parameters and incomplete theories |
0 |
0 |
0 |
16 |
1 |
1 |
12 |
87 |
| Generalized Duality and Integrability |
0 |
0 |
0 |
44 |
0 |
2 |
8 |
188 |
| Habits and Time Preference |
0 |
0 |
0 |
155 |
6 |
6 |
10 |
441 |
| Hard-to-Interpret Signals |
0 |
0 |
4 |
10 |
1 |
7 |
24 |
38 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
1 |
88 |
0 |
2 |
18 |
426 |
| IID: independently and indistinguishably distributed |
0 |
0 |
1 |
90 |
0 |
3 |
12 |
329 |
| Implicitly additive utility and the nature of optimal economic growth |
0 |
0 |
0 |
29 |
0 |
1 |
10 |
76 |
| Increasing Generalized Correlation: A Definition and Some Economic Consequences |
0 |
0 |
0 |
90 |
2 |
3 |
9 |
760 |
| Integrability of Incomplete Systems of Demand Functions |
0 |
0 |
0 |
48 |
0 |
3 |
13 |
167 |
| Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism |
0 |
0 |
0 |
33 |
0 |
5 |
17 |
116 |
| Intertemporal Asset Pricing Under Knightian Uncertainty |
0 |
0 |
1 |
747 |
0 |
6 |
21 |
1,930 |
| Intertemporal price indices for the firm |
0 |
0 |
0 |
4 |
0 |
1 |
5 |
42 |
| Learning Under Ambiguity |
0 |
0 |
0 |
176 |
0 |
2 |
22 |
597 |
| Least convex capacities |
0 |
0 |
0 |
80 |
0 |
1 |
14 |
439 |
| Living with Risk |
0 |
0 |
1 |
92 |
1 |
1 |
18 |
396 |
| Mixture Symmetry and Quadratic Utility |
0 |
0 |
1 |
182 |
1 |
4 |
20 |
1,011 |
| Multivariate Risk Independence and Functional Forms for Preferences and Technologies |
0 |
0 |
0 |
23 |
0 |
0 |
5 |
146 |
| Mutual absolute continuity of multiple priors |
0 |
0 |
0 |
32 |
0 |
3 |
18 |
131 |
| Non-Bayesian Learning |
0 |
0 |
2 |
74 |
1 |
2 |
9 |
301 |
| Non-Bayesian updating: A theoretical framework |
0 |
0 |
1 |
93 |
0 |
3 |
15 |
309 |
| Non-parametric hypothesis testing procedures and applications to demand analysis |
0 |
0 |
1 |
112 |
0 |
3 |
10 |
465 |
| Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour |
0 |
0 |
0 |
122 |
0 |
2 |
6 |
259 |
| On the recoverability of intertemporal preferences |
0 |
0 |
0 |
12 |
0 |
0 |
6 |
47 |
| Optimal Learning Under Robustness and Time-Consistency |
0 |
0 |
0 |
1 |
0 |
4 |
15 |
20 |
| Preference, Rationalizability and Equilibrium |
0 |
0 |
0 |
73 |
0 |
1 |
4 |
164 |
| Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty |
0 |
0 |
0 |
19 |
0 |
0 |
5 |
116 |
| Quadratic Social Welfare Functions |
0 |
0 |
2 |
192 |
0 |
2 |
16 |
715 |
| Recursive multiple-priors |
0 |
0 |
2 |
434 |
2 |
5 |
36 |
1,035 |
| Risk aversion and asset prices |
0 |
0 |
1 |
234 |
0 |
2 |
12 |
372 |
| Robust Confidence Regions for Incomplete Models |
0 |
0 |
0 |
6 |
0 |
2 |
12 |
91 |
| Sharing Ambiguity |
0 |
0 |
0 |
142 |
0 |
3 |
12 |
386 |
| Some Economic Effects of Immigration: A General Equilibrium Analysis |
0 |
0 |
0 |
23 |
0 |
4 |
11 |
1,104 |
| Stationary cardinal utility and optimal growth under uncertainty |
0 |
0 |
0 |
302 |
1 |
4 |
19 |
581 |
| Stochastic Differential Utility |
0 |
0 |
3 |
750 |
1 |
7 |
23 |
1,610 |
| Subjective Probabilities on Subjectively Unambiguous Events |
0 |
0 |
0 |
0 |
0 |
5 |
12 |
672 |
| Subjective states: A more robust model |
0 |
0 |
0 |
22 |
0 |
4 |
16 |
114 |
| Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework |
0 |
0 |
4 |
2,113 |
3 |
24 |
188 |
4,819 |
| Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis |
2 |
4 |
15 |
1,410 |
7 |
26 |
62 |
3,367 |
| Symmetry of evidence without evidence of symmetry |
0 |
0 |
0 |
13 |
0 |
3 |
25 |
120 |
| Symmetry or Dynamic Consistency? |
0 |
0 |
0 |
38 |
0 |
2 |
5 |
119 |
| The Core of Large Differentiable TU Games |
0 |
0 |
0 |
18 |
0 |
0 |
17 |
92 |
| The Global Stability of Efficient Intertemporal Allocations |
0 |
0 |
0 |
70 |
0 |
2 |
9 |
255 |
| The Law of Large Numbers and the Attractiveness of Compound Gambles |
0 |
0 |
0 |
0 |
1 |
3 |
10 |
282 |
| The Le Chatelier Principle in optimal control problems |
0 |
0 |
1 |
101 |
0 |
3 |
10 |
355 |
| The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing |
0 |
0 |
1 |
173 |
0 |
2 |
14 |
657 |
| The Projective Independence Axiom |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
427 |
| The Rate of Time Preference and Dynamic Economic Analysis |
0 |
0 |
2 |
296 |
1 |
2 |
16 |
690 |
| The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty |
0 |
0 |
1 |
203 |
0 |
3 |
9 |
574 |
| The Unimportance of the Intransitivity of Separable Preferences |
0 |
0 |
0 |
34 |
0 |
2 |
6 |
309 |
| The empirical determination of technology and expectations: A simplified procedure |
0 |
0 |
0 |
44 |
0 |
0 |
7 |
132 |
| The independence axiom and asset returns |
0 |
0 |
0 |
167 |
0 |
4 |
17 |
453 |
| Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes |
0 |
1 |
3 |
158 |
0 |
1 |
9 |
306 |
| Total Journal Articles |
3 |
9 |
80 |
14,408 |
45 |
289 |
1,520 |
43,038 |
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