Journal Article |
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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 |