| 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 |
0 |
3 |
7 |
47 |
| A Correspondence Theorem Between Expected Utility and Smooth Utility |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
14 |
| A REVELATION PRINCIPLE FOR COMPETING MECHANISMS |
0 |
0 |
0 |
289 |
0 |
1 |
3 |
1,093 |
| A Revealed Preference Analysis of Asset Pricing Under Recursive Utility |
0 |
0 |
1 |
108 |
2 |
2 |
4 |
561 |
| A Two-Person Dynamic Equilibrium under Ambiguity |
0 |
0 |
0 |
326 |
3 |
3 |
4 |
1,299 |
| Ambiguity and Asset Markets |
0 |
1 |
1 |
212 |
8 |
9 |
24 |
560 |
| Ambiguity, Information Quality and Asset Pricing |
0 |
0 |
0 |
252 |
1 |
2 |
3 |
749 |
| Ambiguity, Information Quality and Asset Pricing |
1 |
1 |
1 |
262 |
4 |
8 |
10 |
774 |
| Ambiguity, risk and asset returns in continuous time |
0 |
0 |
0 |
1,132 |
3 |
4 |
12 |
2,587 |
| Ambiguous Correlation |
0 |
0 |
1 |
53 |
1 |
2 |
7 |
87 |
| Ambiguous Correlation |
0 |
1 |
1 |
59 |
0 |
1 |
1 |
125 |
| Ambiguous Volatility and Asset Pricing in Continuous Time |
0 |
0 |
0 |
100 |
8 |
10 |
12 |
184 |
| Ambiguous Volatility, Possibility and Utility in Continuous Time |
0 |
0 |
0 |
54 |
0 |
1 |
4 |
194 |
| Ambiguous volatility and asset pricing in continuous time |
0 |
0 |
1 |
44 |
2 |
4 |
8 |
101 |
| An Axiomatic Model of Non-Bayesian Updating |
0 |
0 |
0 |
105 |
2 |
3 |
5 |
364 |
| An Axiomatic Model of Non-Bayesian Updating |
0 |
0 |
1 |
241 |
2 |
2 |
6 |
679 |
| An axiomatic model of 'cold feet' |
0 |
0 |
0 |
49 |
0 |
0 |
3 |
264 |
| Approximate optimality and the risk/reward tradeoff in a class of bandit problems |
0 |
0 |
2 |
2 |
1 |
2 |
5 |
10 |
| Are Probabilities Used in Markets? |
0 |
0 |
0 |
155 |
0 |
0 |
0 |
618 |
| Coarse Contingencies |
0 |
0 |
2 |
94 |
0 |
2 |
4 |
321 |
| Coarse Contingencies |
0 |
0 |
1 |
71 |
2 |
4 |
5 |
221 |
| Cognitive Dissonance and Choice |
1 |
1 |
1 |
438 |
2 |
2 |
6 |
1,416 |
| 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 |
0 |
2 |
200 |
| Hard-to-Interpret Signals |
0 |
0 |
1 |
143 |
4 |
6 |
10 |
300 |
| How Much Would You Pay To Resolve Long-Run Risk? |
0 |
0 |
1 |
17 |
5 |
6 |
8 |
84 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
21 |
2 |
2 |
7 |
85 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
8 |
3 |
5 |
7 |
92 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
51 |
2 |
2 |
4 |
179 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
36 |
5 |
8 |
9 |
195 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
1 |
1 |
38 |
4 |
8 |
12 |
116 |
| How much would you pay to resolve long-run risk? |
0 |
0 |
0 |
0 |
4 |
6 |
8 |
168 |
| IID: Independently and Indistinguishably Distributed |
0 |
0 |
0 |
141 |
2 |
2 |
5 |
753 |
| Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved |
0 |
0 |
0 |
2 |
1 |
1 |
8 |
17 |
| Learning Under Ambiguity |
0 |
0 |
1 |
171 |
5 |
6 |
8 |
591 |
| Learning Under Ambiguity |
0 |
0 |
0 |
350 |
0 |
1 |
4 |
1,232 |
| Living with risk |
0 |
0 |
0 |
225 |
0 |
0 |
1 |
698 |
| Mutual Absolute Continuity of Multiple Priors |
0 |
0 |
0 |
79 |
1 |
3 |
4 |
283 |
| NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK |
0 |
0 |
0 |
35 |
0 |
1 |
2 |
143 |
| NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK |
0 |
0 |
0 |
32 |
1 |
3 |
4 |
192 |
| No Two Experiments are Identical |
0 |
0 |
1 |
115 |
0 |
0 |
2 |
161 |
| Non-Bayesian Updating: A Theoretical Framework |
0 |
0 |
0 |
413 |
1 |
2 |
5 |
1,609 |
| Non-Bayesian Updating: a Theoretical Framework |
0 |
0 |
0 |
106 |
0 |
1 |
4 |
437 |
| Optimal Learning and Ellsberg’s Urns |
0 |
0 |
1 |
16 |
0 |
1 |
2 |
36 |
| Optimal Learning under Robustness and Time-Consistency |
0 |
0 |
1 |
65 |
2 |
3 |
5 |
69 |
| Recursive Multiple-Priors |
0 |
0 |
0 |
574 |
0 |
1 |
2 |
1,268 |
| Robust Confidence Regions for Incomplete Models |
0 |
0 |
0 |
20 |
3 |
3 |
3 |
48 |
| Robust confidence regions for incomplete models |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
5 |
| Robust confidence regions for incomplete models |
0 |
0 |
0 |
4 |
0 |
3 |
8 |
62 |
| Robust confidence regions for incomplete models |
0 |
0 |
0 |
1 |
1 |
3 |
6 |
8 |
| Robust confidence regions for incomplete models |
0 |
0 |
0 |
27 |
1 |
1 |
2 |
71 |
| SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY |
0 |
0 |
0 |
14 |
1 |
3 |
3 |
69 |
| Subjective Probabilities on Subjectively Unambiguous Events |
0 |
0 |
0 |
229 |
1 |
1 |
5 |
855 |
| Subjective Probabilities on Subjectivity Unambiguous Event |
0 |
0 |
0 |
0 |
3 |
3 |
5 |
523 |
| Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework |
0 |
0 |
0 |
2 |
1 |
3 |
12 |
569 |
| Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis |
0 |
0 |
0 |
2 |
1 |
4 |
12 |
387 |
| 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 |
0 |
1 |
3 |
1,532 |
| The Independence Axiom and Asset Returns |
0 |
0 |
0 |
242 |
1 |
1 |
2 |
928 |
| UNCERTAINTY AVERSION |
0 |
0 |
1 |
417 |
0 |
0 |
2 |
1,244 |
| Total Working Papers |
2 |
5 |
23 |
8,003 |
98 |
162 |
325 |
27,661 |
| 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 |
1 |
382 |
4 |
5 |
17 |
768 |
| A Definition of Uncertainty Aversion |
0 |
1 |
4 |
685 |
3 |
5 |
16 |
2,038 |
| A Disaggregate Analysis of Consumer Choice under Uncertainty |
0 |
0 |
0 |
95 |
0 |
2 |
2 |
378 |
| A Paradox for the “Smooth Ambiguity” Model of Preference |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
100 |
| A Revealed Preference Analysis of Asset Pricing Under Recursive Utility |
0 |
0 |
1 |
103 |
0 |
1 |
6 |
381 |
| A Revelation Principle for Competing Mechanisms |
0 |
0 |
3 |
140 |
1 |
1 |
9 |
364 |
| A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment |
0 |
0 |
0 |
71 |
1 |
2 |
3 |
207 |
| A central limit theorem for sets of probability measures |
0 |
0 |
0 |
1 |
3 |
5 |
7 |
13 |
| A central limit theorem, loss aversion and multi-armed bandits |
0 |
0 |
1 |
3 |
2 |
7 |
13 |
23 |
| A correspondence theorem between expected utility and smooth utility |
0 |
0 |
0 |
37 |
2 |
4 |
6 |
98 |
| A simple dynamic general equilibrium model |
0 |
0 |
1 |
309 |
4 |
4 |
6 |
531 |
| A two-person dynamic equilibrium under ambiguity |
0 |
0 |
0 |
183 |
6 |
9 |
13 |
605 |
| A unifying approach to axiomatic non-expected utility theories |
0 |
0 |
0 |
116 |
0 |
0 |
1 |
225 |
| Ambiguity and Asset Markets |
0 |
1 |
1 |
148 |
2 |
6 |
18 |
533 |
| Ambiguity, Information Quality, and Asset Pricing |
4 |
6 |
20 |
420 |
7 |
16 |
58 |
1,124 |
| Ambiguity, Risk, and Asset Returns in Continuous Time |
0 |
0 |
0 |
343 |
2 |
2 |
9 |
1,038 |
| Ambiguous Correlation |
0 |
1 |
5 |
18 |
1 |
2 |
17 |
107 |
| Ambiguous Volatility and Asset Pricing in Continuous Time |
0 |
0 |
1 |
66 |
2 |
3 |
11 |
238 |
| Ambiguous volatility, possibility and utility in continuous time |
0 |
0 |
0 |
20 |
2 |
2 |
7 |
93 |
| An Axiomatic Model of Non-Bayesian Updating |
0 |
0 |
0 |
94 |
0 |
0 |
6 |
344 |
| Approximate optimality and the risk/reward tradeoff given repeated gambles |
0 |
0 |
1 |
1 |
1 |
2 |
5 |
5 |
| Are Probabilities Used in Markets ? |
0 |
0 |
0 |
37 |
0 |
2 |
3 |
120 |
| Asset Pricing with Stochastic Differential Utility |
0 |
0 |
0 |
419 |
1 |
5 |
9 |
961 |
| Capital Asset Prices and the Temporal Resolution of Uncertainty |
0 |
0 |
2 |
34 |
0 |
1 |
4 |
105 |
| Coarse contingencies and ambiguity |
0 |
0 |
0 |
43 |
0 |
0 |
2 |
184 |
| Cold feet |
0 |
0 |
0 |
38 |
0 |
1 |
1 |
252 |
| Comparative dynamics in the adjustment-cost model of the firm |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
75 |
| De Finetti meets Ellsberg |
0 |
0 |
0 |
11 |
1 |
1 |
2 |
51 |
| Decision Making and the Temporal Resolution of Uncertainty |
0 |
0 |
2 |
255 |
0 |
1 |
7 |
683 |
| Decreasing Risk Aversion and Mean-Variance Analysis |
0 |
0 |
0 |
221 |
0 |
3 |
6 |
603 |
| Decreasing absolute risk aversion and utility indices derived from cake-eating problems |
0 |
0 |
0 |
34 |
0 |
1 |
3 |
139 |
| Duality Theory and Functional Forms for Dynamic Factor Demands |
0 |
0 |
0 |
104 |
1 |
2 |
4 |
267 |
| Dynamically Consistent Beliefs Must Be Bayesian |
0 |
0 |
2 |
273 |
1 |
1 |
5 |
531 |
| Endogenous capital utilization in a short-run production model: Theory and an empiral application |
0 |
0 |
1 |
94 |
0 |
0 |
5 |
270 |
| Exchangeable capacities, parameters and incomplete theories |
0 |
0 |
1 |
16 |
0 |
3 |
6 |
79 |
| Generalized Duality and Integrability |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
181 |
| Habits and Time Preference |
0 |
0 |
1 |
155 |
0 |
1 |
3 |
432 |
| Hard-to-Interpret Signals |
1 |
1 |
2 |
7 |
5 |
5 |
11 |
20 |
| How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
2 |
88 |
3 |
4 |
12 |
415 |
| IID: independently and indistinguishably distributed |
0 |
0 |
1 |
90 |
0 |
0 |
3 |
318 |
| Implicitly additive utility and the nature of optimal economic growth |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
67 |
| Increasing Generalized Correlation: A Definition and Some Economic Consequences |
0 |
0 |
0 |
90 |
0 |
0 |
2 |
752 |
| Integrability of Incomplete Systems of Demand Functions |
0 |
0 |
0 |
48 |
1 |
3 |
7 |
160 |
| Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism |
0 |
0 |
0 |
33 |
0 |
1 |
5 |
102 |
| Intertemporal Asset Pricing Under Knightian Uncertainty |
0 |
1 |
4 |
747 |
0 |
1 |
11 |
1,912 |
| Intertemporal price indices for the firm |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
38 |
| Learning Under Ambiguity |
0 |
0 |
0 |
176 |
0 |
3 |
8 |
580 |
| Least convex capacities |
0 |
0 |
0 |
80 |
2 |
3 |
6 |
430 |
| Living with Risk |
0 |
0 |
1 |
92 |
1 |
1 |
11 |
385 |
| Mixture Symmetry and Quadratic Utility |
1 |
1 |
1 |
182 |
1 |
1 |
3 |
993 |
| 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 |
0 |
4 |
4 |
117 |
| Non-Bayesian Learning |
0 |
1 |
1 |
73 |
1 |
2 |
7 |
295 |
| Non-Bayesian updating: A theoretical framework |
0 |
0 |
1 |
93 |
1 |
2 |
5 |
297 |
| Non-parametric hypothesis testing procedures and applications to demand analysis |
0 |
0 |
1 |
111 |
0 |
0 |
3 |
457 |
| Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour |
0 |
0 |
1 |
122 |
1 |
2 |
3 |
255 |
| 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 |
1 |
2 |
6 |
8 |
| Preference, Rationalizability and Equilibrium |
0 |
0 |
0 |
73 |
0 |
1 |
1 |
161 |
| Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty |
0 |
0 |
0 |
19 |
0 |
0 |
3 |
114 |
| Quadratic Social Welfare Functions |
0 |
1 |
1 |
191 |
3 |
4 |
7 |
704 |
| Recursive multiple-priors |
0 |
0 |
1 |
432 |
1 |
5 |
12 |
1,006 |
| Risk aversion and asset prices |
0 |
0 |
0 |
233 |
0 |
0 |
2 |
360 |
| Robust Confidence Regions for Incomplete Models |
0 |
0 |
0 |
6 |
0 |
1 |
6 |
84 |
| Sharing Ambiguity |
0 |
0 |
0 |
142 |
1 |
1 |
3 |
377 |
| 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 |
2 |
4 |
9 |
567 |
| Stochastic Differential Utility |
0 |
0 |
2 |
747 |
1 |
3 |
9 |
1,591 |
| Subjective Probabilities on Subjectively Unambiguous Events |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
662 |
| Subjective states: A more robust model |
0 |
0 |
0 |
22 |
0 |
1 |
4 |
101 |
| Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework |
1 |
2 |
4 |
2,111 |
7 |
17 |
32 |
4,649 |
| Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis |
1 |
4 |
16 |
1,400 |
2 |
11 |
43 |
3,320 |
| Symmetry of evidence without evidence of symmetry |
0 |
0 |
0 |
13 |
0 |
1 |
2 |
97 |
| Symmetry or Dynamic Consistency? |
0 |
0 |
0 |
38 |
0 |
1 |
1 |
115 |
| The Core of Large Differentiable TU Games |
0 |
0 |
0 |
18 |
0 |
2 |
5 |
80 |
| The Global Stability of Efficient Intertemporal Allocations |
0 |
0 |
0 |
70 |
1 |
3 |
3 |
249 |
| The Law of Large Numbers and the Attractiveness of Compound Gambles |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
273 |
| The Le Chatelier Principle in optimal control problems |
0 |
1 |
1 |
101 |
0 |
2 |
2 |
347 |
| The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing |
0 |
1 |
1 |
173 |
4 |
6 |
7 |
650 |
| The Projective Independence Axiom |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
419 |
| The Rate of Time Preference and Dynamic Economic Analysis |
0 |
0 |
2 |
295 |
2 |
4 |
12 |
682 |
| The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty |
0 |
0 |
1 |
203 |
0 |
0 |
2 |
566 |
| The Unimportance of the Intransitivity of Separable Preferences |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
304 |
| The empirical determination of technology and expectations: A simplified procedure |
0 |
0 |
0 |
44 |
2 |
2 |
2 |
127 |
| The independence axiom and asset returns |
0 |
0 |
0 |
167 |
2 |
3 |
5 |
440 |
| Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes |
0 |
0 |
0 |
155 |
0 |
0 |
3 |
298 |
| Total Journal Articles |
8 |
22 |
96 |
14,359 |
94 |
211 |
598 |
41,854 |
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