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 |
0 |
0 |
167 |
0 |
0 |
3 |
467 |

'First-order' risk aversion and the equity premium puzzle |
0 |
0 |
2 |
354 |
2 |
8 |
24 |
686 |

A Definition of Uncertainty Aversion |
2 |
2 |
6 |
673 |
3 |
4 |
18 |
1,985 |

A Disaggregate Analysis of Consumer Choice under Uncertainty |
0 |
0 |
0 |
90 |
1 |
1 |
4 |
365 |

A Paradox for the “Smooth Ambiguity” Model of Preference |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
88 |

A Revealed Preference Analysis of Asset Pricing Under Recursive Utility |
0 |
0 |
0 |
101 |
0 |
1 |
8 |
369 |

A Revelation Principle for Competing Mechanisms |
0 |
0 |
3 |
123 |
3 |
6 |
19 |
302 |

A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment |
0 |
0 |
1 |
68 |
1 |
1 |
2 |
197 |

A correspondence theorem between expected utility and smooth utility |
0 |
0 |
0 |
34 |
0 |
0 |
4 |
81 |

A simple dynamic general equilibrium model |
1 |
1 |
2 |
301 |
1 |
1 |
9 |
502 |

A two-person dynamic equilibrium under ambiguity |
3 |
5 |
10 |
162 |
4 |
10 |
27 |
545 |

A unifying approach to axiomatic non-expected utility theories |
0 |
0 |
0 |
114 |
0 |
1 |
5 |
213 |

Ambiguity and Asset Markets |
0 |
0 |
7 |
125 |
0 |
3 |
21 |
436 |

Ambiguity, Information Quality, and Asset Pricing |
1 |
6 |
17 |
369 |
4 |
15 |
50 |
938 |

Ambiguity, Risk, and Asset Returns in Continuous Time |
0 |
0 |
2 |
343 |
1 |
4 |
21 |
965 |

Ambiguous Correlation |
0 |
0 |
0 |
0 |
4 |
10 |
28 |
28 |

Ambiguous Volatility and Asset Pricing in Continuous Time |
0 |
0 |
1 |
54 |
2 |
3 |
13 |
186 |

Ambiguous volatility, possibility and utility in continuous time |
0 |
0 |
2 |
17 |
0 |
1 |
7 |
54 |

An Axiomatic Model of Non-Bayesian Updating |
0 |
1 |
1 |
91 |
1 |
2 |
6 |
317 |

Are Probabilities Used in Markets ? |
0 |
1 |
1 |
33 |
0 |
1 |
2 |
105 |

Asset Pricing with Stochastic Differential Utility |
0 |
2 |
5 |
383 |
0 |
4 |
19 |
876 |

Capital Asset Prices and the Temporal Resolution of Uncertainty |
0 |
0 |
0 |
31 |
0 |
0 |
3 |
86 |

Coarse contingencies and ambiguity |
0 |
2 |
2 |
41 |
1 |
3 |
3 |
168 |

Cold feet |
0 |
0 |
4 |
34 |
0 |
1 |
9 |
228 |

Comparative dynamics in the adjustment-cost model of the firm |
0 |
0 |
0 |
29 |
0 |
1 |
3 |
70 |

De Finetti meets Ellsberg |
0 |
0 |
0 |
11 |
0 |
0 |
7 |
46 |

Decision Making and the Temporal Resolution of Uncertainty |
0 |
1 |
5 |
245 |
1 |
2 |
10 |
649 |

Decreasing Risk Aversion and Mean-Variance Analysis |
0 |
0 |
0 |
216 |
0 |
0 |
5 |
580 |

Decreasing absolute risk aversion and utility indices derived from cake-eating problems |
0 |
1 |
1 |
33 |
0 |
3 |
6 |
130 |

Duality Theory and Functional Forms for Dynamic Factor Demands |
0 |
0 |
1 |
100 |
0 |
0 |
3 |
254 |

Dynamically Consistent Beliefs Must Be Bayesian |
0 |
0 |
2 |
265 |
0 |
0 |
8 |
500 |

Endogenous capital utilization in a short-run production model: Theory and an empiral application |
0 |
0 |
4 |
86 |
0 |
1 |
9 |
243 |

Exchangeable capacities, parameters and incomplete theories |
0 |
0 |
0 |
7 |
0 |
1 |
5 |
49 |

Generalized Duality and Integrability |
0 |
0 |
0 |
43 |
1 |
1 |
3 |
177 |

Habits and Time Preference |
0 |
0 |
2 |
148 |
0 |
1 |
3 |
410 |

How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
4 |
74 |
0 |
4 |
32 |
337 |

IID: independently and indistinguishably distributed |
0 |
0 |
0 |
77 |
0 |
3 |
11 |
288 |

Implicitly additive utility and the nature of optimal economic growth |
0 |
0 |
1 |
27 |
0 |
0 |
4 |
53 |

Increasing Generalized Correlation: A Definition and Some Economic Consequences |
0 |
0 |
1 |
83 |
1 |
1 |
11 |
727 |

Integrability of Incomplete Systems of Demand Functions |
0 |
0 |
0 |
48 |
0 |
1 |
4 |
147 |

Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
93 |

Intertemporal Asset Pricing Under Knightian Uncertainty |
0 |
4 |
27 |
707 |
6 |
14 |
68 |
1,738 |

Intertemporal price indices for the firm |
0 |
0 |
0 |
4 |
1 |
1 |
7 |
35 |

Learning Under Ambiguity |
0 |
1 |
3 |
168 |
5 |
9 |
29 |
469 |

Least convex capacities |
0 |
0 |
0 |
80 |
0 |
0 |
1 |
422 |

Living with Risk |
0 |
0 |
0 |
84 |
1 |
1 |
3 |
345 |

Mixture Symmetry and Quadratic Utility |
1 |
1 |
1 |
179 |
2 |
3 |
6 |
965 |

Multivariate Risk Independence and Functional Forms for Preferences and Technologies |
0 |
0 |
0 |
23 |
1 |
1 |
6 |
136 |

Mutual absolute continuity of multiple priors |
0 |
0 |
0 |
32 |
2 |
2 |
10 |
109 |

Non-Bayesian Learning |
0 |
1 |
4 |
56 |
4 |
7 |
41 |
239 |

Non-Bayesian updating: A theoretical framework |
0 |
1 |
1 |
83 |
1 |
2 |
9 |
270 |

Non-parametric hypothesis testing procedures and applications to demand analysis |
0 |
0 |
1 |
104 |
0 |
2 |
8 |
437 |

Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour |
0 |
0 |
1 |
113 |
0 |
0 |
5 |
233 |

On the recoverability of intertemporal preferences |
0 |
0 |
0 |
11 |
1 |
1 |
3 |
40 |

Preference, Rationalizability and Equilibrium |
0 |
0 |
0 |
71 |
0 |
0 |
3 |
147 |

Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty |
0 |
0 |
0 |
19 |
0 |
0 |
5 |
105 |

Quadratic Social Welfare Functions |
1 |
1 |
5 |
177 |
2 |
2 |
17 |
650 |

Recursive multiple-priors |
1 |
3 |
26 |
387 |
5 |
11 |
63 |
866 |

Risk aversion and asset prices |
0 |
0 |
0 |
224 |
0 |
3 |
6 |
340 |

Robust Confidence Regions for Incomplete Models |
0 |
0 |
0 |
4 |
2 |
3 |
13 |
58 |

Sharing Ambiguity |
0 |
0 |
0 |
140 |
0 |
1 |
5 |
363 |

Some Economic Effects of Immigration: A General Equilibrium Analysis |
0 |
0 |
1 |
18 |
0 |
0 |
3 |
1,079 |

Stationary cardinal utility and optimal growth under uncertainty |
0 |
0 |
2 |
294 |
0 |
0 |
5 |
532 |

Stochastic Differential Utility |
0 |
0 |
5 |
714 |
0 |
4 |
23 |
1,497 |

Subjective Probabilities on Subjectively Unambiguous Events |
0 |
0 |
0 |
0 |
1 |
3 |
10 |
639 |

Subjective states: A more robust model |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
80 |

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework |
6 |
10 |
28 |
2,042 |
15 |
35 |
129 |
4,313 |

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis |
2 |
3 |
35 |
1,262 |
4 |
18 |
104 |
2,986 |

Symmetry of evidence without evidence of symmetry |
0 |
0 |
0 |
13 |
2 |
2 |
7 |
88 |

Symmetry or Dynamic Consistency? |
0 |
1 |
2 |
33 |
2 |
6 |
11 |
101 |

The Core of Large Differentiable TU Games |
0 |
0 |
0 |
17 |
1 |
2 |
6 |
71 |

The Global Stability of Efficient Intertemporal Allocations |
0 |
0 |
0 |
66 |
0 |
0 |
2 |
226 |

The Law of Large Numbers and the Attractiveness of Compound Gambles |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
258 |

The Le Chatelier Principle in optimal control problems |
0 |
0 |
0 |
94 |
0 |
0 |
1 |
332 |

The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing |
0 |
0 |
0 |
170 |
0 |
0 |
8 |
625 |

The Projective Independence Axiom |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
403 |

The Rate of Time Preference and Dynamic Economic Analysis |
0 |
1 |
9 |
268 |
3 |
7 |
27 |
602 |

The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty |
0 |
0 |
4 |
199 |
0 |
0 |
24 |
538 |

The Unimportance of the Intransitivity of Separable Preferences |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
298 |

The empirical determination of technology and expectations: A simplified procedure |
0 |
0 |
0 |
43 |
1 |
1 |
4 |
119 |

The independence axiom and asset returns |
0 |
0 |
0 |
165 |
1 |
1 |
6 |
417 |

Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes |
0 |
1 |
6 |
141 |
1 |
3 |
14 |
265 |

Total Journal Articles |
18 |
50 |
248 |
13,487 |
96 |
248 |
1,146 |
38,376 |