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 |
2 |
165 |
0 |
0 |
9 |
456 |

'First-order' risk aversion and the equity premium puzzle |
0 |
0 |
6 |
348 |
0 |
1 |
19 |
651 |

A Definition of Uncertainty Aversion |
2 |
3 |
6 |
660 |
3 |
7 |
30 |
1,953 |

A Disaggregate Analysis of Consumer Choice under Uncertainty |
0 |
0 |
0 |
90 |
0 |
0 |
2 |
361 |

A Paradox for the “Smooth Ambiguity” Model of Preference |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
74 |

A Revealed Preference Analysis of Asset Pricing Under Recursive Utility |
0 |
0 |
0 |
101 |
0 |
1 |
3 |
361 |

A Revelation Principle for Competing Mechanisms |
0 |
1 |
2 |
115 |
0 |
2 |
10 |
275 |

A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment |
0 |
0 |
1 |
67 |
0 |
1 |
2 |
193 |

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 |
2 |
299 |
1 |
1 |
6 |
490 |

A two-person dynamic equilibrium under ambiguity |
0 |
0 |
2 |
149 |
2 |
3 |
9 |
511 |

A unifying approach to axiomatic non-expected utility theories |
0 |
0 |
0 |
114 |
0 |
0 |
2 |
205 |

Aggregating Quasi-Fixed Factors |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
98 |

Ambiguity and Asset Markets |
0 |
1 |
5 |
114 |
2 |
5 |
18 |
400 |

Ambiguity, Information Quality, and Asset Pricing |
2 |
4 |
19 |
342 |
5 |
10 |
55 |
848 |

Ambiguity, Risk, and Asset Returns in Continuous Time |
0 |
1 |
5 |
334 |
2 |
7 |
20 |
922 |

Ambiguous Volatility and Asset Pricing in Continuous Time |
0 |
0 |
4 |
53 |
0 |
2 |
10 |
171 |

Ambiguous volatility, possibility and utility in continuous time |
0 |
0 |
3 |
12 |
0 |
0 |
5 |
41 |

An Axiomatic Model of Non-Bayesian Updating |
1 |
1 |
2 |
89 |
1 |
3 |
10 |
305 |

Are Probabilities Used in Markets ? |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
103 |

Asset Pricing with Stochastic Differential Utility |
0 |
0 |
4 |
376 |
0 |
1 |
13 |
849 |

Capital Asset Prices and the Temporal Resolution of Uncertainty |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
83 |

Coarse contingencies and ambiguity |
0 |
0 |
1 |
39 |
0 |
0 |
1 |
165 |

Cold feet |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
217 |

Comparative dynamics in the adjustment-cost model of the firm |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
67 |

De Finetti meets Ellsberg |
0 |
0 |
1 |
11 |
0 |
0 |
5 |
37 |

Decision Making and the Temporal Resolution of Uncertainty |
1 |
5 |
6 |
238 |
1 |
6 |
14 |
635 |

Decreasing Risk Aversion and Mean-Variance Analysis |
0 |
0 |
1 |
216 |
1 |
1 |
2 |
573 |

Decreasing absolute risk aversion and utility indices derived from cake-eating problems |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
123 |

Duality Theory and Functional Forms for Dynamic Factor Demands |
0 |
1 |
2 |
99 |
1 |
3 |
11 |
251 |

Dynamically Consistent Beliefs Must Be Bayesian |
0 |
0 |
7 |
263 |
2 |
2 |
10 |
490 |

Endogenous capital utilization in a short-run production model: Theory and an empiral application |
0 |
0 |
1 |
79 |
0 |
1 |
4 |
222 |

Exchangeable capacities, parameters and incomplete theories |
0 |
0 |
0 |
7 |
1 |
1 |
5 |
42 |

Generalized Duality and Integrability |
0 |
1 |
1 |
42 |
0 |
2 |
3 |
173 |

Habits and Time Preference |
0 |
0 |
2 |
146 |
0 |
0 |
5 |
403 |

How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
5 |
68 |
2 |
7 |
26 |
277 |

IID: independently and indistinguishably distributed |
0 |
0 |
3 |
77 |
0 |
0 |
4 |
271 |

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 |
1 |
1 |
1 |
82 |
2 |
3 |
4 |
703 |

Integrability of Incomplete Systems of Demand Functions |
0 |
0 |
0 |
47 |
0 |
0 |
2 |
139 |

Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism |
0 |
0 |
1 |
32 |
1 |
1 |
4 |
92 |

Intertemporal Asset Pricing Under Knightian Uncertainty |
0 |
3 |
10 |
665 |
0 |
8 |
38 |
1,637 |

Intertemporal price indices for the firm |
0 |
1 |
1 |
4 |
0 |
1 |
2 |
26 |

Learning Under Ambiguity |
0 |
0 |
4 |
163 |
2 |
8 |
17 |
429 |

Least convex capacities |
0 |
0 |
0 |
80 |
0 |
2 |
2 |
419 |

Living with Risk |
0 |
0 |
1 |
84 |
2 |
4 |
11 |
338 |

Mixture Symmetry and Quadratic Utility |
0 |
0 |
0 |
178 |
1 |
1 |
9 |
957 |

Multivariate Risk Independence and Functional Forms for Preferences and Technologies |
0 |
0 |
0 |
23 |
0 |
0 |
2 |
128 |

Mutual absolute continuity of multiple priors |
0 |
0 |
1 |
32 |
0 |
0 |
1 |
95 |

Non-Bayesian Learning |
1 |
1 |
1 |
49 |
3 |
5 |
14 |
179 |

Non-Bayesian updating: A theoretical framework |
0 |
0 |
1 |
82 |
1 |
4 |
7 |
255 |

Non-parametric hypothesis testing procedures and applications to demand analysis |
0 |
0 |
1 |
101 |
1 |
2 |
7 |
422 |

Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour |
2 |
2 |
4 |
111 |
2 |
3 |
7 |
225 |

On the recoverability of intertemporal preferences |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
37 |

Preference, Rationalizability and Equilibrium |
0 |
0 |
0 |
71 |
0 |
0 |
3 |
140 |

Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty |
0 |
0 |
0 |
19 |
0 |
0 |
4 |
100 |

Quadratic Social Welfare Functions |
0 |
0 |
1 |
169 |
1 |
2 |
8 |
626 |

Recursive multiple-priors |
1 |
3 |
10 |
340 |
4 |
9 |
37 |
758 |

Risk aversion and asset prices |
1 |
1 |
3 |
223 |
1 |
3 |
8 |
328 |

Robust Confidence Regions for Incomplete Models |
0 |
0 |
1 |
4 |
2 |
4 |
14 |
36 |

Sharing Ambiguity |
0 |
0 |
0 |
139 |
0 |
0 |
2 |
353 |

Some Economic Effects of Immigration: A General Equilibrium Analysis |
0 |
0 |
2 |
17 |
0 |
0 |
4 |
1,076 |

Stationary cardinal utility and optimal growth under uncertainty |
0 |
0 |
2 |
292 |
0 |
1 |
10 |
522 |

Stochastic Differential Utility |
0 |
2 |
12 |
704 |
0 |
5 |
29 |
1,457 |

Subjective Probabilities on Subjectively Unambiguous Events |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
628 |

Subjective states: A more robust model |
1 |
1 |
1 |
16 |
1 |
4 |
4 |
77 |

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework |
3 |
10 |
47 |
1,994 |
9 |
25 |
135 |
4,095 |

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis |
1 |
3 |
24 |
1,218 |
5 |
13 |
60 |
2,844 |

Symmetry of evidence without evidence of symmetry |
0 |
0 |
0 |
13 |
0 |
0 |
4 |
79 |

Symmetry or Dynamic Consistency? |
0 |
0 |
2 |
30 |
0 |
1 |
8 |
87 |

The Core of Large Differentiable TU Games |
0 |
0 |
1 |
17 |
0 |
0 |
1 |
60 |

The Global Stability of Efficient Intertemporal Allocations |
0 |
1 |
1 |
66 |
0 |
1 |
1 |
221 |

The Law of Large Numbers and the Attractiveness of Compound Gambles |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
250 |

The Le Chatelier Principle in optimal control problems |
1 |
1 |
2 |
92 |
1 |
1 |
3 |
328 |

The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing |
0 |
0 |
2 |
170 |
1 |
1 |
7 |
616 |

The Projective Independence Axiom |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
399 |

The Rate of Time Preference and Dynamic Economic Analysis |
1 |
3 |
4 |
247 |
1 |
3 |
8 |
558 |

The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty |
0 |
1 |
1 |
193 |
4 |
8 |
15 |
483 |

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 |
1 |
1 |
2 |
114 |

The independence axiom and asset returns |
1 |
1 |
1 |
164 |
1 |
1 |
1 |
409 |

Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes |
1 |
2 |
8 |
132 |
1 |
4 |
17 |
242 |

Total Journal Articles |
21 |
55 |
244 |
13,077 |
72 |
199 |
846 |
36,677 |