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 |
0 |
4 |
42 |
A Correspondence Theorem Between Expected Utility and Smooth Utility |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
13 |
A REVELATION PRINCIPLE FOR COMPETING MECHANISMS |
0 |
0 |
0 |
289 |
1 |
1 |
2 |
1,091 |
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility |
0 |
0 |
1 |
108 |
0 |
0 |
2 |
559 |
A Two-Person Dynamic Equilibrium under Ambiguity |
0 |
0 |
0 |
326 |
0 |
0 |
1 |
1,296 |
Ambiguity and Asset Markets |
0 |
0 |
1 |
211 |
1 |
8 |
20 |
551 |
Ambiguity, Information Quality and Asset Pricing |
0 |
0 |
1 |
252 |
0 |
0 |
1 |
746 |
Ambiguity, Information Quality and Asset Pricing |
0 |
0 |
0 |
261 |
0 |
0 |
2 |
765 |
Ambiguity, risk and asset returns in continuous time |
0 |
0 |
2 |
1,132 |
0 |
1 |
9 |
2,581 |
Ambiguous Correlation |
0 |
0 |
1 |
53 |
0 |
0 |
3 |
82 |
Ambiguous Correlation |
0 |
0 |
0 |
58 |
0 |
0 |
2 |
124 |
Ambiguous Volatility and Asset Pricing in Continuous Time |
0 |
0 |
0 |
100 |
0 |
0 |
1 |
173 |
Ambiguous Volatility, Possibility and Utility in Continuous Time |
0 |
0 |
0 |
54 |
0 |
0 |
3 |
192 |
Ambiguous volatility and asset pricing in continuous time |
0 |
0 |
1 |
44 |
0 |
0 |
4 |
96 |
An Axiomatic Model of Non-Bayesian Updating |
0 |
0 |
0 |
105 |
0 |
0 |
1 |
359 |
An Axiomatic Model of Non-Bayesian Updating |
0 |
0 |
1 |
241 |
0 |
1 |
5 |
677 |
An axiomatic model of 'cold feet' |
0 |
0 |
0 |
49 |
0 |
1 |
3 |
263 |
Approximate optimality and the risk/reward tradeoff in a class of bandit problems |
0 |
1 |
2 |
2 |
0 |
1 |
3 |
7 |
Are Probabilities Used in Markets? |
0 |
0 |
0 |
155 |
0 |
0 |
0 |
618 |
Coarse Contingencies |
0 |
0 |
2 |
94 |
0 |
0 |
5 |
319 |
Coarse Contingencies |
0 |
0 |
1 |
71 |
0 |
0 |
1 |
217 |
Cognitive Dissonance and Choice |
0 |
0 |
0 |
437 |
0 |
0 |
2 |
1,412 |
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 |
1 |
1 |
2 |
200 |
Hard-to-Interpret Signals |
0 |
1 |
2 |
143 |
0 |
2 |
5 |
294 |
How Much Would You Pay To Resolve Long-Run Risk? |
0 |
0 |
1 |
17 |
0 |
0 |
2 |
78 |
How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
37 |
0 |
0 |
3 |
106 |
How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
21 |
0 |
1 |
5 |
82 |
How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
186 |
How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
86 |
How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
51 |
0 |
1 |
2 |
177 |
How much would you pay to resolve long-run risk? |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
162 |
IID: Independently and Indistinguishably Distributed |
0 |
0 |
0 |
141 |
0 |
1 |
3 |
751 |
Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved |
0 |
0 |
1 |
2 |
0 |
1 |
8 |
14 |
Learning Under Ambiguity |
0 |
0 |
1 |
171 |
0 |
0 |
2 |
585 |
Learning Under Ambiguity |
0 |
0 |
0 |
350 |
0 |
0 |
3 |
1,231 |
Living with risk |
0 |
0 |
0 |
225 |
0 |
0 |
1 |
698 |
Mutual Absolute Continuity of Multiple Priors |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
280 |
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK |
0 |
0 |
0 |
32 |
0 |
1 |
1 |
189 |
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK |
0 |
0 |
0 |
35 |
0 |
0 |
2 |
142 |
No Two Experiments are Identical |
0 |
0 |
3 |
115 |
0 |
0 |
3 |
160 |
Non-Bayesian Updating: A Theoretical Framework |
0 |
0 |
0 |
413 |
1 |
1 |
3 |
1,606 |
Non-Bayesian Updating: a Theoretical Framework |
0 |
0 |
0 |
106 |
0 |
1 |
4 |
435 |
Optimal Learning and Ellsberg’s Urns |
0 |
0 |
1 |
16 |
0 |
0 |
1 |
35 |
Optimal Learning under Robustness and Time-Consistency |
0 |
0 |
1 |
65 |
0 |
0 |
1 |
65 |
Recursive Multiple-Priors |
0 |
0 |
0 |
574 |
0 |
1 |
1 |
1,267 |
Robust Confidence Regions for Incomplete Models |
0 |
0 |
1 |
20 |
0 |
0 |
2 |
45 |
Robust confidence regions for incomplete models |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
Robust confidence regions for incomplete models |
0 |
0 |
0 |
4 |
0 |
1 |
6 |
58 |
Robust confidence regions for incomplete models |
0 |
0 |
1 |
1 |
0 |
1 |
4 |
5 |
Robust confidence regions for incomplete models |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
70 |
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
66 |
Subjective Probabilities on Subjectively Unambiguous Events |
0 |
0 |
0 |
229 |
0 |
0 |
4 |
854 |
Subjective Probabilities on Subjectivity Unambiguous Event |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
520 |
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework |
0 |
0 |
0 |
2 |
1 |
2 |
9 |
565 |
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis |
0 |
0 |
0 |
2 |
2 |
5 |
9 |
382 |
Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
142 |
The Core of Large TU Games |
0 |
0 |
0 |
125 |
0 |
0 |
1 |
1,530 |
The Independence Axiom and Asset Returns |
0 |
0 |
0 |
242 |
0 |
0 |
1 |
927 |
UNCERTAINTY AVERSION |
0 |
0 |
1 |
417 |
0 |
0 |
3 |
1,244 |
Total Working Papers |
0 |
2 |
28 |
7,998 |
8 |
34 |
178 |
27,465 |
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 |
1 |
4 |
489 |
'First-order' risk aversion and the equity premium puzzle |
0 |
0 |
2 |
382 |
3 |
6 |
15 |
763 |
A Definition of Uncertainty Aversion |
0 |
1 |
3 |
684 |
2 |
4 |
15 |
2,033 |
A Disaggregate Analysis of Consumer Choice under Uncertainty |
0 |
0 |
0 |
95 |
0 |
0 |
0 |
376 |
A Paradox for the “Smooth Ambiguity” Model of Preference |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
98 |
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility |
0 |
0 |
1 |
103 |
4 |
4 |
5 |
380 |
A Revelation Principle for Competing Mechanisms |
0 |
0 |
4 |
140 |
2 |
3 |
9 |
362 |
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment |
0 |
0 |
0 |
71 |
1 |
1 |
1 |
205 |
A central limit theorem for sets of probability measures |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
8 |
A central limit theorem, loss aversion and multi-armed bandits |
0 |
1 |
1 |
3 |
1 |
3 |
6 |
16 |
A correspondence theorem between expected utility and smooth utility |
0 |
0 |
0 |
37 |
2 |
2 |
3 |
94 |
A simple dynamic general equilibrium model |
0 |
0 |
1 |
309 |
1 |
1 |
3 |
527 |
A two-person dynamic equilibrium under ambiguity |
0 |
0 |
0 |
183 |
0 |
0 |
4 |
595 |
A unifying approach to axiomatic non-expected utility theories |
0 |
0 |
0 |
116 |
0 |
0 |
2 |
225 |
Ambiguity and Asset Markets |
0 |
0 |
2 |
147 |
2 |
4 |
17 |
527 |
Ambiguity, Information Quality, and Asset Pricing |
1 |
7 |
18 |
414 |
3 |
17 |
55 |
1,106 |
Ambiguity, Risk, and Asset Returns in Continuous Time |
0 |
0 |
0 |
343 |
0 |
2 |
5 |
1,034 |
Ambiguous Correlation |
0 |
0 |
4 |
17 |
3 |
4 |
14 |
102 |
Ambiguous Volatility and Asset Pricing in Continuous Time |
0 |
1 |
2 |
66 |
0 |
1 |
7 |
232 |
Ambiguous volatility, possibility and utility in continuous time |
0 |
0 |
0 |
20 |
2 |
3 |
5 |
91 |
An Axiomatic Model of Non-Bayesian Updating |
0 |
0 |
0 |
94 |
2 |
2 |
7 |
343 |
Approximate optimality and the risk/reward tradeoff given repeated gambles |
0 |
1 |
1 |
1 |
0 |
2 |
2 |
2 |
Are Probabilities Used in Markets ? |
0 |
0 |
0 |
37 |
1 |
1 |
5 |
118 |
Asset Pricing with Stochastic Differential Utility |
0 |
0 |
3 |
419 |
0 |
2 |
7 |
955 |
Capital Asset Prices and the Temporal Resolution of Uncertainty |
1 |
2 |
2 |
34 |
1 |
2 |
4 |
104 |
Coarse contingencies and ambiguity |
0 |
0 |
0 |
43 |
0 |
1 |
3 |
184 |
Cold feet |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
251 |
Comparative dynamics in the adjustment-cost model of the firm |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
74 |
De Finetti meets Ellsberg |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
50 |
Decision Making and the Temporal Resolution of Uncertainty |
0 |
0 |
2 |
255 |
0 |
2 |
6 |
681 |
Decreasing Risk Aversion and Mean-Variance Analysis |
0 |
0 |
1 |
221 |
2 |
2 |
5 |
600 |
Decreasing absolute risk aversion and utility indices derived from cake-eating problems |
0 |
0 |
0 |
34 |
0 |
1 |
2 |
138 |
Duality Theory and Functional Forms for Dynamic Factor Demands |
0 |
0 |
0 |
104 |
2 |
2 |
2 |
265 |
Dynamically Consistent Beliefs Must Be Bayesian |
0 |
1 |
2 |
273 |
0 |
1 |
4 |
529 |
Endogenous capital utilization in a short-run production model: Theory and an empiral application |
0 |
0 |
2 |
94 |
0 |
1 |
8 |
268 |
Exchangeable capacities, parameters and incomplete theories |
0 |
0 |
1 |
16 |
1 |
2 |
4 |
76 |
Generalized Duality and Integrability |
0 |
0 |
0 |
44 |
1 |
1 |
1 |
181 |
Habits and Time Preference |
0 |
0 |
1 |
155 |
0 |
1 |
3 |
431 |
Hard-to-Interpret Signals |
0 |
0 |
2 |
6 |
0 |
1 |
8 |
14 |
How Much Would You Pay to Resolve Long-Run Risk? |
1 |
1 |
2 |
88 |
1 |
2 |
7 |
409 |
IID: independently and indistinguishably distributed |
1 |
1 |
1 |
90 |
1 |
2 |
4 |
318 |
Implicitly additive utility and the nature of optimal economic growth |
0 |
0 |
0 |
29 |
1 |
1 |
2 |
67 |
Increasing Generalized Correlation: A Definition and Some Economic Consequences |
0 |
0 |
1 |
90 |
1 |
1 |
3 |
752 |
Integrability of Incomplete Systems of Demand Functions |
0 |
0 |
0 |
48 |
3 |
4 |
4 |
157 |
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism |
0 |
0 |
0 |
33 |
2 |
2 |
4 |
101 |
Intertemporal Asset Pricing Under Knightian Uncertainty |
0 |
1 |
3 |
746 |
1 |
3 |
15 |
1,910 |
Intertemporal price indices for the firm |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
38 |
Learning Under Ambiguity |
0 |
0 |
0 |
176 |
2 |
4 |
8 |
577 |
Least convex capacities |
0 |
0 |
0 |
80 |
1 |
2 |
2 |
426 |
Living with Risk |
0 |
0 |
1 |
91 |
5 |
5 |
11 |
383 |
Mixture Symmetry and Quadratic Utility |
0 |
0 |
0 |
181 |
0 |
1 |
1 |
991 |
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 |
0 |
0 |
113 |
Non-Bayesian Learning |
0 |
0 |
0 |
72 |
0 |
0 |
8 |
292 |
Non-Bayesian updating: A theoretical framework |
1 |
1 |
2 |
93 |
1 |
2 |
4 |
295 |
Non-parametric hypothesis testing procedures and applications to demand analysis |
0 |
0 |
3 |
111 |
2 |
2 |
6 |
457 |
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour |
0 |
0 |
1 |
122 |
0 |
0 |
3 |
253 |
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 |
0 |
0 |
3 |
5 |
Preference, Rationalizability and Equilibrium |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
160 |
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty |
0 |
0 |
0 |
19 |
2 |
2 |
2 |
113 |
Quadratic Social Welfare Functions |
0 |
0 |
0 |
190 |
1 |
2 |
3 |
700 |
Recursive multiple-priors |
0 |
1 |
2 |
432 |
1 |
3 |
9 |
1,000 |
Risk aversion and asset prices |
0 |
0 |
0 |
233 |
0 |
0 |
2 |
360 |
Robust Confidence Regions for Incomplete Models |
0 |
0 |
0 |
6 |
2 |
2 |
5 |
81 |
Sharing Ambiguity |
0 |
0 |
0 |
142 |
0 |
0 |
0 |
374 |
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 |
0 |
1 |
8 |
562 |
Stochastic Differential Utility |
0 |
1 |
3 |
747 |
0 |
3 |
8 |
1,587 |
Subjective Probabilities on Subjectively Unambiguous Events |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
660 |
Subjective states: A more robust model |
0 |
0 |
0 |
22 |
2 |
2 |
4 |
100 |
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework |
0 |
0 |
3 |
2,109 |
1 |
4 |
24 |
4,632 |
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis |
0 |
1 |
20 |
1,395 |
2 |
4 |
47 |
3,307 |
Symmetry of evidence without evidence of symmetry |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
95 |
Symmetry or Dynamic Consistency? |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
114 |
The Core of Large Differentiable TU Games |
0 |
0 |
0 |
18 |
1 |
1 |
1 |
76 |
The Global Stability of Efficient Intertemporal Allocations |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
246 |
The Law of Large Numbers and the Attractiveness of Compound Gambles |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
273 |
The Le Chatelier Principle in optimal control problems |
0 |
0 |
0 |
100 |
0 |
0 |
0 |
345 |
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing |
0 |
0 |
0 |
172 |
1 |
1 |
1 |
644 |
The Projective Independence Axiom |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
416 |
The Rate of Time Preference and Dynamic Economic Analysis |
1 |
1 |
4 |
295 |
3 |
4 |
9 |
677 |
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty |
1 |
1 |
1 |
203 |
1 |
2 |
2 |
566 |
The Unimportance of the Intransitivity of Separable Preferences |
0 |
0 |
0 |
34 |
1 |
1 |
2 |
304 |
The empirical determination of technology and expectations: A simplified procedure |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
125 |
The independence axiom and asset returns |
0 |
0 |
0 |
167 |
1 |
1 |
2 |
437 |
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes |
0 |
0 |
0 |
155 |
1 |
1 |
3 |
298 |
Total Journal Articles |
7 |
23 |
106 |
14,335 |
80 |
150 |
478 |
41,598 |