1

Put–Call Parity and market frictions

Year:
2015
Language:
english
File:
PDF, 463 KB
english, 2015
2

Deliberately Stochastic

Year:
2019
Language:
english
File:
PDF, 577 KB
english, 2019
3

RISK MEASURES: RATIONALITY AND DIVERSIFICATION

Year:
2011
Language:
english
File:
PDF, 286 KB
english, 2011
5

Cautious Expected Utility and the Certainty Effect

Year:
2015
Language:
english
File:
PDF, 431 KB
english, 2015
7

Ergodic Theorems for lower probabilities

Year:
2016
Language:
english
File:
PDF, 261 KB
english, 2016
9

Stochastic Dominance Analysis Without the Independence Axiom

Year:
2016
Language:
english
File:
PDF, 305 KB
english, 2016
13

Rational preferences under ambiguity

Year:
2011
Language:
english
File:
PDF, 401 KB
english, 2011
14

Uncertainty averse preferences

Year:
2011
Language:
english
File:
PDF, 436 KB
english, 2011
18

Ambiguity and robust statistics

Year:
2013
Language:
english
File:
PDF, 654 KB
english, 2013
20

The structure of variational preferences

Year:
2015
Language:
english
File:
PDF, 437 KB
english, 2015
24

A Note on Comparative Ambiguity Aversion and Justifiability

Year:
2016
Language:
english
File:
PDF, 171 KB
english, 2016
26

Hilbert A-modules

Year:
2017
Language:
english
File:
PDF, 798 KB
english, 2017
34

Objective rationality and uncertainty averse preferences

Year:
2016
Language:
english
File:
PDF, 170 KB
english, 2016
39

Cautious Expected Utility and the Certainty Effect

Year:
2013
Language:
english
File:
PDF, 631 KB
english, 2013
41

Deliberately Stochastic

Year:
2017
Language:
english
File:
PDF, 569 KB
english, 2017
44

Ambiguity Aversion and Wealth Effects

Year:
2019
Language:
english
File:
PDF, 602 KB
english, 2019