1

The marginal propensity to consume and multidimensional risk

Year:
2013
Language:
english
File:
PDF, 222 KB
english, 2013
4

Pricing issues with investment flows Applications to market models with frictions

Year:
2001
Language:
english
File:
PDF, 219 KB
english, 2001
5

Discounting and divergence of opinion

Year:
2010
Language:
english
File:
PDF, 453 KB
english, 2010
6

Arbitrage with Fixed Costs and Interest Rate Models

Year:
2006
Language:
english
File:
PDF, 293 KB
english, 2006
7

On Portfolio Choice with Savoring and Disappointment

Year:
2014
Language:
english
File:
PDF, 274 KB
english, 2014
8

Arbitrage with Fixed Costs and Interest Rate Models

Year:
2006
Language:
english
File:
PDF, 2.00 MB
english, 2006
14

Comonotonic processes

Year:
2003
Language:
english
File:
PDF, 127 KB
english, 2003
15

Arbitrage and investment opportunities

Year:
2001
Language:
english
File:
PDF, 176 KB
english, 2001
16

Convergence of utility functions and convergence of optimal strategies

Year:
2004
Language:
english
File:
PDF, 217 KB
english, 2004
17

Conditional comonotonicity

Year:
2004
Language:
english
File:
PDF, 172 KB
english, 2004
19

Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs

Year:
2007
Language:
english
File:
PDF, 189 KB
english, 2007
20

Behavioral biases and the representative agent

Year:
2012
Language:
english
File:
PDF, 478 KB
english, 2012
21

Are more risk averse agents more optimistic? Insights from a rational expectations model

Year:
2008
Language:
english
File:
PDF, 179 KB
english, 2008
22

A class of models satisfying a dynamical version of the CAPM

Year:
2003
Language:
english
File:
PDF, 74 KB
english, 2003
23

Collective risk aversion

Year:
2013
Language:
english
File:
PDF, 394 KB
english, 2013
25

How to aggregate experts' discount rates: An equilibrium approach

Year:
2014
Language:
english
File:
PDF, 392 KB
english, 2014
26

On multivariate prudence

Year:
2013
Language:
english
File:
PDF, 170 KB
english, 2013
27

Gurus and belief manipulation

Year:
2015
Language:
english
File:
PDF, 297 KB
english, 2015
28

Live fast, die young

Year:
2016
Language:
english
File:
PDF, 439 KB
english, 2016
29

Subjective expectations and medical testing

Year:
2015
Language:
english
File:
PDF, 338 KB
english, 2015
32

Societal inequalities amplify gender gaps in math

Year:
2018
Language:
english
File:
PDF, 206 KB
english, 2018
34

On Abel's Concept of Doubt and Pessimism

Year:
2006
Language:
english
File:
PDF, 204 KB
english, 2006
35

Optimal Strategic Beliefs

Year:
2009
Language:
english
File:
PDF, 223 KB
english, 2009
36

Behavioral Properties of the Representative Agent

Year:
2009
Language:
english
File:
PDF, 350 KB
english, 2009