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 |
170 |
0 |
0 |
1 |
486 |
'First-order' risk aversion and the equity premium puzzle |
0 |
1 |
5 |
381 |
0 |
3 |
9 |
751 |
A Definition of Uncertainty Aversion |
1 |
1 |
2 |
682 |
1 |
5 |
10 |
2,023 |
A Disaggregate Analysis of Consumer Choice under Uncertainty |
0 |
0 |
1 |
95 |
0 |
0 |
2 |
376 |
A Paradox for the “Smooth Ambiguity” Model of Preference |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
97 |
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
375 |
A Revelation Principle for Competing Mechanisms |
1 |
1 |
3 |
138 |
1 |
2 |
7 |
356 |
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment |
0 |
0 |
0 |
71 |
0 |
0 |
0 |
204 |
A central limit theorem for sets of probability measures |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
6 |
A central limit theorem, loss aversion and multi-armed bandits |
0 |
0 |
2 |
2 |
2 |
2 |
7 |
12 |
A correspondence theorem between expected utility and smooth utility |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
92 |
A simple dynamic general equilibrium model |
1 |
1 |
1 |
309 |
1 |
2 |
4 |
526 |
A two-person dynamic equilibrium under ambiguity |
0 |
0 |
2 |
183 |
1 |
2 |
6 |
593 |
A unifying approach to axiomatic non-expected utility theories |
0 |
0 |
0 |
116 |
0 |
1 |
1 |
224 |
Ambiguity and Asset Markets |
0 |
2 |
3 |
147 |
0 |
5 |
7 |
515 |
Ambiguity, Information Quality, and Asset Pricing |
1 |
3 |
9 |
401 |
6 |
15 |
31 |
1,072 |
Ambiguity, Risk, and Asset Returns in Continuous Time |
0 |
0 |
0 |
343 |
1 |
1 |
4 |
1,030 |
Ambiguous Correlation |
0 |
0 |
1 |
13 |
0 |
0 |
7 |
90 |
Ambiguous Volatility and Asset Pricing in Continuous Time |
0 |
1 |
3 |
65 |
1 |
2 |
11 |
228 |
Ambiguous volatility, possibility and utility in continuous time |
0 |
0 |
0 |
20 |
1 |
1 |
2 |
87 |
An Axiomatic Model of Non-Bayesian Updating |
0 |
0 |
0 |
94 |
1 |
1 |
3 |
339 |
Are Probabilities Used in Markets ? |
0 |
0 |
0 |
37 |
0 |
4 |
4 |
117 |
Asset Pricing with Stochastic Differential Utility |
0 |
0 |
7 |
419 |
0 |
1 |
12 |
952 |
Capital Asset Prices and the Temporal Resolution of Uncertainty |
0 |
0 |
0 |
32 |
0 |
1 |
3 |
101 |
Coarse contingencies and ambiguity |
0 |
0 |
1 |
43 |
0 |
1 |
2 |
182 |
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 |
0 |
49 |
Decision Making and the Temporal Resolution of Uncertainty |
0 |
0 |
2 |
253 |
0 |
0 |
5 |
676 |
Decreasing Risk Aversion and Mean-Variance Analysis |
0 |
0 |
1 |
221 |
1 |
2 |
3 |
598 |
Decreasing absolute risk aversion and utility indices derived from cake-eating problems |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
136 |
Duality Theory and Functional Forms for Dynamic Factor Demands |
0 |
0 |
0 |
104 |
0 |
0 |
0 |
263 |
Dynamically Consistent Beliefs Must Be Bayesian |
0 |
0 |
0 |
271 |
1 |
2 |
5 |
527 |
Endogenous capital utilization in a short-run production model: Theory and an empiral application |
0 |
0 |
1 |
93 |
0 |
1 |
5 |
265 |
Exchangeable capacities, parameters and incomplete theories |
1 |
1 |
1 |
16 |
1 |
1 |
6 |
74 |
Generalized Duality and Integrability |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
180 |
Habits and Time Preference |
0 |
0 |
3 |
154 |
0 |
0 |
6 |
429 |
Hard-to-Interpret Signals |
0 |
0 |
5 |
5 |
0 |
1 |
9 |
9 |
How Much Would You Pay to Resolve Long-Run Risk? |
0 |
0 |
0 |
86 |
0 |
1 |
7 |
403 |
IID: independently and indistinguishably distributed |
0 |
0 |
1 |
89 |
0 |
0 |
3 |
315 |
Implicitly additive utility and the nature of optimal economic growth |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
65 |
Increasing Generalized Correlation: A Definition and Some Economic Consequences |
0 |
1 |
2 |
90 |
1 |
2 |
3 |
751 |
Integrability of Incomplete Systems of Demand Functions |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
153 |
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism |
0 |
0 |
1 |
33 |
0 |
0 |
2 |
97 |
Intertemporal Asset Pricing Under Knightian Uncertainty |
0 |
0 |
3 |
743 |
2 |
6 |
21 |
1,903 |
Intertemporal price indices for the firm |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
37 |
Learning Under Ambiguity |
0 |
0 |
2 |
176 |
0 |
1 |
7 |
572 |
Least convex capacities |
0 |
0 |
0 |
80 |
0 |
0 |
0 |
424 |
Living with Risk |
0 |
0 |
4 |
91 |
0 |
1 |
6 |
374 |
Mixture Symmetry and Quadratic Utility |
0 |
0 |
0 |
181 |
0 |
0 |
0 |
990 |
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 |
1 |
3 |
5 |
289 |
Non-Bayesian updating: A theoretical framework |
0 |
0 |
1 |
92 |
1 |
1 |
2 |
293 |
Non-parametric hypothesis testing procedures and applications to demand analysis |
0 |
2 |
2 |
110 |
0 |
3 |
3 |
454 |
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour |
1 |
1 |
1 |
122 |
1 |
3 |
5 |
253 |
On the recoverability of intertemporal preferences |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
41 |
Optimal Learning Under Robustness and Time-Consistency |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
3 |
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 |
0 |
0 |
1 |
111 |
Quadratic Social Welfare Functions |
0 |
0 |
0 |
190 |
0 |
0 |
1 |
697 |
Recursive multiple-priors |
0 |
1 |
4 |
431 |
2 |
5 |
14 |
996 |
Risk aversion and asset prices |
0 |
0 |
2 |
233 |
0 |
0 |
2 |
358 |
Robust Confidence Regions for Incomplete Models |
0 |
0 |
0 |
6 |
0 |
0 |
3 |
78 |
Sharing Ambiguity |
0 |
0 |
0 |
142 |
0 |
0 |
0 |
374 |
Some Economic Effects of Immigration: A General Equilibrium Analysis |
1 |
1 |
3 |
23 |
1 |
1 |
5 |
1,091 |
Stationary cardinal utility and optimal growth under uncertainty |
0 |
0 |
1 |
301 |
0 |
3 |
6 |
558 |
Stochastic Differential Utility |
1 |
2 |
6 |
746 |
1 |
4 |
11 |
1,583 |
Subjective Probabilities on Subjectively Unambiguous Events |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
659 |
Subjective states: A more robust model |
0 |
0 |
0 |
22 |
0 |
0 |
3 |
97 |
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework |
1 |
2 |
5 |
2,108 |
2 |
7 |
39 |
4,619 |
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis |
4 |
10 |
30 |
1,388 |
7 |
16 |
55 |
3,284 |
Symmetry of evidence without evidence of symmetry |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
95 |
Symmetry or Dynamic Consistency? |
0 |
0 |
1 |
38 |
0 |
1 |
2 |
114 |
The Core of Large Differentiable TU Games |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
75 |
The Global Stability of Efficient Intertemporal Allocations |
0 |
0 |
2 |
70 |
0 |
0 |
3 |
246 |
The Law of Large Numbers and the Attractiveness of Compound Gambles |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
272 |
The Le Chatelier Principle in optimal control problems |
0 |
0 |
1 |
100 |
0 |
0 |
1 |
345 |
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing |
0 |
0 |
0 |
172 |
0 |
0 |
0 |
643 |
The Projective Independence Axiom |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
414 |
The Rate of Time Preference and Dynamic Economic Analysis |
0 |
1 |
5 |
293 |
2 |
3 |
13 |
672 |
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty |
0 |
0 |
0 |
202 |
0 |
0 |
1 |
564 |
The Unimportance of the Intransitivity of Separable Preferences |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
302 |
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 |
1 |
167 |
0 |
0 |
2 |
435 |
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes |
0 |
0 |
1 |
155 |
1 |
1 |
2 |
296 |
Total Journal Articles |
13 |
32 |
132 |
14,276 |
43 |
121 |
414 |
41,299 |