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Bowley vs. Pareto Optima in Reinsurance Contracting (with Tim Boonen) - [SSRN]
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No-Betting Pareto Optima under Rank-Dependent Utility (with Patrick Beissner and Tim Boonen)
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Risk-Constrained Portfolio Choice under Rank-Dependent Expected-Utility (with Michael B.\ Zhu)
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Optimal Insurance for a Prudent Decision-Maker under Heterogeneous Beliefs (with Wenjun Jiang and Jiandong Ren) - [SSRN]
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Pareto-Optimal Reinsurance under Individual Risk Constraintss (with Wenjun Jiang and Jiandong Ren) - [SSRN]
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Optimal Insurance under Maxmin-Expected-Utility (with Corina Birghila and Tim Boonen) - [SSRN]
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Bilateral Risk Sharing with No Aggregate Uncertainty under Rank-Dependent Utility (with Tim Boonen) - [SSRN]
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On Belief Singularity and the Optimality of Deductible Indemnity Schedules - [SSRN]
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Loss Aversion for Decision under Risk - New version coming soon
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The Entrepreneurial Economy I: Contracting under Knightian Uncertainty (with Massimiliano Amarante and Edmund S. Phelps)
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Entrepreneurship, Ambiguity, and the Shape of Innovation Contracts (with Massimiliano Amarante and Edmund S. Phelps)
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Contracting for Innovation under Ambiguity (with Massimiliano Amarante and Edmund S. Phelps)
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Innovation, Entrepreneurship, and Knightian Uncertainty (with Massimiliano Amarante and Edmund S. Phelps) [PDF]