Published Papers:
- Model Uncertainty and Liquidity
Review of Economic Dynamics, forthcoming.
(With: Stanley Zin)
- Generalized Disappointment Aversion and Asset Prices
Journal of Finance, forthcoming.
(With: Stanley Zin)
- Predicting Risk from Financial Reports with Regression
NAACL-HLT, June 2009.
(With: Shimon Kogan, D. Levin, J. Sagi, N. Smith)
- Exotic Preferences for Macroeconomists
NBER Macroeconomics 19, Forthcoming 2004.
(With: David K. Backus, Stanley Zin)
- Social Capital and Growth
Journal of Monetary Economics 50, 2003.
(With: Joachim von Amsberg)
- Project Assignment Rights and Incentives for Eliciting Ideas
Management Science 48, 2002; 886-899.
(With: Anil Arya, Jonathan Glover)
- Genetic Algorithm Learning to Choose and Use Information
Macroeconomic Dynamics 5, 2001; 303-325.
- Equilibrium Forward Curves for Commodities
Journal of Finance 55, 2000; 1297-1338.
(With: Duane Seppi, Chester Spatt)
- Adaptive Learning in Financial Markets
Review of Financial Studies 12, 1999; 1165-1202.
Working Papers:
- The Cyclical Component of US Asset Returns
December, 2008.
(With: David K. Backus, Stanley Zin)
- The Term Structure of Oil Prices, Bond Prices, and Monetary Policy
June, 2008.
- Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies,
January, 2008.
(With: Jaime Casassus, Pierre Collin-Dufresne)
- Endogenous Counter - Cyclical Risk Aversion and the Cross Section
August, 2007.
(With: Anastasiya Ostrovnaya, Stanley Zin)
- Who Holds Risky Assets
June, 2007.
(With: D. Backus, Stanley Zin)
- The Spark Spread: An equilibrium model of the Cross-Commodity Price Relationships in Electricity
December, 1998.
(With: Chester Spatt, Duane Seppi)
- Co-Evolution and Spatial Interaction
January, 1997.
- Endogenous Social Capital
January, 1997.
(With: Joachim von Amsberg)
Publications:
- "The Economics of the Prisoner's Dilemma: A Background"
in P. Danielson (ed.) Modeling Rationality, Morality and Evolution, 92-118, Cambridge: Oxford University Press, (January, 1998).
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