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Information about:
Christoph Kuzmics

Personal Details | Affiliation | Works

This is information that was supplied by Christoph Kuzmics in registering through RePEc. If you are Christoph Kuzmics , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Christoph
Middle Name:
Last Name: Kuzmics
Suffix:

RePEc Short-ID: pku154

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

(in no particular order)

Managerial Economics and Decision Sciences (MEDS)
Kellogg Graduate School of Management
Northwestern University
Location: Evanston, Illinois (United States)
Homepage: http://www.kellogg.northwestern.edu/meds/index.htm
Email:
Phone: (847) 491-3603
Fax: (847) 467-1220
Postal: 2001 Sheridan Road, Evanston, IL 60208-2009
Handle: RePEc:edi:menwuus (registered authors at this institution)

Works

Working papers

Dieter Balkenborg & Josef Hofbauer & Christoph Kuzmics, 2009. "The Refined Best-Response Correspondence and Backward Induction," Levine's Working Paper Archive 814577000000000248, David K. Levine. [Downloadable!]
Carlos Alós-Ferrer & Christoph Kuzmics, 2008. "Hidden Symmetries and Focal Points," TWI Research Paper Series 35, Thurgauer Wirtschaftsinstitut, Universität Konstanz. [Downloadable!]
Chiaki Hara & James Huang & Christoph Kuzmics, 2008. "Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem," KIER Working Papers 654, Kyoto University, Institute of Economic Research. [Downloadable!]
Other versions:
- Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2008. "Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem," PIE/CIS Discussion Paper 368, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Christoph Kuzmics, 2007. "On the elimination of dominated strategies in stochastic models of evolution with large populations," Levine's Bibliography 321307000000000943, UCLA Department of Economics. [Downloadable!]
Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks," KIER Working Papers 621, Kyoto University, Institute of Economic Research. [Downloadable!]
Christoph Kuzmics, 2004. "Noisy evolution in normal form games," Econometric Society 2004 Latin American Meetings 50, Econometric Society. [Downloadable!]
Hara, C. & Christoph Kuzmics, 2004. "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," Cambridge Working Papers in Economics 0452, Faculty of Economics, University of Cambridge. [Downloadable!]
Other versions:
- Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Representative Consumer’s Risk Aversion and Efficient Risk-Sharing Rules," KIER Working Papers 620, Kyoto University, Institute of Economic Research. [Downloadable!]
- Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," Discussion Paper 323, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Published as:
- Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative consumer's risk aversion and efficient risk-sharing rules," Journal of Economic Theory, Elsevier, vol. 137(1), pages 652-672, November. [Downloadable!] (restricted)
Fortin, Ines & Kuzmics, Christoph, 2002. "Tail-Dependence in Stock-Return Pairs," Economics Series 126, Institute for Advanced Studies. [Downloadable!]
Fortin, Ines & Kuzmics, Christoph, 1999. "Optimal Bandwidth Selection in Non-Parametric Spectral Density Estimation," Economics Series 62, Institute for Advanced Studies. [Downloadable!]

Articles

Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative consumer's risk aversion and efficient risk-sharing rules," Journal of Economic Theory, Elsevier, vol. 137(1), pages 652-672, November. [Downloadable!] (restricted)
Other versions:
- Hara, C. & Christoph Kuzmics, 2004. "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," Cambridge Working Papers in Economics 0452, Faculty of Economics, University of Cambridge. [Downloadable!]
- Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Representative Consumer’s Risk Aversion and Efficient Risk-Sharing Rules," KIER Working Papers 620, Kyoto University, Institute of Economic Research. [Downloadable!]
- Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," Discussion Paper 323, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Kuzmics, Christoph, 2004. "Stochastic evolutionary stability in extensive form games of perfect information," Games and Economic Behavior, Elsevier, vol. 48(2), pages 321-336, August. [Downloadable!] (restricted)

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-CFN: Corporate Finance (2) 2006-05-27 2006-05-27 Author is listed
NEP-EVO: Evolutionary Economics (2) 2004-08-16 2007-03-24 Author is listed
NEP-EXP: Experimental Economics (1) 2008-09-13
NEP-FIN: Finance (2) 2006-05-27 2006-05-27 Author is listed
NEP-FMK: Financial Markets (1) 2006-05-27
NEP-GTH: Game Theory (3) 2007-03-24 2008-09-13 2009-06-17 Author is listed
NEP-UPT: Utility Models & Prospect Theory (2) 2006-05-27 2006-05-27 Author is listed

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This page was last updated on 2009-10-27.

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