Publications

by alumni of

Rochester Center for Economic Research (RCER)
University of Rochester
Rochester, New York (United States)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

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| Working papers | Journal articles |

Working papers

2025

1. Asen Kochov & Yangwei Song, 2025. "The Folk Theorem with Endogenous Discounting and Unobserved Mixtures," CESifo Working Paper Series 12066, CESifo.
2. Asen Kochov, 2025. "On the Existence of Recursive Utility," CESifo Working Paper Series 12091, CESifo.

2022

1. Kochov, Asen & Song, Yangwei, 2022. "Intertemporal Hedging and Trade in Repeated Games with Recursive Utility," Rationality and Competition Discussion Paper Series 361, CRC TRR 190 Rationality and Competition.
   
   • Asen Kochov & Yangwei Song, 2023. "Intertemporal Hedging and Trade in Repeated Games With Recursive Utility," Econometrica, Econometric Society, vol. 91(6), pages 2333-2369, November.

2021

1. Sarah Auster & Jeremy Kettering & Asen Kochov, 2021. "Sequential Trading with Coarse Contingencies," ECONtribute Discussion Papers Series 052, University of Bonn and University of Cologne, Germany.
   
   • Auster, Sarah & Kettering, Jeremy & Kochov, Asen, 2024. "Sequential trading with coarse contingencies," Journal of Economic Theory, Elsevier, vol. 220(C).
   • Sarah Auster & Jeremy Kettering & Asen Kochov, 2022. "Sequential Trading With Coarse Contingencies," CRC TR 224 Discussion Paper Series crctr224_2022_254, University of Bonn and University of Mannheim, Germany.
   • Sarah Auster & Jeremy Kettering & Asen Kochov, 2021. "Sequential Trading With Coarse Contingencies," CRC TR 224 Discussion Paper Series crctr224_2021_254, University of Bonn and University of Mannheim, Germany.

2020

1. Kochov, Asen & Song, Yangwei, 2020. "Repeated Games with Endogenous Discounting," Rationality and Competition Discussion Paper Series 230, CRC TRR 190 Rationality and Competition.

2019

1. Antoine Bommier & Asen Kochov & François Le Grand, 2019. "Ambiguity and endogenous discounting," Post-Print hal-02312365, HAL.
   
   • Bommier, Antoine & Kochov, Asen & Le Grand, François, 2019. "Ambiguity and endogenous discounting," Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 48-62.

2017

1. Antoine Bommier & Asen Kochov & François Le Grand, 2017. "On Monotone Recursive Preferences," Post-Print hal-02311999, HAL.
   
   • Antoine Bommier & Asen Kochov & François Le Grand, 2017. "On Monotone Recursive Preferences," Econometrica, Econometric Society, vol. 85, pages 1433-1466, September.

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Journal articles

2024

1. Auster, Sarah & Kettering, Jeremy & Kochov, Asen, 2024. "Sequential trading with coarse contingencies," Journal of Economic Theory, Elsevier, vol. 220(C).
   
   • Sarah Auster & Jeremy Kettering & Asen Kochov, 2021. "Sequential Trading with Coarse Contingencies," ECONtribute Discussion Papers Series 052, University of Bonn and University of Cologne, Germany.
   • Sarah Auster & Jeremy Kettering & Asen Kochov, 2022. "Sequential Trading With Coarse Contingencies," CRC TR 224 Discussion Paper Series crctr224_2022_254, University of Bonn and University of Mannheim, Germany.
   • Sarah Auster & Jeremy Kettering & Asen Kochov, 2021. "Sequential Trading With Coarse Contingencies," CRC TR 224 Discussion Paper Series crctr224_2021_254, University of Bonn and University of Mannheim, Germany.

2023

1. Asen Kochov & Yangwei Song, 2023. "Intertemporal Hedging and Trade in Repeated Games With Recursive Utility," Econometrica, Econometric Society, vol. 91(6), pages 2333-2369, November.
   
   • Kochov, Asen & Song, Yangwei, 2022. "Intertemporal Hedging and Trade in Repeated Games with Recursive Utility," Rationality and Competition Discussion Paper Series 361, CRC TRR 190 Rationality and Competition.

2022

1. Jeremy Kettering & Asen Kochov, 2022. "Consumption Smoothing and Discounting in Infinite-Horizon, Discrete-Choice Problems," Mathematics of Operations Research, INFORMS, vol. 47(3), pages 1957-1969, August.

2019

1. Bommier, Antoine & Kochov, Asen & Le Grand, François, 2019. "Ambiguity and endogenous discounting," Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 48-62.
   
   • Antoine Bommier & Asen Kochov & François Le Grand, 2019. "Ambiguity and endogenous discounting," Post-Print hal-02312365, HAL.

2018

1. Kochov, Asen, 2018. "A behavioral definition of unforeseen contingencies," Journal of Economic Theory, Elsevier, vol. 175(C), pages 265-290.

2017

1. Kochov, Asen, 2017. "A separation result for stationary preferences," Journal of Mathematical Economics, Elsevier, vol. 70(C), pages 123-126.
2. Antoine Bommier & Asen Kochov & François Le Grand, 2017. "On Monotone Recursive Preferences," Econometrica, Econometric Society, vol. 85, pages 1433-1466, September.
   
   • Antoine Bommier & Asen Kochov & François Le Grand, 2017. "On Monotone Recursive Preferences," Post-Print hal-02311999, HAL.

2015

1. Asen Kochov, 2015. "Time and No Lotteries: An Axiomatization of Maxmin Expected Utility," Econometrica, Econometric Society, vol. 83, pages 239-262, January.

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