Research classified by Journal of Economic Literature (JEL) codes

1. Technology Assessment
2. Uncertainty

1999

• Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 1999, "Risk Sharing and Industrial Specialization: Regional and International Evidence," Working Papers, Brown University, Department of Economics, number 99-16.
• Sciubba, E., 1999, "The Evolution of Portfolio Rules and the Capital Asset Pricing Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9909, Jun.
• Larry G. Epstein & Jiankang Zhang, 1999, "Subjective Probabilities on Subjectively Unambiguous Events," Carleton Economic Papers, Carleton University, Department of Economics, number 99-18, Nov.
• Jiankang Zhang, 1999, "Subjective Ambiguity, Expected Utility and Choquet Expected Utility," Carleton Economic Papers, Carleton University, Department of Economics, number 99-19, Nov, revised Aug 2002.
• Hermalin, Benjamin E. & Isen, Alice M., 1999, "The Effect of Affect and Economic and Strategic Decision Making," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt4fn1b57s, Dec.
• Stephen Gordon & Pascal St-Amour, 2003, "Asset Returns and State-Dependent Risk Preferences," CIRANO Working Papers, CIRANO, number 2003s-09, Apr.
• Louis Lévy-Garboua & Claude Montmarquette, 1996, "Cognition in Seemingly Riskless Choices and Judgments," CIRANO Working Papers, CIRANO, number 96s-01, Jan.
• Minh Ha-Duong & Nicolas Treich, 1999, "Recursive Intergenerational Utility in Global Climate Risk Modeling," CIRANO Working Papers, CIRANO, number 99s-40, Nov.
• GHIRARDATO, Paolo & LE BRETON, Michel, 1999, "Choquet rationality," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999012, Feb.
• Brocas, Isabelle & Carrillo, Juan D, 1999, "Entry Mistakes, Entrepreneurial Boldness and Optimism," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2213, Aug.
• Rillaers, Alexandra, 1999, "Education and Income Inequality: The Role of a Social Protection System," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999017, May.
• Gouriéroux, Christian & Laurent, J.P. & Scaillet, Olivier, 1999, "Sensitivity Analysis of Values at Risk," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000002, Jun, revised 00 Jan 2000.
• Simon Grant & Atsushi Kajii & Ben Polak, 1999, "Decomposable Choice Under Uncertainty," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1207, Jan.
• Dirk Bergemann & Juuso Valimaki, 1999, "Entry and Innovation in Vertically Differentiated Markets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1226, Jun.
• Dirk Bergemann & Juuso Vaimaki, 1999, "Stationary Multi Choice Bandit Problems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1240, Oct.
• Easton, Stephen T. & Rockerbie, Duane W., 1999, "What's in a default? Lending to LDCs in the face of default risk," Journal of Development Economics, Elsevier, volume 58, issue 2, pages 319-332, April.
• Assar Lindbeck & Sten Nyberg & Jörgen W. Weibull, 1999, "Social Norms and Economic Incentives in the Welfare State," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 114, issue 1, pages 1-35.
• Bruno Jullien & Bernard Salanié & François Salanié, 1999, "Should More Risk-Averse Agents Exert More Effort?," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 24, issue 1, pages 19-28, June.
• Marie-Cécile Fagart & Pierre Picard, 1999, "Optimal Insurance Under Random Auditing," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 24, issue 1, pages 29-54, June.
• Stjepanek, Stjepan & Matić, Branko, 1999, "Credit Risks in Banking of the Countries in Transitional Phase and possible Ways of Their Reduction in Croatian Banking System," MPRA Paper, University Library of Munich, Germany, number 10443, revised 1999.
• Jackwerth, Jens Carsten, 1999, "Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review," MPRA Paper, University Library of Munich, Germany, number 11634.
• Weinrich, Gerd, 1999, "Nondegenerate Intervals of No-Trade Prices for Risk-averse Traders," MPRA Paper, University Library of Munich, Germany, number 6298.
• Nicolas Treich, 1999, "Arrivée d'information et investissement. Etude dans un modèle simple de choix de portefeuille," Revue Économique, Programme National Persée, volume 50, issue 2, pages 233-254, DOI: 10.3406/reco.1999.410074.
• Xing Jin & Frank Milne, 1999, "The Existence of Equilibrium in a Financial Market with Transaction Costs," Working Paper, Economics Department, Queen's University, number 1084, Jan.
• Georges Dionne & Marie-Gloriose hW, 1999, "Diffidence theorem and state dependent preferences," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 97-9, Apr.
• Skrzypacz, A. & Hopenhayn, H., 1999, "Bidding Rings in Repeated Auctions," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 463.
• Peter Seethaler, 1999, "Zum Einfluss des Hedging auf das Kreditvergabeverhalten der Banken," Volkswirtschaftliche Diskussionsbeiträge, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, number 74-99.
• Hans FÃllmer & Peter Leukert, 1999, "Quantile hedging," Finance and Stochastics, Springer, volume 3, issue 3, pages 251-273.
• Larry G. Epstein & Jiankang Zhang, 1999, "Least convex capacities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 13, issue 2, pages 263-286.
• Ted To, 1999, "Risk and evolution," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 13, issue 2, pages 329-343.
• Luisa Fuster, 1999, "Effects of uncertain lifetime and annuity insurance on capital accumulation and growth," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 13, issue 2, pages 429-445.
• Theofanis Tsoulouhas & Charles M. Kahn, 1999, "Strategic transmission of information and short-term commitment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 14, issue 1, pages 131-153.
• Kin Chung Lo, 1999, "Nash equilibrium without mutual knowledge of rationality," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 14, issue 3, pages 621-633.
• Robert Lensink & Hong Bo & Elmer Sterken, 1999, "Does uncertainty affect economic growth? An empirical analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 135, issue 3, pages 379-396, September, DOI: 10.1007/BF02707331.
• Dieter Nautz & Jürgen Wolters, 1999, "The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the U.S. and Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 135, issue 3, pages 397-412, September, DOI: 10.1007/BF02707332.
• Huisman, K.J.M. & Kort, P.M., 1999, "Effects of Strategic Interactions on the Option Value of Waiting," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-92.
• Huisman, K.J.M. & Kort, P.M., 1999, "Strategic Technology Investment under Uncertainty," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-18.
• Huisman, K.J.M. & Kort, P.M., 1999, "Strategic Technology Investment under Uncertainty," Other publications TiSEM, Tilburg University, School of Economics and Management, number b981b33c-7f68-4438-ae8d-c.
• Cuddington, John T., 1999, "Optimal annual contributions to flexible spending accounts: a rule-of-thumb," Economics Letters, Elsevier, volume 62, issue 1, pages 59-61, January.
• Lo, Kin Chung, 1999, "Extensive Form Games with Uncertainty Averse Players," Games and Economic Behavior, Elsevier, volume 28, issue 2, pages 256-270, August.
• Rustichini, Aldo, 1999, "Minimizing Regret: The General Case," Games and Economic Behavior, Elsevier, volume 29, issue 1-2, pages 224-243, October.
• Dekel, Eddie & Scotchmer, Suzanne, 1999, "On the Evolution of Attitudes towards Risk in Winner-Take-All Games," Journal of Economic Theory, Elsevier, volume 87, issue 1, pages 125-143, July.
• Rubinstein, Ariel & Zhou, Lin, 1999, "Choice problems with a 'reference' point," Mathematical Social Sciences, Elsevier, volume 37, issue 3, pages 205-209, May.
• Arkin Vadim & Shevtsova Elmira & Slastnikov Alexander, 1999, "Tax Incentives for Investment Projects in the Russian Economy," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 99-03e, Jun.
• K. Dachraoui & G. Dionne & L. Eeckhoudt & P. Godfroid, 1999, "Proper risk behavior," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 99-27.
• P. Mongin., 1999, "The impartial observer theorem of social ethics," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 99-33.
• Adam, K., 1999, "Learning While Searching for the Beat Alternative," Economics Working Papers, European University Institute, number eco99/4.
• Y.H. Farzin & J.D. Kaplan, 1999, "Nonpoint Source Pollution Control Under Incomplete and Costly Information," Working Papers, Fondazione Eni Enrico Mattei, number 1999.32, Mar.
• Fredrik Andersson, 1999, "Uncertainty aversion in a simple insurance model," Finnish Economic Papers, Finnish Economic Association, volume 12, issue 1, pages 16-27, Spring.
• Takeshi Kobayashi & Nobuyoshi Yamori, 1999, "Is it true that insurers benefit from a catastrophic event? Market reactions to the 1995 Hanshin-Awaji earthquake," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco, number 99-04.
• Mondello, G. & Soubeyran, A., 1999, "Liability, Competition and Environmental Risk: Identical Agents, Different Behaviors," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a01.
• Kast, R. & Lapied, A., 1999, "Precautionary Savings in Incomplete Financial Markets," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a14.
• Grant, S. & Kajii, A. & Polak, B., 1999, "Third Down with a Yard to Go: The Dixit-Skeath Conundrum on Equilibria in Competitive Games," Papers, Australian National University - Department of Economics, number 375.
• Sandsmark, M., 1999, "Production Games under Uncertainty," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 204.
• Chauveau, T. & Nalpas, N., 1999, "L'alteration prudente des probabilites comme solution a l'enigme de la prime de risque," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1999-04/fi.
• Laurent, P. & Teiletche, J., 1999, "Coexistence de structures d'echange differenciees: justifications theoriques et applications au marche des changes," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1999-12/fi.
• Artus, P., 1999, "Pourquoi la volatilite est-elle restee forte sur tous les marches financiers apres la crise de l'ete 1998?," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1999-13/fi.
• Dachraoui, K. & Eeeckhoudt, L. & Godfroid.P., 1999, "Proper Risk Behavior," Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques., number 99-01.
• Michel, L., 1999, "Mesures et gestion du risque. Le taux d'interet au budget communal. Application a un panel de 859 villes francaises," Papers, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2, number 1999-5.
• Carr, N., 1999, "Perception of 'Atmosphere' within the Holiday Environment: a Case Study of Young Backpackers in London," Papers, University of Hertfordshire - Business Schoool, number 1999:21.
• Xu, X., 1999, "The SIR Methods: A Superiority and Inferiority Ranking Method for Multiple Criteria Decision Making," Papers, Laval - Faculte des sciences de administration, number 99-003.
• Xu, X. & Martel, J.M.l Lamond, B.F., 1999, "A Multicriterion Ranking Procedure Based on Distance Between Partial Preorders," Papers, Laval - Faculte des sciences de administration, number 99-005.
• Guitouni, A. & Martel, J.M. & Belanger, M. & Hunter, C., 1999, "Managing a Decision Making Situation in the Context of the Canadian Airspace Protection," Papers, Laval - Faculte des sciences de administration, number 99-021.
• Smith, L., 1999, "Private Information and Trade Timing," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-07.
• Yamori, N. & Kobayashi, T., 1999, "Is It True that Insurers Benefit from a Catastrophic Event? Market Reactions to the 1995 Hanshin-Awaji Earthquake," Papers, Economisch Institut voor het Midden en Kleinbedrijf-, number pb99-04.
• Mukerji, S. & Tallon, J.-M., 1999, "Ambiguity Aversion and Incompleteness of Financial Markets," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999-28.
• Chateauneuf, A. & Wilthien, P.-H., 1999, "Inverse Stochastic Dominance and Yaari's Model," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999-95.
• Chateauneuf, A. & Gajdos, T. & Wilthien, P.-H., 1999, "The Principle of Strong Kiminishing Transfer," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999-96.
• Wilthien, P.-H., 1999, "Downside-Mindedness," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999-97.
• Chauveau, T. & Nalpas, N., 1999, "Risk Weighted Utility Theory as a Solution to the Equity Premium Puzzle," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.20.
• Etner, J. & Jouvet, P.-A., 1999, "Some Clarifications on Precautionary Behaviors," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.50.
• Cohen, M. & Tallon, J.M., 1999, "Decision dans le risque et l'incertitude:l'apport des modeles non additifs," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.69.
• Abouda, M. & Chateauneuf, A., 1999, "Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.86.
• Abouda, M. & Chateauneuf, A., 1999, "A Characterization of the Symmetrical Monotone Risk Aversion in the RDEU Model," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.87.
• Dachraoui, K. & Dionne, G. & Eeckhoudt, L. & Godfroid, P., 1999, "Proper Risk Behavior," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 99-27.
• Mongin, P., 1999, "The Impartial Observer Theorem of Social Ethics," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 99-33.
• Alistair, B. & Johnson & J.E.V., 1999, "A Comparative Analysis of Market Efficiency in Parallel Betting Markets," Papers, University of Southampton - Department of Accounting and Management Science, number 99-143.
• Alistair, B. & Johnson & J.E.V., 1999, "An Exploration of Inefficiency in Market for State Contingent Claims," Papers, University of Southampton - Department of Accounting and Management Science, number 99-144.
• Alistair, B. & Johnson & J.E.V., 1999, "Toward an Explanation of the Favourite-Longshot Bias: A Decision-Making Perspective," Papers, University of Southampton - Department of Accounting and Management Science, number 99-145.
• Kalemli-Ozcan, S. & Sorensen, B.E. & Yosha, O., 1999, "Risk Sharing and Industrial Specialization: Regional and International Evidence," Papers, Tel Aviv, number 16-99.
• Spiegler, R., 1999, "Reason-Based Choice and Justifiability in Extensive Form Games," Papers, Tel Aviv, number 19-99.
• Hvide, H.K., 1999, "Tournament Rewards and Risk Taking," Papers, Tel Aviv, number 32-99.
• Dekel, E. & Scotchmer, S., 1999, "On the Evolution of Attitudes Towards Risk in Winner-Take-All Games," Papers, Tel Aviv, number 4-99.
• Lensink, Robert & Bo, Hong & Sterken, Elmer, 1999, "Does uncertainty affect economic growth? : an empirical analysis," CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research, number 199902.
• Lensink, Robert & Bo, Hong & Sterken, Elmer, 1999, "Does uncertainty affect economic growth? : an empirical analysis," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 99E23.
• Forsfält, Tomas, 1999, "Taxation of Small Firms under Uncertainty - A Real Option View of Firm Creation," Research Papers in Economics, Stockholm University, Department of Economics, number 1999:17, Nov.
• Forsfält, Tomas, 1999, "The Effects of Risk Aversion and Age on Investments in New Firms," Research Papers in Economics, Stockholm University, Department of Economics, number 1999:18, Nov.
• James Banks & Richard Blundell & Agar Brugiavini, 1999, "Risk pooling, precautionary saving and consumption growth," IFS Working Papers, Institute for Fiscal Studies, number W99/19, Aug.
• Vincent Feltkamp & Yoram Halevy, 1999, "- A Bayesian Approach To Uncertainty Aversion," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1999-14, Sep.
• Stefan Traub & Christian Seidl & Ulrich Schmidt & Peter Grösche, 1999, "Knock-out for descriptive utility or experimental-design error?," Journal of Economics, Springer, volume 70, issue 2, pages 109-126, June, DOI: 10.1007/BF01224765.
• Chateauneuf, Alain & Wakker, Peter, 1999, "An Axiomatization of Cumulative Prospect Theory for Decision under Risk," Journal of Risk and Uncertainty, Springer, volume 18, issue 2, pages 137-145, August.
• Freixas, Xavier & Gabillon, Emmanuelle, 1999, "Optimal Regulation of a Fully Insured Deposit Banking System," Journal of Regulatory Economics, Springer, volume 16, issue 2, pages 111-134, September.
• Jürgen Eichberger & David Kelsey, 1999, "E-Capacities and the Ellsberg Paradox," Theory and Decision, Springer, volume 46, issue 2, pages 107-138, April, DOI: 10.1023/A:1004994630014.
• Reinhard Selten & Abdolkarim Sadrieh & Klaus Abbink, 1999, "Money Does Not Induce Risk Neutral Behavior, but Binary Lotteries Do even Worse," Theory and Decision, Springer, volume 46, issue 3, pages 213-252, June, DOI: 10.1023/A:1005038628305.
• Saphores, Jean-Daniel M., 1999, "The Economic Threshold with a Stochastic Pest Population: a Real Option Approach," Cahiers de recherche, Université Laval - Département d'économique, number 9901.
• Nicolai J. Foss, 1999, "The Use of Knowledge in Firms," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 155, issue 3, pages 458-458, September.
• Nicola Dimitri, 1999, ""Insurance Reversal" in an Agency Model With Uncertainty," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 155, issue 3, pages 516-516, September.
• Susan Athey & Jonathan Levin, 1999, "Information and Competition in U.S. Forest Service Timber Auctions," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 99-12, Jun.
• Thierry Chauveau & Nicolas Nalpas, 1999, "Risk Weighted Utility Theory as a Solution to the Equity Premium Puzzle," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla99020, Aug.
• Gary Klein, 1999, "Sources of Power: How People Make Decisions," MIT Press Books, The MIT Press, number 0262611465, edition 1, ISBN: ARRAY(0x6a8d2a78), December.
• Susan Athey & Jonathan Levin, 1999, "Information and Competition in U.S. Forest Service Timber Auctions," NBER Working Papers, National Bureau of Economic Research, Inc, number 7185, Jun.
• Oscar Volij, 1999, "Utility Equivalence in Sealed Bid Auctions and the Dual Theory of Choice Under Risk," Economic theory and game theory, Oscar Volij, number 009, Mar, revised 25 Mar 1999.
• Oscar Volij, 1999, "On Risk Aversion and Bargaining Outcomes," Economic theory and game theory, Oscar Volij, number 010, Sep.
• Dirk Bergemann & Juuso Valimaki, 1999, "Entry and Innovation in Vertically Differentiated Markets," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1260, May.
• Marchese, Carla & Privileggi, Fabio, 1999, "Taxpayers Attitudes Toward Risk and Amnesty Participation: Economic Analysis and Evidence for the Italian Case," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 6, Jul.
• Benjamin E. Hermalin and Alice M. Isen., 1999, "The Effect of Affect on Economic and Strategic Decision Making," Economics Working Papers, University of California at Berkeley, number E99-270, Dec.
• Jordi Brandts & Gary Charness, 1999, "Retribution in a cheap-talk experiment," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 437, Dec.
• Hiroyuki Ozaki & Peter A. Streufert, 1999, "Solutions to Some Dynamic Problems with Uncertainty Aversion," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9912.
• Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 1999, "Risk Sharing and Industrial Specialization: Regional and International Evidence," JCPR Working Papers, Northwestern University/University of Chicago Joint Center for Poverty Research, number 86, May.
• Peter R. Mueser & Donald Granberg, 1999, "The Monty Hall Dilemma Revisited: Understanding the Interaction of Problem Definition and Decision Making," Experimental, University Library of Munich, Germany, number 9906001, Jun.
• Weeds, H., 1999, "Sleeping Patents and Computsory Licensing: An Options Analysis," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 577.
• Weeds, H., 1999, "'Reverse Hysteresis': R&D Investment with Stochastic Innovation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 578.
• Raphaël Douady, 1999, "Closed Form Formulas For Exotic Options And Their Lifetime Distribution," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 17-42, DOI: 10.1142/S0219024999000030.
• Teng-Suan Ho & Richard C. Stapleton & Marti G. Subrahmanyam, 1999, "Multivariate Binomial Approximations For Asset Prices With Nonstationary Variance And Covariance Characteristics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Alexander Levin, 1999, "Deriving Closed-Form Solutions For Gaussian Pricing Models: A Systematic Time-Domain Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• K. O. Kortanek & V. G. Medvedev, 1999, "Models For Estimating The Structure Of Interest Rates From Observations Of Yield Curves," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Marco Avellaneda & Craig Friedman & Richard Holmes & Dominick Samperi, 1999, "Calibrating Volatility Surfaces Via Relative-Entropy Minimization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Peter Carr & Katrina Ellis & Vishal Gupta, 1999, "Static Hedging Of Exotic Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Raphael Douady, 1999, "Closed Form Formulas For Exotic Options And Their Lifetime Distribution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Moshe Arye Milevsky & Steven E. Posner, 1999, "Asian Options, The Sum Of Lognormals, And The Reciprocal Gamma Distribution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Jing-Zhi Huang & Marti G. Subrahmanyam & G. George Yu, 1999, "Pricing And Hedging American Options: A Recursive Integration Method," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Kurt S. Riedel, 1999, "Piecewise Convex Function Estimation: Pilot Estimators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• K. S. Riedel & A. Sidorenko, 1999, "Function Estimation Using Data-Adaptive Kernel Smoothers — How Much Smoothing?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Yingzi Zhu & Marco Avellaneda, 1999, "E-Arch Model For Implied Volatility Term Structure Of Fx Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Dajiang Guo, 1999, "A Test Of Efficiency For The Currency Option Market Using Stochastic Volatility Forecasts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Sergei Esipov & Dajiang Guo, 1999, "Portfolio-Based Risk Pricing: Pricing Long-Term Put Options With Gjr-Garch(1,1)/Jump Diffusion Process," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Xing Jin & Frank Milne, 1999, "The Existence Of Equilibrium In A Financial Market With Transaction Costs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Robert Fernholz, 1999, "Portfolio Generating Functions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Mahmudul Anam & Shin-Hwan Chiangy, 1999, "Price Discrimination and Social Welfare with Demand Uncertainty," Working Papers, York University, Department of Economics, number 1999_04, Sep.
• Antonio Bernardo & Eric L. Talley & Ivo Welch, 1999, "A Theory of Legal Presumptions," Yale School of Management Working Papers, Yale School of Management, number ysm118, May.
• Adam-Müller, Axel F. A., 1999, "Hedging Price Risk When Real Wealth Matters," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 99/12.
• Kirstein, Roland & Neunzig, Alexander R., 1999, "A Note on Credit-Worthiness Tests," CSLE Discussion Paper Series, Saarland University, CSLE - Center for the Study of Law and Economics, number 99-03.
• Föllmer, Hans & Leukert, Peter, 1999, "Efficient hedging: Cost versus shortfall risk," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,18.

1998

• Privileggi, Fabio & Marchese, Carla & Cassone, Alberto, 1998, "Risk Attitudes and the Shift of Liability from the Principal to the Agent," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 1, Dec.
• Loomes, G. & Moffatt, P.G. & Sugden, R., 1998, "A Microeconometric Test of Alternative Stochastic Theories of Risky Choice," University of East Anglia Discussion Papers in Economics, School of Economics, University of East Anglia, Norwich, UK., number 9806.
• Alan Carruth & Andy Dickerson & Andrew Henley, 1998, "What Do We Know About Investment Under Uncertainty?," Studies in Economics, School of Economics, University of Kent, number 9804, Feb.
• Luisa Fuster, 1998, "Effects of uncertain lifetime and annuity insurance on capital accumulation and growth," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 249, Jan.
• Antonio Ciccone, 1998, "Resistance to reform: Reconsidering the role of individual-specific uncertainty," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 537, Mar, revised Feb 2001.
• Blonk, Heico van der & Huysman, Marleen, 1998, "Uncertainty and information systems," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0015.
• Lucas, André, 1998, "Nut, gebruik en beperkingen van value-at-risk voor risicomanagement," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0064.
• A. Rubinstein & L. Zhou, 1998, "Choice Problems with a "Reference" Point," Princeton Economic Theory Papers, Economics Department, Princeton University, number 00s3, Sep.
• Peter R. Mueser & Jay K. Dow, 1998, "Experimental Evidence on the Divergence Between Measures of Willingness to Pay and Willingness to Accept--The Role of Value Uncertainty," Experimental, University Library of Munich, Germany, number 9803001, Mar.
• John T. Cuddington, 1998, "Optimal Annual Contributions to Flexible Spending Accounts: A Rule-of-Thumb," Game Theory and Information, University Library of Munich, Germany, number 9802001, Feb.
• Kin Chung Lo, 1998, "Epistemic Conditions for Agreement and Stochastic Independence of epsilon-Contaminated Beliefs," Working Papers, York University, Department of Economics, number 1998_02, Aug.
• Föllmer, Hans & Leukert, Peter, 1998, "Quantile hedging," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,13.
• Nautz, Dieter & Wolters, Jürgen, 1998, "The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the US and Germany," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,78.
• Chiappori, Pierre-Andre & Durand, Franck & Geoffard, Pierre-Yves, 1998, "Moral hazard and the demand for physician services: First lessons from a French natural experiment," European Economic Review, Elsevier, volume 42, issue 3-5, pages 499-511, May.
• Nilssen, Tore & Sorgard, Lars, 1998, "Sequential horizontal mergers," European Economic Review, Elsevier, volume 42, issue 9, pages 1683-1702, November.
• Sorensen, Bent E. & Yosha, Oved, 1998, "International risk sharing and European monetary unification," Journal of International Economics, Elsevier, volume 45, issue 2, pages 211-238, August.
• Coelho, Philip R. P. & McClure, James E., 1998, "Social context and the utility of wealth: Addressing the Markowitz challenge," Journal of Economic Behavior & Organization, Elsevier, volume 37, issue 3, pages 305-314, November.
• Mongin, Philippe, 1998, "The paradox of the Bayesian experts and state-dependent utility theory," Journal of Mathematical Economics, Elsevier, volume 29, issue 3, pages 331-361, April.
• Foss, Nicolai J., 1998, "The resource-based perspective: An assessment and diagnosis of problems," Scandinavian Journal of Management, Elsevier, volume 14, issue 3, pages 133-149, March.
• Boyarchenko Svetlana & Levendorsky Sergey, 1998, "Models of Investment under Uncertainty when Shocks are Non-Gaussian. On the Impact of the Policy Uncertainty on Investment," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 98-02e, Jul.
• Eduardo Bandrés & Mª Dolores Gadea, 1998, "La ética de la igualdad. Consideraciones sobre los fundamentos contractuales de la redistribución de la renta," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 40, issue 01, pages 10-41.
• Jesus Ferreiro & Felipe Serrano, 1998, "Estado del bienestar, incentivos negativos y gestión de la incertidumbre," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 42, issue 03, pages 52-73.
• G. Dionne & D. Gouriéroux & C. Vanasse, 1998, "The informational content of household decisions with applications to insurance under adverse selection," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 98-06.
• M-C. Fagart & P. Picard, 1998, "Optimal insurance under random auditing," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 98-08.
• Eugenia Kazamaki Ottersten, 1998, "Screening contracts when institutions matter : an example," Finnish Economic Papers, Finnish Economic Association, volume 11, issue 2, pages 110-116, Autumn.
• Spaeter, S., 1998, "Reflexion sur l'optimalite des contrats d'assurance," Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques., number 98-10.
• Hubner, G., 1998, "The Estimation of Default Risk with Market Data," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9813.
• Jullien, B. & Salanie, B. & Salanie, F., 1998, "Should More Risk-Averse Agents Exert More Effort?," Papers, Toulouse - GREMAQ, number 98.489.
• Eeckhoudt, L. & Gollier, C., 1998, "Which Shape for the Cost Curve of Risk?," Papers, Toulouse - GREMAQ, number 98.490.
• Treich, N., 1998, "Arrivee d'information et investissement: etude dans un modele simple de choix de portefeuille," Papers, Toulouse - GREMAQ, number 98.494.
• Freixas, X. & Gabillon, E., 1998, "Optimal Regulation of a Fully Insured Deposit Banking System," Papers, Toulouse - GREMAQ, number 98.506.
• Larson, B.A., 1998, "How Does Uncertainty Over Future Environmental Policy Affect Investment Decisions in Transition Economies?," Papers, Harvard - Institute for International Development, number 623.
• Koskela, E. & Ollikainen, M., 1998, "Timber Supply, Amenity Values and Biological Uncertainty," University of Helsinki, Department of Economics, Department of Economics, number 439.
• Ballinger, T.P. & Palumbo, M.G. & Wilcox, N.T., 1998, "Precautionary Saving in the Laboratory," Papers, Houston - Department of Economics, number 98-04.
• Marcel, J.M., 1998, "Multicriterion Analysis Under Uncertainty: The Approach of Outranking Synthesis," Papers, Laval - Faculte des sciences de administration, number 98-039.
• Tallon, J.-M., 1998, "Pessimisme et absence d'echange sur les marches financiers," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.31.
• Chateauneuf, A. & Wakker, P., 1998, "An Axiomatization of Cumulative Prospect Theory for Decision Under Risk," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.51.
• Bodnar, G.M. & Gebhart, G., 1998, "Derivatives Usage in Risk Management by US and German Non-Financial Firms: A Comparative Survey," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 98-03.
• Dionne, G. & Gourieroux, C. & Vanasse, C., 1998, "The Informational Content of Household Decisions with Applications to Insurance under Adverse Selection," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9806.