Current Publications

(Downloadable in Working Paper form here. See journal websites for published versions)

• "Risk Taking with Additive and Multiplicative Background Risks" (with Guenter Franke and Richard Stapleton)-- Journal of Economic Theory (July 2011)
• "Exploring Higher Order Risk Effects" (with Cary Deck) -- Review of Economic Studies (Oct 2010)
• "On the Utility Premium of Friedman and Savage" (with Louis Eeckhoudt)-- Economics Letters (April 2009)
• "Apportioning of Risks via Stochastic Dominance" (with Louis Eeckhoudt and Ilia Tsetlin) -- Journal of Economic Theory (May 2009)
• "Changes in Risk and the Demand for Savings" (with Louis Eeckhoudt) -- Journal of Monetary Economics (Oct 2008)
• "Precautionary Insurance Demand with State-Dependent Background Risk" (with W. Fei) -- Journal of Risk and Insurance (March 2008)
• "A Good Sign for Multivariate Risk Taking" (with L. Eeckhoudt and B. Rey) -- Management Science (January 2007)
• "Mossin’s Theorem for Upper-Limit Insurance Policies" -- Journal of Risk and Insurance (June 2006)
• "Putting Risk in its Proper Place" (with L. Eeckhoudt) -- American Economic Review (March 2006)
• "Multiplicative Background Risk" (with G. Franke and R. Stapleton) -- Management Science (January 2006)