Short CV:
Major Research Interests:
- Asset Pricing
- General Equilibrium Theory
- Knightian Uncertainty in Continuous Time
- Economics of Information
- Nonlinear Expectations
Publications and Accepted Papers:
- Brownian Equilibrium under Knightian Uncertainty Math Finan Econ (2015) 9:39–56
- Equilibrium Prices and Trade under Ambiguous Volatility Economic Theory (2017)
- Duality, the Theory of Value and Asset Pricing under Knightian Uncertainty (with Laurent Denis)
Revised and Resubmit:
- On Hurwicz-Nash Equilibria of Non-Bayesian Games under Incomplete Information (with Ali M. Khan)
- Coherent Price Systems and Uncertainty-Neutral Valuation
- Dynamically Consistent Alpha Maxmin Expected Utility (with Qian Lin and Frank Riedel)
- (Non-)Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty (with Frank Riedel)
under Review:
- A compact topology for σ-algebra convergence. (with Jonas M. Tölle)
- The Term Structure of Sharpe Ratios and Arbitrage-Free Asset Pricing in Continuous Time (with Emanuela Rosazza-Gianin)