Recent working papers and preprints.

Title Coauthors Status
First-price Sealed-bid Auctions with Smoothly Ambiguity-Averse Bidders Tianyu Ma IMW Working Paper 769
Optimal Design of Model-Contingent Insurance Contracts Marco Spengemann IMW Working Paper 767
Portfolio Selection under Ambiguity in Volatility Prince Osei IMW Working Paper 756
Belief-neutral Efficiency in Financial Markets Patrick Beissner IMW Working Paper 702
Cash-Constrained R&D Investing Herbert Dawid, Jan-Henrik Steg, Xingang Wen SFB 1283 Preprint 24094
Arbitrage Pricing in Convex, Cash-Additive Markets Émy Lecuyer, Lorenzo Stanca SFB 1283 Preprint 24078
Optimal Consumption for Recursive Preferences with Local Substitution under Risk Hanwu Li SFB 1283 Preprint 24067
Demographic Changes and Asset Prices in an Overlapping Generations Model Herman Demèze, Beatrice Simo-Kengne IMW Working Paper 672