Working Papers

  • A Nonlinear Sandwich Theorem (with Giulio Principi and Lorenzo M. Stanca)

  • Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance (with Michel Denuit, Jan Dhaene, and Christian Y. Robert)

  • The Multiarmed Bandit Problem Under the Mean-Variance Setting (with Hongda Hu, Arthur Charpentier, and Alexander Schied)

  • Risk-Constrained Portfolio Choice under Rank-Dependent Expected-Utility (with Michael B. Zhu)

  • On Belief Singularity and the Optimality of Deductible Indemnity Schedules

  • (with and )

  • (with and )

  • (with and )

  • Innovation, Entrepreneurship, and Knightian Uncertainty (with and )Ìý []