Christoph Kuzmics

Research Page

MEDS Department
Kellogg School of Management
Leverone Hall 5th Floor, Northwestern University
2001 Sheridan Rd.
Evanston, IL 60208-2001
USA

Office: Leverone Hall #562

tel: 847-491-2978
fax: 847-467-1220

Research | Teaching

 

E-mail me | Look me up at Kellogg | Kellogg-bio | CV.pdf


PUBLICATIONS

 

"Representative consumer's risk aversion and efficient risk-sharing rules" [Abstract] [Pdf]
with Chiaki Hara [Institute of Economic Research, Kyoto University] and James Huang [Lancaster University Management School],
Journal of Economic Theory, 2007, 137, 652-72.

 

 

 

"Stochastic evolutionary stability in extensive form games of perfect information" [Abstract]
Games and Economic Behavior, 2004, 48 (2), 321-336.
[Proof of Theorem 2] (not in the paper)

 

 

"Tail-dependence in stock-return pairs" [Abstract]
with Ines Fortin [Institute for Advanced Studies, Vienna, Austria]
Int. J. Intell. Sys. Acc. Fin. Mgmt., 2002, 11, 89-107.

 

 

"Optimal window-width choice in spectral density estimation: Review and simulation" [Abstract]
with Ines Fortin [Institute for Advanced Studies, Vienna, Austria]
Journal of Statistical Computation and Simulation, 2000, 67, 109-131.


RESEARCH IN PROGRESS

“Hidden symmetries and focal points” [Abstract] [Pdf]
with Carlos Alos-Ferrer [University of Konstanz], August 2008.

 

"Refined best-response correspondence and dynamics" [Abstract] [Pdf]
with Dieter Balkenborg [University of Exeter] and Josef Hofbauer [University Vienna],
revised September 2008.

 

 

 

 

 

"Evolution of preferences under perfect observability: almost anything is stable" [Abstract] [Pdf]
with Florian Herold [KSM-MEDS, Northwestern University],
revised September 2008.
The same paper in note format.

 

 

 

 

"On the elimination of dominated strategies in stochastic models of evolution with large populations" [Abstract] [Pdf],
revised March 2007.

 

 

 

 

"The Evolution of Moral Codes of Behavior" [Abstract] [Pdf]
with Carlos Rodriguez-Sickert [Instituto de Sociología, Universidad Católica de Chile],
revised June 2006.

 

 

 

"Effects of background risks on cautiousness with an application to a portfolio choice problem" [Abstract] [Pdf]
with Chiaki Hara [Institute of Economic Research, Kyoto University] and James Huang [Lancaster University Management School],
revised May 2006.
This is an older version with some different results: "Efficient risk-sharing rules with heterogeneous risk attitudes and background risks" [Abstract] [Pdf], May 2006.

 

 

 

"Individual and group selection in symmetric 2-player games" [Abstract] [Pdf]
November 2003.


 

 

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