### Research Papers on Decision Theory

- “Scale or Translation Invariant Additive Preferences,” working paper.
- “Dynamic Choice with Constant Source-Dependent Relative Risk Aversion,” Economic Theory, 2015, 3, 393-422.
- “Smooth Ambiguity Aversion Toward Small Risks and Continuous-Time Recursive Utility,” Journal of Political Economy, 2013, 4, 775-792. You can experiment with the code that generates the examples of Section 2 by copying and pasting this Scala program into this web page, or this F# program into this web page. Equivalent Python program and a purely functional Haskell version.
- “Scale-Invariant Uncertainty Averse Preferences and Source-Dependent Constant Relative Risk Aversion,” Theoretical Economics, 2013, 8, 59-93.
- “Robust Control and Recursive Utility,” Finance and Stochastics , 2003, 7, 475-489.
- “Recursive Utility and Preferences for Information,” Economic Theory, 1998, 12, 293-312.
- “Conditioning and Aggregation of Preferences,” Econometrica, 1997, 65, 347-367.
- “Subjective Probability under Additive Aggregation of Conditional Preferences,” , Journal of Economic Theory, 1997, 76, 242-271.
- “Infinite-Horizon Stochastic Differential Utility,” App. to D. Duffie and L. Epstein, “Stochastic Differential Utility,” Econometrica, 1992, 60, 387-392.