### Research Papers on Competitive Asset Pricing

- “Scale-Invariant Asset Pricing and Consumption/Portfolio Choice with General Attitudes toward Risk and Uncertainty,” Mathematics and Financial Economics, 2013, 7, 431-456.
- “An Isomorphism between Asset Pricing Models with and without Linear Habit Formation,’‘ (with M. Schroder) Review of Financial Studies, 2002, 15, 1189-1221. Recipient of Barclays Global Investors/Michael Brennan runner-up award for the best paper published in RFS, 2002.
- “On the Uniqueness of Fully Informative Rational Expectations Equilibria,” (with P. DeMarzo) Economic Theory, 1999, 13, 1-24.
- “Aggregation, Determinacy, and Informational Efficiency for a Class of Economies with Asymmetric Information” (with P. DeMarzo) Journal of Economic Theory, 1998, 80, 123-152.
- “A Term Structure Model with Preferences for the Timing of Resolution of Uncertainty,” (with D. Duffie and M. Schroder) Economic Theory, 1997, 9, 3-22.
- “Recursive Valuation of Defaultable Claims and the Timing of Resolution of Uncertainty,”(with D. Duffie and M. Schroder) Annals of Applied Probability, 1996, 4, 1075-1090.
- “Continuous-Time Security Pricing: A Utility Gradient Approach,”(with D. Duffie) Journal of Mathematical Economics, 1994, 23, 107-131.
- “Efficient and Equilibrium Allocations with Stochastic Differential Utility,” (with D. Duffie and P.-Y. Geoffard) Journal of Mathematical Economics, 1994, 23, 133-146.