Luciano I. de Castro - Decision Theory

Publications

• Book: “An Introduction to Decision Theory” (with H. Faro, in Portuguese), IMPA, 2005.
• "Subjective Probability," forthcoming, Wiley Encyclopedia of Operations Research and Management Science. (Co-author: Nabil Al-Najjar.)
• Ambiguity aversion and Absence of Trade, Economic Theory, 48, 243-273, 2011 (Co-author: A. Chateauneuf.)
• Core and Equilibria under ambiguity, Economic Theory, 48, 519-548, 2011. (Co-authors: Marialaura Pesce and N. Yannelis.)

Working Papers

• A Subjective Foundation for Objective Probabilities, with Nabil Al-Najjar.
• Parametric Representation of Preferences, with Nabil Al-Najjar.
• Uncertainty, Efficiency and Incentive Compatibility, with Nicholas Yannelis.
• A new perspective to rational expectations: maximin rational expectations equilibrium, with Marialaura Pesce and N. Yannelis.