I show that dynamic consistency can be restricted to a much smaller domain of consumption programs, in such a way that it is compatible with indifference to the timing of resolution of uncertainty. The more practical relevance of this result is that this novel notion of dynamic consistency can accommodate recent empirical evidence on dynamic preferences.

We provide representations theorems for preferences under basic assumptions on ambiguity attitudes without Schmeidler's notion of ambiguity, i.e. convexity of preferences.

Provide a theory of additive but non-monotone probability, i.e. probabilities with possibily negative values, in order to explain several puzzles in economics.

Study Mean Field Games with Stochastic differential utility to understand how equilibrium behavior changes in response to changes in risk aversion.

Applications in economics and statistics need derivatives defined on convex but non-open sets. We develop a general theory with applications.

We show that standard assumptions of recursivity of preferences imply constant absolute ambiguity aversion and derive a functional equation characterizing recursivity which we refer to as generalized rectangularity.

This is Part I of my Job Market paper, a characterization of correlation averse preferences in a risk setting (temporal lotteries). Part II is "Restricted Dynamic Consistency". Part III will cover the case of corrrelation aversion and ambiguity, to appear sometime next year.

A novel apporach way to quantify robustness of Bayesian priors with applications to portoflio choice and climate mitigation.

Develop nonlinear Sandwich Theorem and develop applications to mathematical finance.

A novel axiomatization of the smooth ambiguity model and the α-maximin expected utility criterion in a common setting under symmetry.

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