Wakker, P. and Deneffe, D. (1996). Eliciting von Neumann-Morgenstern Utilities when Probabilities Are Distorted or Unknown Management Science, 42:1131--1150.
566 key publications
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Lumsdaine, R. (1996). Consistency and asymptotic normality of the quasi-maximum likelihood estimator in IGARCH (1,1) and covariance stationary GARCH (1,1) Econometrica, 64(3):575--596. -
Tversky, A. and Wakker, P. (1995). Risk Attitudes and Decision Weights Econometrica, 63:1255--1280. -
\van Wijnbergen\, S.J.G. (1995). Agriculture in the Mexico-US free trade agreement: Transition problems in economic reform American Economic Review, 85(4):738--754. -
Franses, P.H. (1995). The effects of seasonally adjusting a periodic autoregressive process Computational Statistics and Data Analysis, 19:683--704. -
PC, F. and Wakker, P. (1995). The Invention of the Independence Condition for Preferences Management Science, 41:1130--1144. -
Kulatilaka, N. and Perotti, E. (1995). What is lost by waiting to invest The Journal of Finance, 50(3):990--991. -
\van Wijnbergen\, S.J.G. (1995). Transition problems in economic reform: agriculture in the North American free trade agreement American Economic Review, 85(sep):738--742. -
Perotti, E. (1995). Credible privatization American Economic Review, 85(4):847--859. -
Franses, \.H. (1994). Modeling new product sales: an application of cointegration analysis International Journal of Research in Marketing, :. -
Bartelsman, \EricJ.\, Caballero, R. and Lyons, \RichardK.\ (1994). Customer and Supplier Driven Externalities American Economic Review, 38(84-4):1075--1084. -
Sarin, R. and Wakker, P. (1994). Folding Back in Decision Tree Analysis Management Science, 40:625--628. -
Sarin, R. and Wakker, P. (1994). A General Result for Quantifying Beliefs Econometrica, 62:683--685. -
Berglof, E. and Perotti, E. (1994). The governance structure of the Japanese financial keiretsu Journal of Financial Economics, 36(2):259--284. -
Wakker, P. (1993). Savage's Axioms Usually Imply Violation of Strict Stochastic Dominance Review of Economic Studies, 60:487--493. -
\van Wijnbergen\, S.J.G. and Claessens, C. (1993). Secondary market prices and Mexico's Brady Deal Quarterly Journal of Economics, 108(nov):965--983. -
Perotti, E. and Spier, K. (1993). Capital structure as a bargaining tool : the role of leverage in contract renegotiation American Economic Review, 83(5):1131--1141. -
Sarin, R. and Wakker, P. (1992). A Simple Axiomatization of Nonadditive Expected Utility Econometrica, 60:1255--1272. -
\van Wijnbergen\, S.J.G. (1992). Trade reform, policy uncertainty, and the current account: a non expected-utility approach American Economic Review, 82(3):626----. -
Levy, S. and \Van Wijnbergen\, S. (1992). Agricultural adjustment and the Mexico-USA Free Trade Agreement American Economic Review, :42--65.