Michael Rothschild : Citation Profile


Are you Michael Rothschild?

Princeton University (50% share)
Princeton University (50% share)

18

H index

19

i10 index

3748

Citations

RESEARCH PRODUCTION:

23

Articles

16

Papers

1

Books

4

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   28 years (1969 - 1997). See details.
   Cites by year: 133
   Journals where Michael Rothschild has often published
   Relations with other researchers
   Recent citing documents: 214.    Total self citations: 2 (0.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro48
   Updated: 2021-10-16    RAS profile: 2015-10-19    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Rothschild.

Is cited by:

Gollier, Christian (58)

Wong, Wing-Keung (38)

Barigozzi, Matteo (34)

Hallin, Marc (32)

EECKHOUDT, LOUIS (31)

Pesaran, M (28)

Sentana, Enrique (27)

Cowell, Frank (24)

Cherchye, Laurens (24)

McAleer, Michael (24)

TREICH, Nicolas (24)

Cites to:

Constantinides, George (4)

Roth, Alvin (3)

Feldstein, Martin (2)

White, Lawrence (2)

Wise, David (2)

Slemrod, Joel (2)

Stambaugh, Robert (2)

Kovenock, Dan (2)

Stiglitz, Joseph (2)

Yitzhaki, Shlomo (2)

Judd, Kenneth (2)

Main data


Where Michael Rothschild has published?


Journals with more than one article published# docs
Journal of Economic Theory7
Journal of Political Economy4
Journal of Public Economics2
Journal of Econometrics2
Economics Letters2
Econometrica2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University4

Recent works citing Michael Rothschild (2021 and 2020)


YearTitle of citing document
2020Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions. (2020). Sartore, Domenico ; Corradin, Fausto. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:3:p:142-217.

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2020Statistical challenges of stress test financial stability assessments. (2020). Kupiec, Paul H. In: AEI Economics Working Papers. RePEc:aei:rpaper:008586461.

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2020Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions. (2020). Sartore, Domenico ; Corradin, Fausto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:3:p:142-217.

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2020A General Framework for Studying Contests. (2020). Giebe, Thomas ; Bastani, Spencer ; Grtler, Oliver. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:005.

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2021.

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2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2021Matrix Completion Methods for Causal Panel Data Models. (2018). Athey, Susan ; Khosravi, Khashayar ; Imbens, Guido ; Doudchenko, Nikolay ; Bayati, Mohsen. In: Papers. RePEc:arx:papers:1710.10251.

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2020Risk-neutral pricing for APT. (2019). Rasonyi, Miklos ; Carassus, Laurence. In: Papers. RePEc:arx:papers:1904.11252.

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2020Mixtures of Mean-Preserving Contractions. (2019). Whitmeyer, Mark. In: Papers. RePEc:arx:papers:1905.05157.

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2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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2020Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

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2021Optimal Search and Awareness Expansion. (2019). Greminger, Rafael P. In: Papers. RePEc:arx:papers:1911.07773.

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2020Reinforcement Learning in Economics and Finance. (2020). Remlinger, Carl ; Elie, Romuald ; Charpentier, Arthur. In: Papers. RePEc:arx:papers:2003.10014.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2020A dynamic conditional approach to portfolio weights forecasting. (2020). Palandri, Alessandro ; Gallo, Giampiero M ; Cipollini, Fabrizio. In: Papers. RePEc:arx:papers:2004.12400.

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2020Short-Term Investments and Indices of Risk. (2020). Schreiber, Amnon ; Heller, Yuval. In: Papers. RePEc:arx:papers:2005.06576.

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2020Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network. (2020). Alonso-Gonz, P J ; Ramos, E ; J. J. N'u~nez-Vel'azquez, . In: Papers. RePEc:arx:papers:2006.16383.

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2020The Hansen ratio in mean--variance portfolio theory. (2020). Vcern, Alevs. In: Papers. RePEc:arx:papers:2007.15980.

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2020Simpler Proofs for Approximate Factor Models of Large Dimensions. (2020). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2008.00254.

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2020Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market. (2020). Mildenhall, Stephen J ; Major, John A. In: Papers. RePEc:arx:papers:2008.12427.

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2020Endogenous Representation of Asset Returns. (2020). Shkolnik, Alexander ; Zhou, Zhipu ; Oh, Sang-Yun . In: Papers. RePEc:arx:papers:2010.13245.

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2021Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435.

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2021Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

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2021How Likely Are Large Elections Tied?. (2020). Xia, Lirong. In: Papers. RePEc:arx:papers:2011.03791.

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2021The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266.

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2021Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions. (2021). Ng, Serena ; Bai, Jushan ; Cahan, Ercument. In: Papers. RePEc:arx:papers:2103.03045.

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2021Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626.

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2021Probability Premium and Attitude Towards Probability. (2021). Laeven, Roger ; Eeckhoudt, Louis R. In: Papers. RePEc:arx:papers:2105.00054.

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2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866.

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2021Risk Concentration and the Mean-Expected Shortfall Criterion. (2021). Wu, Qinyu ; Wang, Ruodu ; Han, Xia. In: Papers. RePEc:arx:papers:2108.05066.

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2021Multi-agent Bayesian Learning with Best Response Dynamics: Convergence and Stability. (2021). Ozdaglar, Asuman ; Amin, Saurabh ; Wu, Manxi. In: Papers. RePEc:arx:papers:2109.00719.

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2021Approximate Factor Models with Weaker Loadings. (2021). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2109.03773.

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2021Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility. (2021). Jos'e Javier N'u~nez-Vel'azquez, ; Alonso-Gonz, Pablo J ; Ramos, Eduardo. In: Papers. RePEc:arx:papers:2109.12621.

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2021Causal Matrix Completion. (2021). Shen, Dennis ; Shah, Devavrat ; Dahleh, Munther ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2109.15154.

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2021Representative Agent Bias in Cost of Living Indices. (2021). Bandyopadhyay, Sutirtha ; Ramaswami, Bharat. In: Working Papers. RePEc:ash:wpaper:49.

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2020Depressed demand for crop insurance contracts, and a rationale based on third generation Prospect Theory. (2020). Hennessy, David ; Du, Xiaodong ; Feng, Hongli. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:1:p:59-73.

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2021Are Kansas farms profit maximizers? A stochastic additive error approach. (2021). Langemeier, Michael ; Featherstone, Allen ; Zereyesus, Yacob Abrehe. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:1:p:37-50.

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2020Understanding Systematic Risk: A High‐Frequency Approach. (2020). Pelger, Markus. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2179-2220.

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2020Backtesting portfolio value‐at‐risk with estimated portfolio weights. (2020). Pei, Pei ; Du, Zaichao. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:605-619.

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2020Biased interpretation of performance feedback: The role of CEO overconfidence. (2020). Tang, Wenjie ; Keck, Steffen ; Schumacher, Christian. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:6:p:1139-1165.

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2020Search and Bidding Costs. (2020). Chun-Hui, Miao . In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:20:y:2020:i:2:p:7:n:8.

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2021Control, Cost, and Confidence:Perseverance and Procrastination in the Face of Failure. (2021). Wirtz, Julia ; Deimen, Inga. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:21/738.

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2020Are Characteristics Covariances or Characteristics?. (2020). Fieberg, Christian ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8377.

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2020Optimal Stopping in a Dynamic Salience Model. (2020). Koster, Mats ; Frey, Jonas ; Dertwinkel-Kalt, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8496.

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2021Arbitrage Pricing Theory, the Stochastic Discount Factor and Estimation of Risk Premia from Portfolios. (2021). Smith, Ron P ; Pesaran, Hashem M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9001.

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2021Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898.

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2020Voter Turnout with Peer Punishment. (2018). Levine, David K ; Mattozzi, Andrea. In: Levine's Bibliography. RePEc:cla:levrem:786969000000001500.

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2020Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models. (2020). Otranto, Edoardo ; Bauwens, L. In: Working Paper CRENoS. RePEc:cns:cnscwp:202007.

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2020Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models. (2020). Otranto, Edoardo ; Bauwens, Luc. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2020034.

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2020Estimation of Weak Factor Models. (2020). Uematsu, Yoshimasa ; Yamagata, Takashi. In: ISER Discussion Paper. RePEc:dpr:wpaper:1053r.

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2020Inference in Weak Factor Models. (2020). Yamagata, Takashi ; Uematsu, Yoshimasa. In: ISER Discussion Paper. RePEc:dpr:wpaper:1080.

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2020Identifying Financial Constraints. (2020). De Rock, Bram ; Verschelde, Marijn ; Mulier, Klaas ; Ferrando, Annalisa ; Cherchye, Laurens. In: Working Papers ECARES. RePEc:eca:wpaper:2013/302090.

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2020Identifying financial constraints. (2020). De Rock, Bram ; Cherchye, Laurens ; Verschelde, Marijn ; Mulier, Klaas ; Ferrando, Annalisa. In: Working Paper Series. RePEc:ecb:ecbwps:20202420.

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2020Volatility Modelling for Tourism Sector Stocks in Borsa Istanbul. (2020). Elik, Gulah Gener. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-20.

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2020Latent factor model for asset pricing. (2020). Yu, Dantong ; Uddin, Ajim. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302333.

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2020Is language an economic institution? Evidence from R&D investment. (2020). Xu, Bin ; Tang, Yun ; Su, Xunhua ; Chi, Jianxin Daniel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300225.

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2021A nonparametric approach to evolutionary oligopoly games: An application to the crude oil industry. (2021). Moghadam, Hamed Markazi. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s026499932100136x.

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2020Volatility transmission to the fine wine market. (2020). ben Ameur, Hachmi ; le Fur, Eric ; Lefur, Eric . In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:307-316.

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2020The economics of TV tune-in. (2020). Lv, Qiang ; Hu, Qibing ; Chen, Linfeng. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:189-200.

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2020Testing linear relationships between non-constant variances of economic variables. (2020). RAÏSSI, HAMDI ; Raissi, Hamdi ; Hirukawa, Junichi. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:182-189.

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2021The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach. (2021). Racicot, François-Éric ; Theoret, Raymond ; Gregoriou, Greg N. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:843-872.

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2021Precautionary saving in mean-variance models and different sources of risk. (2021). Bonilla, Claudio ; Vergara, Marcos. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:280-289.

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2021Bayesian estimation for a semiparametric nonlinear volatility model. (2021). Poskitt, Donald ; Hu, Shuowen ; Zhang, Xibin. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:361-370.

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2021Effectiveness of Augmented Dollar-Cost Averaging. (2021). Lien, Donald ; Kapalczynski, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000103.

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2020Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals. (2020). Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:4-34.

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2020Spanning tests for Markowitz stochastic dominance. (2020). Scaillet, Olivier ; Arvanitis, Stelios ; Topaloglou, Nikolas. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:291-311.

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2020Estimating latent asset-pricing factors. (2020). Pelger, Markus ; Lettau, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:1-31.

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2020Inference in second-order identified models. (2020). Kleibergen, Frank ; Hall, Alastair R ; Dovonon, Prosper. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:346-372.

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2021Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors. (2021). Ghysels, Eric ; Andreou, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:366-398.

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2021Autoencoder asset pricing models. (2021). Xiu, Dacheng ; Kelly, Bryan ; Gu, Shihao. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:429-450.

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2021Nonparametric estimation of large covariance matrices with conditional sparsity. (2021). Leng, Chenlei ; Li, Degui ; Peng, Bin ; Wang, Hanchao. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:53-72.

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2021Dynamic spatial panel data models with common shocks. (2021). Li, Kunpeng ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:134-160.

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2021Multivariate stochastic volatility using the HESSIAN method. (2021). Pelletier, Denis ; McCausland, William ; Miller, Shirley . In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:76-94.

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2021Spurious cross-sectional dependence in credit spread changes. (2021). McAleer, Michael ; Jaskowski, Marcin. In: Econometrics and Statistics. RePEc:eee:ecosta:v:18:y:2021:i:c:p:12-27.

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2020Robust portfolio decision analysis: An application to the energy research and development portfolio problem. (2020). Bosetti, Valentina ; Baker, Erin ; Salo, Ahti. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:3:p:1107-1120.

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2021Diversification benefits in the cryptocurrency market under mild explosivity. (2021). Topaloglou, Nikolas ; Arvanitis, Stelios ; Anyfantaki, Sofia. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:1:p:378-393.

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2020Market making with convex quotes. (2020). Jindapon, Paan ; Hwang, Hae-Shin . In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612318306329.

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2021Convergence in cryptocurrency prices? the role of market microstructure. (2021). Apergis, Nicholas ; Payne, James E ; Koutmos, Dimitrios. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319314114.

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2021What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures. (2021). Ossola, Elisa ; Panzica, Roberto ; Alessi, Lucia. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000280.

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2020Robust mechanisms for risk-averse sellers. (2020). Yan, Qiqi ; Sundararajan, Mukund. In: Games and Economic Behavior. RePEc:eee:gamebe:v:124:y:2020:i:c:p:644-658.

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2020A Bowley solution with limited ceded risk for a monopolistic reinsurer. (2020). Chi, Yichun ; Zhuang, Sheng Chao ; Tan, Ken Seng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:188-201.

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2021Self-protection with random costs. (2021). Menegatti, Mario ; Crainich, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:63-67.

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2020Eastern Halloween effect: A stochastic dominance approach. (2020). Li, YA ; Ali, Y ; Chow, Sheung Chi ; Cheng, Wui Wing ; Chui, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301256.

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2021Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies. (2021). Mishra, Tapas ; Zhang, Zhuang ; Yarovaya, Larisa ; Luo, DI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000810.

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2021Nonparametric tests for Optimal Predictive Ability. (2021). Potì, Valerio ; Karabati, Selcuk ; Poti, Valerio ; Post, Thierry ; Arvanitis, Stelios. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:881-898.

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2021A dynamic conditional approach to forecasting portfolio weights. (2021). Palandri, Alessandro ; Gallo, Giampiero M ; Cipollini, Fabrizio. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1111-1126.

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2021The cost of diversification over time, and a simple way to improve target-date funds. (2021). Levy, Moshe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302570.

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2021A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs. (2021). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000042.

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2020How do search ads induce and accelerate conversion? The moderating role of transaction experience and organizational type. (2020). Baumann, Chris ; Dahana, Wirawan Dony ; Chalil, Tengku Munawar. In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:324-336.

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2020Corruption and competition among bureaucrats: An experimental study. (2020). Serra, Danila ; Ryvkin, Dmitry. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:175:y:2020:i:c:p:439-451.

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2020A competitive analysis of fail fast: Shakeout and uncertainty about consumer tastes. (2020). Zauner, Klaus G ; Wong, Arlene ; Meagher, Kieron J. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:589-600.

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2020The role of demographics on adolescents’ preferences for risk, ambiguity, and prudence. (2020). Sanfey, Alan G ; Fairley, Kim. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:179:y:2020:i:c:p:784-796.

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2020Optimal insurance design under narrow framing. (2020). Zheng, Jiakun. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:596-607.

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2020Do you trust your insurer? Ambiguity about contract nonperformance and optimal insurance demand. (2020). Ying, Jie ; Peter, Richard. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:938-954.

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2021Deliberation and epistemic democracy. (2021). Pivato, Marcus ; Ding, Huihui. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:138-167.

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2020Risk apportionment: The dual story. (2020). Laeven, Roger ; Schlesinger, Harris ; Eeckhoudt, Louis R. In: Journal of Economic Theory. RePEc:eee:jetheo:v:185:y:2020:i:c:s0022053119301218.

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2020A revision game of experimentation on a common threshold. (2020). Chen, YI. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053120300053.

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2020The ethics of intergenerational risk. (2020). Piacquadio, Paolo Giovanni. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053120300077.

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2020A theoretical foundation of ambiguity measurement. (2020). Izhakian, Yehuda. In: Journal of Economic Theory. RePEc:eee:jetheo:v:187:y:2020:i:c:s0022053120300090.

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2020Weighted discounting—On group diversity, time-inconsistency, and consequences for investment. (2020). Ebert, Sebastian ; Yu, Xun ; Wei, Wei. In: Journal of Economic Theory. RePEc:eee:jetheo:v:189:y:2020:i:c:s0022053118305295.

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More than 100 citations found, this list is not complete...

Michael Rothschild has edited the books:


YearTitleTypeCited

Works by Michael Rothschild:


YearTitleTypeCited
1997Introduction In: Journal of Economics & Management Strategy.
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article0
1969Increasing Risk: A Definition and Its Economic Consequences In: Cowles Foundation Discussion Papers.
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paper2
1972Some Further Results on the Measurement of Inequality In: Cowles Foundation Discussion Papers.
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paper104
1973Some further results on the measurement of inequality.(1973) In: Journal of Economic Theory.
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This paper has another version. Agregated cites: 104
article
1978A Model of the Jury Decision Process In: Cowles Foundation Discussion Papers.
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paper0
1982Information Processing and Jury Decisionmaking In: Cowles Foundation Discussion Papers.
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paper25
1984Information processing and jury decisionmaking.(1984) In: Journal of Public Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
article
1974Towards an Economic Theory of Replacement Investment. In: Econometrica.
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article57
1983Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets. In: Econometrica.
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article490
1982Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets.(1982) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 490
paper
1982Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets.(1982) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 490
paper
1982A note on partially observed Markov systems In: Economics Letters.
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article0
1982A model of employment outcomes illustrating the effect of the structure of information on the level and distribution of income In: Economics Letters.
[Full Text][Citation analysis]
article20
1990Asset pricing with a factor-arch covariance structure : Empirical estimates for treasury bills In: Journal of Econometrics.
[Full Text][Citation analysis]
article342
1988Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills.(1988) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 342
paper
1992A multi-dynamic-factor model for stock returns In: Journal of Econometrics.
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article96
1994Search In: Handbook of Game Theory with Economic Applications.
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chapter1
1975On the allocation of effort In: Journal of Economic Theory.
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article50
1981A note on the probability of casting a decisive vote In: Journal of Economic Theory.
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article62
1970Increasing risk: I. A definition In: Journal of Economic Theory.
[Full Text][Citation analysis]
article1285
1971Increasing risk II: Its economic consequences In: Journal of Economic Theory.
[Full Text][Citation analysis]
article357
1972Addendum to increasing risk: I. A definition In: Journal of Economic Theory.
[Full Text][Citation analysis]
article9
1974A two-armed bandit theory of market pricing In: Journal of Economic Theory.
[Full Text][Citation analysis]
article208
1983Capital gains taxation in an economy with an `Austrian sector In: Journal of Public Economics.
[Full Text][Citation analysis]
article5
1981Capital Gains Taxation in an Economy with an Austrian Sector.(1981) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
1993Studies of Supply and Demand in Higher Education In: NBER Books.
[Citation analysis]
book40
1974Searching for the Lowest Price When the Distribution of Prices Is Unknown: A Summary In: NBER Chapters.
[Full Text][Citation analysis]
chapter104
1993Introduction to Studies of Supply and Demand in Higher Education In: NBER Chapters.
[Full Text][Citation analysis]
chapter8
1993The University in the Marketplace: Some Insights and Some Puzzles In: NBER Chapters.
[Full Text][Citation analysis]
chapter13
1991The University in the Marketplace: Some Insights and Some Puzzles.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
1981Arbitrage and Mean-Variance Analysis on Large Asset Markets In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper4
1982Stochastic Capital Theory I. Comparative Statics In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper1
1985Asset Pricing Theories In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper4
1983Variable Earnings and Nonlinear Taxation In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
1987Variable Earnings and Nonlinear Taxation.(1987) In: Journal of Human Resources.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
1985Notes on the Effect of Capital Gains Taxation on Non-Austrian Assets In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
1986Monopolistic Competition and Preference Diversity In: Discussion Papers.
[Full Text][Citation analysis]
paper2
1997Competition and Insurance Twenty Years Later In: The Geneva Risk and Insurance Review.
[Full Text][Citation analysis]
article1
1979Returns to Scale From Random Factor Services: Existence and Scope In: Bell Journal of Economics.
[Full Text][Citation analysis]
article2
1992Some Simple Analytics of the Pricing of Higher Education In: Working Papers.
[Citation analysis]
paper0
1995The Analytics of the Pricing of Higher Education and Other Services in Which the Customers Are Inputs. In: Journal of Political Economy.
[Full Text][Citation analysis]
article115
1972Testing the Assumptions of Production Theory: A Nonparametric Approach. In: Journal of Political Economy.
[Full Text][Citation analysis]
article109
1973Models of Market Organization with Imperfect Information: A Survey. In: Journal of Political Economy.
[Full Text][Citation analysis]
article83
1974Searching for the Lowest Price When the Distribution of Prices Is Unknown. In: Journal of Political Economy.
[Full Text][Citation analysis]
article139

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