Fields of Specialization
Economics of Financial Markets and Monetary Theory
Theory of Incomplete Markets
Economics of Uncertainty; Dynamic Economics
Academic Background
- Professor, University of Southern California, 1981-present
- Visiting Professor, Paris School of Economics, June 2010, June-July 2013
- Visiting Professor, Swiss Finance Institute, University of Zurich, Fall 2009, May-June 2014
- Visiting Professor, Cowles Foundation, Yale University, Fall 2000, 2002
- Visiting Professor, Université de Paris II, 1990-2000 (summer)
- Visiting Professor, CORE, Louvain La Neuve, Belgium, September 1994
- Visiting Professor, Department of Economics, University of Bonn, Spring 1990, Fall 1994
- Visiting Professor, Institute of Economics, University of Copenhagen, February 1990
- Visiting Professor, Université de Paris IX, Dauphine, Paris, 1986-1988 (summer)
- Visiting Research Fellow, Laboratoire d’ Econometrie de l’Ecole Polytechnique, 1985-1988
- Visiting Research Fellow, CEPREMAP, Paris, 1985-1986
- Visiting Professor, Université de Paris II, 1985-1986
- Associate Professor, University of Southern California, 1979-1981
- Visiting Associate Professor, Stanford University, 1978-1979
- Visiting Associate Professor, Northwestern University, 1977-1978
- Milton Friedman Fellow, University of Chicago, Spring 1977
- Associate Professor, Indiana University, 1976-1979
- Assistant Professor, Indiana University, 1968-1975
- Brown University, Providence, RI (Ph.D., 1970), 1964-1968
- Cambridge University, England (B.A., 1964), 1961-1964
- Eton College, England, 1956-1961
Awards and Honors
- Fellow of the Society for Advancement of Economic Theory, 2011
- Fellow of the Econometric Society, 2000
- Earhart Foundation Fellowship, 1966
- National Association of Mutual Savings Banks Award, 1965
Societies
- American Economic Association
- Econometric Society
- Society for the Advancement of Economic Theory
Editorial Responsibilities
- Associate Editor, Mathematics and Financial Economics (2006 – Current)
- Associate Editor, Economic Theory (1997 – Current)
- Associate Editor, Journal of Mathematical Economics (1984 – Current)
- Editorial Board, Acta Applicandae Mathematicae (1982 – Current)
- Associate Editor, Journal of Mathematical Analysis & Applications (1982-1995)
Publications
Books
- On a General Economic Theory of Motion, Springer-Verlag, New York, 1970
- Theory of Incomplete Markets, Volume 1, with M. Quinzii, Cambridge: MIT Press, 1996
- Incomplete Markets, Volume 1, Finite Horizon Economies, with Martine Quinzii, International Library of Critical Writings in Economics, Edward Elgar Publishing Company, Cheltenham, 2008
- Incomplete Markets, Volume 2, Infinite Horizon Economies, with Martine Quinzii, International Library of Critical Writings in Economics, Edward Elgar Publishing Company, Cheltenham, 2008
Articles
- “The Duality of the Price and Technology Sets,” Metroeconomica, Vol. XXVI, 1974, pp.63-85.
- “Portfolio Selection with Transactions Costs,” with George M. Constantinides, Journal of Economic Theory, Vol. 13, 1976, pp. 245-263.
- “The Preferability of Investment Through a Mutual Fund,” Journal of Economic Theory, Vol. 13, 1976, pp. 264-271.
- “A Local Analysis of Capital Accumulation under Uncertainty,” Journal of Economic Theory, Vol. 15, 1977, pp. 211-219.
- “Some New Results on the Local Stability of the Process of Capital Accumulation”, Journal of Economic Theory, Vol. 15, 1977, pp. 174-210.
- “Dynamics Under Uncertainty,” with William A. Brock, Econometrica, Vol. 47, 1979, pp. 843-868.
- “Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems,” with Jose A. Scheinkman, International Economic Review, Vol. 20, 1979, pp. 297-315.
- “The Stability of Equilibrium”, International Economic Review, Vol. 20, 1979, pp. 577-597.
- “On Cyclical Motion in Dynamic Economics,” Journal of Economic Dynamics and Control, Vol. 1, 1979, pp. 199-218.
- “Infinite Horizon Programs,” Econometrica, Vol. 49, 1981, pp. 679-711.
- “An Equilibrium Existence Theorem,” Journal of Mathematical Analysis and Applications, Vol. 84, 1981, pp. 162-169.
- “On a Class of Variational Problems Arising in Mathematical Economics,” Journal of Mathematical Analysis and Applications, Vol. 82, 1981, pp. 66-74.
- “Pricing Infinite Horizon Programs,” Journal of Mathematical Analysis and Applications, Vol. 88, 1982, pp. 398-421.
- “An Equilibrium Model of Risk and Investment,” Journal of Mathematical Analysis and Applications, Vol. 92, 1983, pp. 507-523.
- “Price Relations on Futures Markets for Storable Commodities,” with Jess Benhabib, Journal of Mathematical Analysis and Applications, Vol. 91, 1983, pp. 567-591.
- “An Asymptotic Property of Equilibrium on Futures Markets Arising from Speculation,” with Hsueh-Cheng Cheng, Economics Letters, Vol. 11, 1983, pp. 371-375.
- “Impatience and Accumulation,” with Kazuo Nishimura, Journal of Mathematical Analysis and Applications, Vol. 98, 1984, pp. 270-281.
- “On the Arrow-Lind Theorem,” Journal of Mathematical Analysis and Applications, Vol. 102, 1984, pp. 211-219.
- “Futures Markets, Production and Diversification of Risk,” with Harrison Cheng, Journal of Mathematical Analysis and Applications, Vol. 197, 1985, pp. 331-355.
- “Investment in Information Acquisition,” with Jean-Pierre Danthine, Economic Letters, Vol. 19, 1985, pp. 221-225.
- “Understanding Futures Markets,” Empirica, Journal of the Austrian Economic Association, Vol. 2, 1985, pp. 125-145.
- “On the Qualitative Properties of Futures Market Equilibrium,” with Manfred Nermuth, Journal of Economics, Vol. 46, 1986, pp. 233-252.
- “Some Results on Comparative Statics Under Uncertainty,” with H. Cheng and W. Shafer, International Economic Review, Vol. 28, 1987, pp. 493-507.
- “Characterization of Generically Complete Real Asset Structures”, with Wayne Shafer, Journal of Mathematical Economics, Vol. 19, 1990, pp. 167-194.
- “Existence of Equilibrium with Incomplete Markets,” with S. Husseini and J.M. Lasry, Journal of Mathematical Economics, Vol. 19, 1990, pp. 39-68.
- “A Geometric Approach to a Class of Equilibrium Existence Theorems,” with M. Hirsch and A. Mas-Colell, Journal of Mathematical Economics, Vol. 19, 1990, pp. 95-106.
- ” Generic Inefficiency of Stock Market Equilibrium when Markets are Incomplete,” with J. Geanakopolos, M. Quinzii and J. Dreze, Journal of Mathematical Economics , Vol. 19, 1990, pp. 113-152.
- “Incomplete Markets”, with W. Shafer, The Handbook of Mathematical Economics, Volume IV, W. Hildenbrand and H. Sonnenschein eds, Elsevier Science Publishers, Amsterdam, 1991, pp.1523-1614
- “The Non-Neutrality of Money in a Production Economy with Nominal Assets,” with M. Quinzii, in Equilibrium Theory and Applications: Proceedings of the Sixth International Symposium of Economic Theory and Econometrics, W.A. Barnett et al., editors, Cambridge University Press, 1991, pp. 31-64.
- “Allocation of Aggregate and Individual Risks through Financial Markets,” with Wayne Shafer, in Equilibrium and Dynamics, Essays in Honor of David Gale, M. Majumdar ed., Macmillan,1992, pp. 148-178.
- “Real Effects of Money in General Equilibrium,“ with M.Quinzii, Journal of Mathematical Economics, Vol. 21, 1992, pp. 301-342.
- “Infinite Horizon Incomplete Markets,” with M. Quinzii, Econometrica , Vol. 62, 1994, pp. 853-880.
- “Incomplete Markets over an Infinite Horizon: Long-lived Securities and Speculative Bubbles,” with M. Quinzii, Journal of Mathematical Economics, Vol. 26, 1996, pp. 133-170.
- “Which Improves Welfare More: a Nominal or an Indexed Bond?” with M. Quinzii, Economic Theory, Vol. 10, 1997, pp. 1-37.
- “Incentives and Risk Sharing in a Stock Market Equilibrium,” with M. Quinzii, in Studies in Economic Theory, Volume 8, Current Trends in Economics: Theory and Applications, edited by A. Alkan and N.C. Yannelis, Springer Verlag, 1999.
- “Infinite Horizon CAPM Equilibrium,” with M. Quinzii, Economic Theory, Vol. 15, 2000, pp. 103-138.
- “Capital Market Equilibrium with Moral Hazard”, with M. Quinzii, Journal of Mathematical Economics, Vol. 38, 2002, pp. 149-190.
- “Intermediation, The Stock Market and Intergenerational Transfers,” with M. Quinzii, in General Equilibrium: Problems, and Prospects, F. Hahn and F. Pietri eds, Routledge, 2003, pp. 315-340.
- “Incentives and the Stock Market in General Equilibrium,” in General Equilibrium: Problems, and Prospects, F. Hahn and F. Petri eds, Routledge, 2003
- “Indeterminacy of Equilibrium in Stochastic Overlapping Generations Models,” with M. Quinzii, Economic Theory, Vol. 21, 2003, pp. 435-454.
- “Nonshiftable Capital, Affine Price Expectations and Convergence to the Golden Rule”, with M. Quinzii, Journal of Mathematical Economics, Vol. 39, 2003, pp. 239-272.
- “Demography and the Long-Run Predictability of the Stock Market” with J. Geanakoplos and M. Quinzii, Brookings Papers on Economic Activity, 2004, 1, pp. 241-307.
- “Common Shocks and Relative Compensation”, with M. Quinzii, Annals of Finance, Vol. 2, 2006, pp. 229-252.
- “Normative Properties of Stock Market Equilibrium with Moral Hazard”, with M. Quinzii, Journal of Mathematical Economics, Vol. 44, 2008, pp. 785-806.
- “Introduction” to Incomplete Markets, Volume 1, Finite Horizon Economies, with Martine Quinzii, International Library of Critical Writings in Economics, Edward Elgar Publishing Company, Cheltenham, 2008
- “Introduction” to Incomplete Markets, Volume 2, Infinite Horizon Economies, with Martine Quinzii, International Library of Critical Writings in Economics, Edward Elgar Publishing Company, Cheltenham, 2008
- ” Probability Approach to General Equilibrium with Production”, with M. Quinzii, Economic Theory, Vol. 39, 2009. pp. 1-41.
- “General Equilibrium with Incomplete Markets”, with M.Quinzii, The New Palgrave Dictionary of Economics, Online Edition, 2009.
- “A Comoment Criterion for the Choice of Risky Investment by Firms”, with M. Quinzii, International Economic Review, Vol. 51, 2010, pp. 723-744.
- “Anchoring Expectations of Inflation,” with M. Quinzii, Journal of Mathematical Economics, Vol. 50, 2014, pp. 86-105.
- “Term Structure and Forward Guidance as Instruments of Monetary Policy,” with M. Quinzii, Economic Theory, Vol. 56, 2014, pp. 1-32.
- “Prices and Investment with Collateral and Default,” with M. Quinzii, Journal of Economic Dynamics and Control, Vol. 51, 2015, pp. 111-132.
- “A Theory of the Stakeholder Corporation,” with M. Quinzii and J-C. Rochet, Econometrica, Vol. 85, 2015, pp.1685-1725.
Book Review
- Review of: Speculative Bubbles, Speculative Attacks and Policy Switching by R.P. Flood and P.M. Garber, MIT Press, 1994, with M. Quinzii, in Journal of Economics ,Vol 63, 1996, pp. 114-118
Working Papers
- “Anchoring Expectations of Inflation” with M. Quinzii, November 20, 2010.
- “Interest Rate Policy and Expectations of Inflation”, University of Southern California, working paper, August 10, 2011
- “Stakeholder Theory of Corporation”, with M. Quinzii and J.C. Rochet, University of Southern California, working paper, June 14, 2011
- “On a Class of General Equilibrium Models with Incentives”, with M. Quinzii, forthcoming in Essays in Honor of A-M. Fericilli, Economica.
- “Entrepreneurship, Increasing Returns and Diversification”, with M. Quinzii.
- “A Generalization of the Borsuk-Ulam Theorem”, with M. Hirsch.
- “Incomplete Markets: Preliminary Concepts” with M. Quinzii.
Invited Lectures
- Equilibre General et Marches Incomplets, University of Paris I, Spring 1986.
- Equilibre General avec Marches Incomplets, University of Paris IX, 1986, 1987, 1988
- Lectures on Incomplete Markets, with M. Quinzii and W. Shafer, University of Bonn, BOWO, 1988
- Lectures on General Equilibrium with Incomplete Markets, with M. Quinzii and W. Shafer, University of Copenhagen, February 1990
- Lectures on Incomplete Markets, with M. Quinzii and W. Shafer, University of Bonn, March 1990
- Equilibre General, Marches Incomplets et La Theorie Monetaire, University of Paris II, May 1994, 1995
- Lecture Series, Incitations et Partage des Risques a Travers les Marches Financiers , Colloque International, University of Paris II, May, 1997
- Invited Lecture, Incentives and Risk Sharing in a Stock Market Equilibrium, Bogazici Fest on Economic Design and Management, Bogazici University, Turkey, June 13, 1997
- Invited Lecture, The Stock Market and Intergenerational Transfers, XII ISER (International School of Economic Research) Workshop on General Equilibrium: Problems, Prospects, and Alternatives, Certosa di Pontigniano, Sienna, Italy, July 6-10, 1999
- Invited Lecture, La Theorie des Marches Incomplets, for Colloque International Annee 2000, Mathematiques et Autres Champs du Savoir, Ecole Normale Superieure Conference, Paris, May 22-23, 2000
- Institut Finance Dauphine Lecture, A Statistical Approach to General Equilibrium, Workshop on Risk: Individual and Collective Decision Making, Institut Finance Dauphine, Paris, December 19, 2007
- Invited Lecture, Expectations and Inflation, Conference in Honor of Andreu Mas-Collel, Universitat Pompeu Fabra, Barcelona, June 4, 2009
- Arne Ryde Memorial Lectures, 2009, Uncertainty and Expectations in General Equilibrium, with M. Quinzii, Lund University, Sweden, September 23-25
- Invited Lecture, Uncertainty and General Equilibrium, An Exploration of New Concepts, Swiss Finance Institute and University of Zurich, October 5, 2010
- Invited Lecture, Probability Approach to General Equilibrium, Swiss Finance Institute and University of Zurich, October 6, 2010
- Invited Lecture, Probability Approach to Monetary Equilibrium, Swiss Finance Institute and University of Zurich, October 26, 2010
- Erasmus Distinguished Lectures: Frontiers of Economic Theory, Stakeholder Theory of Corporation, Paris School of Economics, June 2013.
- Debreu Lecture: Banking Equilibrium, European Workshop on General Equilibrium, University of Glasgow, June 16, 2016.