De Castro, Luciano; Costa, Bruno N.; Galvao, Antonio F.; Zubelli, Jorge P. Conditional quantiles: an operator-theoretical approach. (English) Zbl 07691586 Bernoulli 29, No. 3, 2392-2416 (2023). MSC: 62-XX 47-XX PDFBibTeX XMLCite \textit{L. De Castro} et al., Bernoulli 29, No. 3, 2392--2416 (2023; Zbl 07691586) Full Text: DOI Link
de Castro, Luciano I.; Pesce, Marialaura; Yannelis, Nicholas C. A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility. (English) Zbl 1433.91088 Ann. Finance 16, No. 1, 1-61 (2020). MSC: 91B44 91B06 PDFBibTeX XMLCite \textit{L. I. de Castro} et al., Ann. Finance 16, No. 1, 1--61 (2020; Zbl 1433.91088) Full Text: DOI
De Castro, Luciano; Yannelis, Nicholas C. Uncertainty, efficiency and incentive compatibility: ambiguity solves the conflict between efficiency and incentive compatibility. (English) Zbl 1417.91159 J. Econ. Theory 177, 678-707 (2018). MSC: 91B06 91B08 91B50 91A40 PDFBibTeX XMLCite \textit{L. De Castro} and \textit{N. C. Yannelis}, J. Econ. Theory 177, 678--707 (2018; Zbl 1417.91159) Full Text: DOI
de Castro, Luciano I.; Chateauneuf, Alain Ambiguity aversion and trade. (English) Zbl 1277.91132 Econ. Theory 48, No. 2-3, 243-273 (2011). MSC: 91B60 91B06 PDFBibTeX XMLCite \textit{L. I. de Castro} and \textit{A. Chateauneuf}, Econ. Theory 48, No. 2--3, 243--273 (2011; Zbl 1277.91132) Full Text: DOI Link