Economics & Decision Sciences

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Economics

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EDUCATION

Ph.D. in Economics, University of Pennsylvania, Philadelphia, USA

M.A. in Economics and Social Sciences, Bocconi University, Italy

ACADEMIC AWARDS

1996 FCAR grant (Quebec, Canada)

PRIOR ACADEMIC EXPERIENCE

Teaching Assistant and Research Assistant, Bocconi University, Milano, Italy

Teaching Assistant, Dept. of Economics, University of Pennsylvania, USA

Assistant Professor of Finance, McGill University, Montreal, Canada

Assistant Professor of Economics, Tepper School of Business, Carnegie Mellon University, Pittsburgh, USA.

Visiting Professor, Graduate Business School, Columbia University, New York, USA

SELECTED PUBLICATIONS

Articles in:

Journal of Economic Theory, Economic Theory.

Recent Publications

"Two-sided Matching with Interdependent Values", forthcoming, Journal of Economic Theory (in coll. with A. Chakraborty, M. Ostrovskyc). "On the Nonexistence of Recursive Equilibrium in Stochastic OLG Economies", Economic Theory, décembre 2008, vol. 37, n° 3, pp. 417-437 (in coll. With P. Siconolfi).

"The Taxation of Trades in Assets", Journal of Economic Theory,vol. 126, n° 1, January 2006 (in coll. with H.M. Polemarchakis, M.Tirelli). "Occupational Choice, Incentives and Wealth Distribution", Journal of Economic Theory,June

"Excess Price Volatility and Financial Innovation", Economic Theory,October 2005, vol. 26, n° 3 (in coll. with K. Schmedders).

RESEARCH INTEREST

Finance, Economic Theory

Alessandro CITANNA

Professor

Morgan Stanley / Unibail-Rodamco Chair

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EDUCATION

Ph.D. in Econometrics and Statistics, University of Geneva, Switzerland

Master degree in Econometrics, University of Geneva, Switzerland

Bachelor degree in Mathematics, minor in Economics and Finance, University of Geneva, Switzerland

PRIOR ACADEMIC EXPERIENCE

Visiting Scholar, Fisher College of Business, Ohio State University, USA

Visiting Scholar, Department of Economics and Statistics, University of Washington, USA

SELECTED PUBLICATIONS

Recent Publications

“Accurate and Robust Indirect Inference”, forthcoming, Biometrika(in coll. with E. Ronchetti).

"Indirect Robust Estimation of the Short-term Interest Rate Process", Journal of Empirical Finance,September 2007, vol. 14, n° 4, pp. 546-563 (in coll. with G. Andrew Karolyi, E. Ronchetti).

RESEARCH INTEREST

Simulation-based Estimation and Inference (Indirect Inference, Efficient Method of Moments), Robust Simulation-based Inference, Small Sample Techniques, Modeling and Forecasting Interest Rate Behaviour

Veronika CZELLAR

Assistant Professor

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Itzhak GILBOA

Professor

AXA Chair

[email protected]

EDUCATION

Ph.D. in Economics, Tel Aviv University, Israel M.A. in Economics, Summa Cum Laude, Tel Aviv University, Israel

B.A. in Economics, Magna Cum Laude, Tel Aviv University, Israel

B.Sc. in Mathematics and Computer Science, Summa Cum Laude, Tel Aviv University, Israel

ACADEMIC AWARDS

1992-1994 Alfred P. Sloan Research Fellowship 1992-1993 Sidney J. Levy Teaching Award 1984-1986 Joseph Buchmann Scholarship

Fellow, Cowles Foundation for Research in Economics, Yale University (part time)

Professor, Eitan Berglas School of Economics and Recanati Business School, Tel-Aviv University. Professor, Department of Economics, Boston University (part time)

Visiting Professor, Department of Economics, University of Pennsylvania

Frederic E. Nemmers Distinguished Professor of Decision Sciences, J. L. Kellogg Graduate School of Management, Northwestern University Associate Professor of Decision Sciences (with tenure), J. L. Kellogg Graduate School of Management, Northwestern University Assistant Professor of Decision Sciences, J. L. Kellogg Graduate School of Management, Northwestern University

NON-ACADEMIC EXPERIENCE

Programmer, Analyst, and Manager, at an IDF Computer Center

Articles in:

American Economic Review, Annals of Operations Research, BE Journals in Theoretical Economics, Decisions in Economics and Finance, Discrete Applied Mathematical, Econometrica, Economic Letters, Economic Theory, Games and Economic Behavior, IEEE Transactions on Systems, Man, and Cybernetics, International Journal of Game Theory, International Economics Review, Journal of Algorithms, Journal of Econometrics, Journal of Economic Theory, Journal of Mathematical Economics, Journal of Mathematical Psychology, Journal of Political Economy, Marketing Letters, Mathematics of Operations Research, Mathematical Social Science, Quarterly Journal of Economics, Review of Economic Design, Review of Economics and Statistics, Risk, Decision, and Policy, Social Choice and Welfare, Theory and Decision.

Recent Publications

"A Similarity-Based Approach to Prediction ", forthcoming, Journal of Econometrics(in coll. with O. Lieberman, D. Schmeidler).

"Objective and Subjective Rationality in a Multiple Prior Model", forthcoming, Econometrica (in coll. with F. Maccheroni, M. Marinacci, D. Schmeidler). "Likelihood and Simplicity: An Axiomatic Approach", forthcoming, Journal of Economic Theory(in coll. with D. Schmeidler). "Is It Always Rational to Satisfy Savage's Axioms?", Economics and Philosophy,2009, vol. 25, n° 3, pp. 285-297 (in coll. with A. Postlewaite, D. Schmeidler).

"Rule-Based and Case-Based Reasoning in Housing Prices", B.E. Journal of Theoretical Economics,2007, vol. 7, n° 1, pp. 1-37 (in coll. with G. Gayer, O. Lieberman).

"Empirical Similarity", Review of Economics and Statistics,2006, vol. 88, pp. 433-444 (in coll. with O. Lieberman, D. Schmeidler).

Books

Rational Choice,forthcoming, MIT Press.

Uncertainty in Economic Theory,Routledge, 2004 (in coll. with D. Schmeidler).

A Theory of Case-Based Decisions,Cambridge University Press, 2001.

RESEARCH INTEREST

Decision under Uncertainty, Game Theory, Statistics, Consumer Theory

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EDUCATION

Ph.D. in Economics, University of Pennsylvania, USA

M.A. in Economics, University of Pennsylvania, USA

B. Social Sciences, National University of Singapore, Singapore

B. Sc, National University of Singapore, Singapore

ACADEMIC AWARDS

1989 Monetary Authority of Singapore Book Prize for Best Student in Economics

PRIOR ACADEMIC EXPERIENCE

Senior Tutor, National University of Singapore Assistant Professor, National University of Singapore

Assistant Professor, Catholic University of Louvain

NON-ACADEMIC EXPERIENCE

Officer, Corporate Planning, OCBC Bank

Articles in:

Review of International Economics, Journal of International Trade and Economic Development, Journal of Development Economics, Journal of International Economics, International Economic Review.

Recent Publications

“Should Small Countries Fear

Deindustrialization?”, forthcoming, Review of International Economics(in coll. with T. Michalski) "Fragmentation, Engel's Law and Learning", Review of International Economics,2005, vol. 3, n° 3 (in coll. with H. Wan).

"Knowledge Diffusion, Input Supplier's Technological Effort and Technology Transfer via Vertical Relationships", Journal of International Economics,July 2005, vol. 66, n° 2.

"Financing Decisions of Firms and Central Bank Policy", Journal of International Money and Finance, November-December 2004, vol. 23, n° 7-8 (in coll. with J. Olivier).

RESEARCH INTEREST

International Trade and Finance, Growth Theory and Economic Development, Industrial Organization

Ai-Ting GOH

Associate Professor

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EDUCATION

Doctorat de Philosophie (Ph.D in Philosophy), Université Paris I-Sorbonne, France Masters de Mathématiques et Informatique, Université Paris VII-Diderot, France

DEA de Philosophie, Université Paris I-Sorbonne, France.

Cambridge Advanced Certificate in Mathematics, Queens’ College, University of Cambridge, UK BA Honors Mathematics, Queens’ College, University of Cambridge, UK

SELECTED PUBLICATIONS

Articles in:

Journal of Philosophical Logic, Theory and Decision, Journal of Economic Theory, Studia Logica.

Recent Publications

"Awareness Dynamics" - forthcoming, Journal of Philosophical Logic.

"Living Without State-Independence of Utilities", Theory and Decision,October 2009, vol. 67, n° 4, pp. 405-433.

"When Is There State Independence?", Journal of Economic Theory,May 2009, vol. 144, n° 3, pp. 1119-1134.

"Towards a "Sophisticated" Model of Belief Dynamics. Part I: The General Framework", Studia Logica,June 2008, vol. 89, n° 1, pp. 1-29. "Towards a "Sophisticated" Model of Belief Dynamics. Part II: Belief Revision", Studia Logica, August 2008, vol. 89, n° 3, pp. 291-323.

Book chapter

"Three Analyses of Sour Grapes" in Preference Change: Approaches from Philosophy,Economics and Psychology, T. Grüne-Yanoff and S. O. Hansson (eds), Springer, Theory and Decision Library A, Dordrecht, 2009.

RESEARCH INTEREST

Decision Theory: Confidence, State-Dependent Utilities; Logic: Logic of Awareness, Logics of Belief and Preference Change; Foundations of Economics: Role of Hypothetical Factors in Decision-Making, Philosophy: Conditionals, Induction, Vagueness.

Brian HILL

Assistant Professor

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Gilles MAUFFREY

Associate Professor

[email protected]

Tomasz Kamil MICHALSKI

Assistant Professor

[email protected]

EDUCATION

Doctorat de 3e cycle en Gestion, option Finance (Ph.D. in Management), Université de Paris IX-Dauphine, France

DEA, Performances économiques et financières des organisations, Université de Paris IX-Dauphine, France

Agrégation de Mathématiques

DEA d'Analyse fonctionnelle, Paris, France Maîtrise de Mathématiques, Paris, France

NON-ACADEMIC EXPERIENCE

Consultant in various companies

Articles in:

Revue de Statistique Appliquée.

RESEARCH INTEREST

Modeling and Micro-Computing

EDUCATION

Ph.D. in Economics, Columbia University, USA M.Phil. Economics, Columbia University, USA M.A. in Economics, Columbia University, USA M.A. in Economics with honors, Warsaw School of Economics, Warsaw, Poland

Recent Publications

“Should Small Countries Fear

Deindustrialization?”, forthcoming, Review of International Economics(in coll. with A. T. Goh) "Estimating Equilibrium Exchange Rates in Central European Countries", Financieel Forum/Bank en Financiewezen,July 2003.

RESEARCH INTEREST

International Economics, Microeconomics, Economic Development

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EDUCATION

Doctorat en Sciences Economiques (Ph.D. in Economics), Université Toulouse 1, France Diplôme d'économie quantitative approfondie, Université Toulouse 1, France

Master en Economie mathématique et économétrie, Université Toulouse 1, France Ecole Normale Supérieure Cachan, France Agrégation d’Economie et de Gestion, France

Teaching Assistant, ENSAE, Paris

Teaching Assistant, Toulouse School of Economics

INSTITUTIONAL APPOINTMENT

Associate Dean, HEC MSc in Management Program

JlTEX, European Consulting Company, Tokyo, Japan

France Telecom Department of Strategy, Paris, France

Articles in:

Economic Theory, Economics Letters, Rand Journal of Economics, Journal of Law, Economics and Organization.

Recent Publications

"Aligning Ambition and Incentives", Journal of Law, Economics and Organization,forthcoming (in coll. with A. Koch).

"The Ownership of Ratings", Rand Journal of Economics,2009, vol. 40, n° 2, pp. 234-257 (in coll. with A. Faure Grimaud, L. Quesada).

"Mixed up? That’s Good for Motivation", Economic Theory,2008, vol. 34, n° 1, pp. 107-125 (in coll. with A. Koch).

"Moral Hazard Contracts: Does One Size Fit All?", Economics Letters,2008, vol. 100, n° 3, pp 399-401 (in coll. with A. Koch).

RESEARCH INTEREST

Contract Theory, Industrial Organization, Political Economy, Information Economics, Personnel Economics

Eloïc-Anil PEYRACHE

Associate Professor

Associate Dean, HEC MSc in Management

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EDUCATION

Doctorat de Mathématiques (Ph.D. in Mathematics), Université Paris X-Nanterre, France

Habilitation à Diriger des Recherches (Qualified Research Supervisor)

Ecole Normale Supérieure de Paris (Ulm) en Mathématiques, France

DEA Analyse et politique économiques, Ecole des Hautes Etudes en Sciences Sociales (EHESS), Paris, France

Agrégation de Mathématiques, France

PRIOR ACADEMIC EXPERIENCE

Maître de conférences, Université Paris XIII-Villetaneuse, France

Visiting Assistant Professor, Department of Economics, Brown University, USA

Articles in:

Games and Economic Behavior, International Journal of Game Theory, Mathematics of Operations Research, SIAM Journal on Control and Optimization, Annals of Statistics, Econometrica, Operations Research

Recent Publications

"Signaling and Mediation in Games with Common Interest", forthcoming, Games and Economic Behavior(in coll. with E. Lehrer, E. Shmaya). "Protocols with No Acknowledgment", Operations Research,July-August 2009, vol. 57, n° 4, pp. 905-915 (in coll. with E. Solan, N. Vieille).

"Social Learning in One-arm Bandit Problems", Econometrica,November 2007, vol. 75, n° 6, pp. 1591-1611 (in coll. with E. Solan, N. Vieille).

RESEARCH INTEREST

Game Theory, Repeated Interactions, Dynamic Games, Incomplete Information

Dinah ROSENBERG

Associate Professor

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Marco SCARSINI

Professor

[email protected]

EDUCATION

Laurea in Economics and Social Sciences, Università Bocconi, Milano

Professor, Dipartimento di Statistica e Matematica Applicata, Università di Torino, Italy Professor, Dipartimento di Scienze, Università d'Annunzio, Pescara, Italy

Professor, Dipartimento di Metodi Quantitativi e Teoria Economica, Università d’Annunzio, Pescara, Italy

Associate Professor, Dipartimento di Scienze Attuariali e Matematica per le Decisioni

Economiche e Finanziarie, Università La Sapienza, Roma, Italy

Assistant Professor, Istituto di Matematica Finanziaria, Università di Parma, Italy

Research Associate, Istituto di Metodi Quantitativi, Università Bocconi, Milano, Italy

SELECTED PUBLICATIONS

Articles in:

Advances in Applied Probability, Economic Theory, Journal of Multivariate Analysis, Journal of Mathematical Economics, Journal of Statistical Planning and Inference, Statistics & Probability Letters, European Journal of Operational Research, Games and Economic Behavior, Theory and Decision, Mathematics of Operations Research, Theory and Decision, Advances in Applied Probability, Journal of Game Theory, Journal of Statistical Planning and Inference, Insurance: Mathematics and Economics, Journal of Economic Theory, SIAM Journal on Optimization.

Recent Publications

"Multivariate Comonotonicity", Journal of Multivariate Analysis,2010, vol. 101, n° 1 (in coll. with G. Puccetti).

"Discounted and Finitely Repeated Minority Games with Public Signals", Mathematical Social Sciences,July 2008, vol. 56, n° 1 (in coll. with J. Renault, S. Scarlatti).

"Optimal Risk Sharing with Background Risk", Journal of Economic Theory,March 2007, vol. 133, n° 1 (in coll. with R. A. Dana).

"Some Positive Dependence Stochastic Orders", Journal of Multivariate Analysis,2006, vol. 97, n° 1 (in coll. with A. Colangelo, M. Shaked). "Stochastic Order Relations and Lattices of Probability Measures", SIAM Journal on Optimization,2006, vol. 16, n° 4 (in coll. with A. Müller).

"Positive Dependence and Weak Convergence", Journal of Applied Probability,2006, vol. 43, n° 1 (in coll. with A. Colangelo, A. Müller).

"Total Positivity Order and the Normal

Distribution", Journal of Multivariate Analysis,2006, vol. 97, n° 5 (in coll. with Y. Rinott).

"A Folk Theorem for Minority Games", Games and Economic Behavior,2005, vol. 53, n° 2 (in coll. with J. Renault, S. Scarlatti).

"A Note on Comparative Downside Risk Aversion", Journal of Economic Theory,2005, vol. 122, n° 2 (in coll. with S. Modica).

RESEARCH INTEREST

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Tristan TOMALA

Assistant Professor

[email protected]

EDUCATION

Doctorat en Mathématiques Appliquées (Ph.D. in Mathematics), Université Paris I-Panthéon-Sorbonne, France

Habilitation à Diriger des Recherches (Qualified Research Supervisor), Université Paris IX-Dauphine, France

ATER, Université Paris IX-Dauphine

Moniteur de l’ENSAE et DEA MMME, Université Paris I

Maître de conférences, Université Paris IX-Dauphine, Ecole Polytechnique, Ecole Nationale des Ponts et Chaussées, Ecoles Doctorales EDDIMO et EDOCIF, Dauphine, Université Paris I, Université Paris IX-Dauphine

SELECTED PUBLICATIONS

Articles in:

Econometrica, Games and Economic Behavior, International Journal of Game Theory, Journal of Economic Theory, Journal of Mathematical Economics, Mathematics of Operations Research, Mathematical Social Sciences, Theory and Decision, Mathematical Programming B.

Recent Publications

"Perfect Communication Equilibria in Repeated Games with Imperfect Monitoring", Games and Economic Behavior, November 2009, vol. 67, n° 2, pp. 682-694.

"Informationally Optimal Correlation", Mathematical Programming B,January 2009, vol. 116, n° 1/2, pp. 147-172 (in coll. with O. Gossner, R. Laraki).

"Entropy Bounds on Bayesian Learning", Journal of Mathematical Economics,January 2008, vol. 44, n° 1 (in coll. with O. Gossner).

"Playing Off-line Games with Bounded Rationality", Mathematical Social Sciences, September 2008, vol. 56, n° 2, pp. 207-223 (in coll. with J. Renault, M. Scarsini).

"The Emergence of Complex Social Networks, a Discussion", Annales d'Economie et de Statistique, 2008, n° 86.

"Probabilistic Reliability and Privacy of Communication using Multicast in General Neighbor Networks", Journal of Cryptology,April 2008, vol. 21, n° 2 (in coll. with J. Renault). "Secret Correlation in Repeated Games with Imperfect Monitoring", Mathematics of Operations Research,May 2007, vol. 32, n° 2 (in coll. with O. Gossner).

"A Minority Game with Bounded Recall", Mathematics of Operations Research,November 2007, vol. 32, n° 4, pp. 873-889 (in coll. with J. Renault, M. Scarsini).

Book Chapters

« Jeux sous forme normale » and « jeux répétés », in Théorie des jeux : Introduction à la théorie des jeux répétés, Editions de l'Ecole Polytechnique, 2006 (in coll. with R. Laraki, J. Renault).

RESEARCH INTEREST

Game Theory, Repeated Games, Stochastic Processes, Information Theory, Cryptography, Graphs

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EDUCATION

Doctorat de Mathématiques (Ph.D. in

Mathematics), Université Paris VI-Diderot, France Habilitation à Diriger des Recherches (Qualified Research Supervisor), Université Paris IX-Dauphine, France

Ecole Normale Supérieure de Paris, France Agrégation de Mathématiques, France

ACADEMIC AWARDS

2003 Lanchester Prize in Operations Research and Management Science

Research & Development, Caisse Autonome de Refinancement, Groupe Caisse des Dépôts Expert, Total

Expert, CDC-RD, Groupe Caisse des Dépôts

Articles in:

Journal of Applied Probability, International Journal of Game Theory, Mathematics of Operations Research, SIAM Journal on Control and Optimization, Games and Economic Behavior, Annals of Statistics, Economic Theory, Econometrica.

Recent Publications

"Computing Uniformly Optimal Strategies in Two-player Stochastic Games", Economic Theory, January 2010, vol. 42, n° 1, pp. 237-253 (in coll. with E. Solan).

"Protocols with no Acknowledgment", Operations Research,July-August 2009, vol. 57, n° 4, pp. 905-915 (in coll. with D. Rosenberg, E. Solan). "Multiple Solutions under Quasi-exponential Discounting", Economic Theory,July 2009, vol. 39, n° 3, pp. 513-526 (in coll. with J. W. Weibull).

"Public vs. Private Offers in the Market for Lemons", Econometrica,January 2009, vol. 77, n° 1, pp. 29-69 (in coll. with J. Hörner).

"Informational Externalities and Emergence of Consensus", Games and Economic Behavior,July 2009, vol. 66, n° 2, pp. 979-994 (in coll. with D. Rosenberg, E. Solan).

"Social Learning in One-arm Bandit Problems", Econometrica,November 2007, vol. 75, n° 6, pp. 1591-1611 (in coll. with D. Rosenberg, E. Solan). "Equilibrium Uniqueness with Perfect

Complements", Economic Theory,October 2006, vol. 28, n° 3 (in coll. with E. Solan).

RESEARCH INTEREST

Game Theory, Probabilities, Economy Theory

Nicolas VIEILLE

Professor