Program for RUD 2021
Monday 14 June
Please note: all times are CST
9:00 - 9:05: Introductory Remarks/Admin Announcements: Jan Werner and Aldo Rustichini
Session 1 - Stochastic Choice
9:05 - 9:20: Emel Filiz-Ozbay, “Progressive Random Choice”
9:20 - 9:35: Andrew Ellis, “Subjective Casualty in Choice”
9:35 - 9:50: Christopher Turansick, “Influence and Correlated Choice”
Session 2 - Theory 1
10:00 - 10:15: Paul Cheung, “Choice with Recommendations”
10:15 - 10:30: Lorenzo Bastianello, "Put-Call Parities, absence of arbitrage opportunities and Choquet pricing rules”
10:30 - 10:45: John Quah, “Ever Since Allais”
10:45 - 11:15: Break for informal chats/meetings
Session 3 - Theory 2
11:15 - 11:30: Lukasz Wozny, “Time consistent equilibria in dynamic models with recursive payoffs and behavioral discounting”
11:30 - 11:45: Evan Calford, “Mixed strategies and preference for randomization in games with ambiguity averse agents”
11:45 - 12:00: Youngsoo Heo, “Uncertainty Aversion With Multiple Issues”
Session 4 - Axiomatic 1
12:05 - 12:20: Lasse Mononen, “On Preference for Simplicity, Probability Weighting, and Expected Utility”
12:20 - 12:35: Paul Karehnke, “Skewness Preferences in Choice under Risk”
12:35 - 12:50: Evan Piermont, “Hypothetical Expected Utility”
12:50 - 2:00: Break for informal chats/meetings
Tuesday 15 June
Please note: all times are CST
9:00 - 9:05: Possible admin announcements
Session 1 - Theory 3
9:05 - 9:20: Pawel Dziewulski, “A comprehensive revealed preference approach to approximate utility maximisation and non-transitive indifferences”
9:20 - 9:35: Pietro Ortoleva, “Caution and Reference Effects”
9:35 - 9:50: Chiaki Hara, “Comparative Ambiguity Aversion for Smooth Utility Functions”
Session 2 - Experimental 1
10:00 - 10:15: Craig Webb, “An Effective and Simple Tool for Measuring Loss Aversion”
10:15 - 10:30: Yan Xu, “Revealed Preferences over Experts and Quacks and Failures of Contingent Reasoning”
10:30 - 10:45: Brian Hill, “Eliciting Multiple Prior Beliefs”
10:45 - 11:15: Break for informal chats/meetings
Session 3 - GE/Finance
11:15 - 11:30: Christian Gollier, “The welfare cost of ignoring the beta”
11:30 - 11:45: Jaime Zender, “Ambiguity and Corporate Yield Spreads”
11:45 - 12:00: Patrick Beissner, “Optimal Allocations with α-MaxMin Utilities, Choquet Expected Utilities, and Prospect Theory"
Session 4 - Theory 4
12:05 - 12:20: Marie-Louise Vierø, “Comparative Incompleteness: Measurement, Behavioral Manifestations and Elicitation”
12:20 - 12:35: Weijie Zhong, “Information acquisition and time-risk preference”
12:35 - 12:50: Edi Karni, “Ranking of Experiments”
12:50 - 2:00: Break for informal chats/meetings
Wednesday 16 June
Please note: all times are CST
9:00 - 9:05: Announcement
Session 1 - Intertemporal
9:05 - 9:20: Federico Echenique, “Decreasing impatience”
9:20 - 9:35: Yonatan Aumann, “On Time Discounting, Impatience, Precaution And Risk Aversion”
9:35 - 9:50: Michal Lewandowski, “Preferences over Risky Payoff Streams: Normative and Descriptive Approaches”
Session 2 - Experimental 2
10:00 - 10:15: Tigran Melkonyan, “Reverse Bayesianism: Revising Beliefs in Light of Unforeseen Events”
10:15 - 10:30: Christian Zimpelmann, “The Distribution of Ambiguity Attitudes”
10:30 - 10:45: Illia Pasichnichenko, Testing Negative Value of Information and Ambiguity Aversion”
10:45 - 11:15: Break for informal chats/meetings
Session 3 - Theory 5
11:15 - 11:30: Juergen Eichberger, “Cases and States”
11:30 - 11:45: Adam Dominiak, “Minimum Distance Belief Updating with General Information”
11:45 - 12:00: Modibo Camara, “Hadwiger Separability, or: Turing meets von Neumann and Morgenstern”
Session 4 - Axiomatic 2
12:05 - 12:20: Mu Zhang, “A Theory of Choice Bracketing under Risk”
12:20 - 12:35: Tommaso Denti, “Model and predictive uncertainty: A foundation for smooth ambiguity preferences”
12:35 - 12:50: Roberto Corrao, “Common Rational Preferences”
12:50 - 2:00: Break for informal chats/meetings